Seeking AlphaT3·59mo ago
DFAI Dimensional International Core Equity Market ETF
ETF 36.60 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
DFAI
$36.60
—
Key stats
$36.60
- 52-Week Range
- $35.67 – $43.59
- YTD
- -4.98%
- Straddle Price
- $1.57
- P/C Vol Ratio
- 0.00
- Open
- $41.50
- Day Range
- $41.26 – $41.53
- Volume
- 1,467,483
- Prev Close
- $41.79
About
Dimensional International Core Equity Market ETF (DFAI) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2020-11-17
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity
Developed ex-US#14 of 189 by assets
Dimensional
Developed ex-US
Actively managed
- Expense ratio
- 0.18% issuer, Oct 22, 2026
- Assets
- $18.2B issuer-reported, Oct 20, 2026
- Trailing yield
- 2.42% paid quarterly
- Average daily volume
- $80M 30 sessions
- Holdings
- 3,783 top 10 are 9.7%
- Listed
- Nov 17, 2020 NYSE Arca
- Net asset value
- $41.48 issuer, Oct 20, 2026 · closed +0.37% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
Cost90
Liquidity97
Scale100
Diversification100
Moves with. US large-cap stocks (60% of its variance, beta 0.91); Developed markets ex-US over US (32% of its variance, beta 0.81); Gold (4% of its variance, beta 0.04). These factors explain 98% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional International Core Equity Market ETF (the International Core ETF or Portfolio) is to achieve long-term capital appreciation. (from the fund's prospectus)
All 3,783 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$261M latest reported month
- Latest 3 months
- +$1.1B +6.5% of assets
- Latest 12 months
- +$4.2B +24.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$261M |
| Jun 2026 | +$583M |
| May 2026 | +$301M |
| Apr 2026 | +$285M |
| Mar 2026 | +$501M |
| Feb 2026 | +$846M |
| Jan 2026 | +$456M |
| Dec 2025 | +$245M |
| Nov 2025 | +$117M |
| Oct 2025 | +$201M |
| Sep 2025 | +$206M |
| Aug 2025 | +$224M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 69 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IDEViShares Core MSCI International Developed Markets ETF | 84% | 0.04% | $34.0B | +10.5% | compare |
| IEFAiShares Core MSCI EAFE ETF | 78% | 0.07% | $191.0B | +9.2% | compare |
| VEAVanguard FTSE Developed Markets ETF | 78% | 0.03% | $229.9B | +14.5% | compare |
| SPDWState Street SPDR Portfolio Developed World ex-US ETF | 77% | 0.03% | $40.9B | +13.9% | compare |
| BKIEBNY Mellon International Equity ETF | 76% | 0.04% | $1.3B | +10.9% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 2.2% of weight in 7 days; 5.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.17%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Oct 16, 2026 → Oct 19, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | ELEMENT FLEET MANAGEMENT | 0.03% | 0.01% | −78.4% |
| Decrease | WEIR PLC | 0.03% | 0.03% | −11.3% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 7 active of 21 with agreements; top 3 did 94%
- Created · redeemed
- $2.9B · $0 over the fiscal year
- Redemptions in kind
- 0% creations 84% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 2.08% of assets on loan on average; earned 2.4 bp
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-10-20
Holdings
3783
AUM
$18.2B
Provider
Dimensional
Inception
2020-11-17
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
2.42%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.1840 | CD |
| 2026-06-23 | 2026-06-25 | $0.4730 | CD |
| 2026-03-24 | 2026-03-26 | $0.1018 | CD |
| 2025-12-16 | 2025-12-18 | $0.2526 | CD |
| 2025-09-23 | 2025-09-25 | $0.1416 | CD |
| 2025-06-24 | 2025-06-26 | $0.4411 | CD |
Asset Allocation
Top Holdings
top 50 of 3783 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ASML | ASML HOLDING NV | 1.86% | Equity (Foreign) | NL |
| — | SHELL PLC | 1.25% | Equity (Foreign) | GB |
| — | ROCHE HOLDING AG | 1.16% | Equity (Foreign) | CH |
| — | HSBC HOLDINGS PLC | 1.03% | Equity (Foreign) | GB |
| — | NESTLE SA | 0.88% | Equity (Foreign) | CH |
| — | ASTRAZENECA PLC | 0.77% | Equity (Foreign) | GB |
| — | MITSUBISHI UFJ FINANCIAL | 0.74% | Equity (Foreign) | JP |
| NVS | NOVARTIS AG ADR | 0.67% | Equity (Foreign) | CH |
| — | TOTALENERGIES SE | 0.66% | Equity (Foreign) | FR |
| — | TOYOTA MOTOR CORP | 0.64% | Equity (Foreign) | JP |
| — | ROYAL BANK OF CANADA | 0.63% | Equity (Foreign) | CA |
| — | ALLIANZ SE | 0.61% | Equity (Foreign) | DE |
| — | BHP GROUP LTD | 0.60% | Equity (Foreign) | AU |
| — | RECRUIT HOLDINGS CO LTD | 0.59% | Equity (Foreign) | JP |
| — | SONY GROUP CORP | 0.58% | Equity (Foreign) | JP |
| — | ADVANTEST CORP | 0.57% | Equity (Foreign) | JP |
| — | BP PLC | 0.56% | Equity (Foreign) | GB |
| — | SAP SE | 0.56% | Equity (Foreign) | DE |
| — | SIEMENS AG | 0.54% | Equity (Foreign) | DE |
| — | TOKYO ELECTRON LTD | 0.53% | Equity (Foreign) | JP |
| — | HITACHI LTD | 0.52% | Equity (Foreign) | JP |
| TD | TORONTO-DOMINION BANK | 0.51% | Equity (Foreign) | CA |
| — | ROLLS-ROYCE HOLDINGS PLC | 0.50% | Equity (Foreign) | GB |
| — | COMMONWEALTH BANK OF AUST | 0.48% | Equity (Foreign) | AU |
| — | BANCO SANTANDER SA | 0.44% | Equity (Foreign) | ES |
| — | DEUTSCHE TELEKOM AG | 0.42% | Equity (Foreign) | DE |
| — | SAFRAN SA | 0.41% | Equity (Foreign) | FR |
| — | UNICREDIT SPA | 0.41% | Equity (Foreign) | IT |
| — | ASML HOLDING NV | 0.40% | Equity (Foreign) | NL |
| — | SCHNEIDER ELECTRIC SE | 0.40% | Equity (Foreign) | FR |
| — | UNILEVER PLC | 0.40% | Equity (Foreign) | GB |
| CNQ | CANADIAN NATURAL RESOURCE | 0.39% | Equity (Foreign) | CA |
| — | DBS GROUP HOLDINGS LTD | 0.38% | Equity (Foreign) | SG |
| SU | SUNCOR ENERGY INC. | 0.37% | Equity (Foreign) | CA |
| — | SUMITOMO MITSUI FINANCIAL | 0.37% | Equity (Foreign) | JP |
| — | IBERDROLA SA | 0.37% | Equity (Foreign) | ES |
| — | GSK PLC | 0.37% | Equity (Foreign) | GB |
| — | ZURICH INSURANCE GROUP AG | 0.36% | Equity (Foreign) | CH |
| — | TOKIO MARINE HOLDINGS INC | 0.35% | Equity (Foreign) | JP |
| — | MIZUHO FINANCIAL GROUP IN | 0.35% | Equity (Foreign) | JP |
| — | AIR LIQUIDE SA | 0.35% | Equity (Foreign) | FR |
| — | SIEMENS ENERGY AG | 0.34% | Equity (Foreign) | DE |
| — | LVMH MOET HENNESSY LOUIS | 0.34% | Equity (Foreign) | FR |
| — | AIRBUS SE | 0.34% | Equity (Foreign) | FR |
| — | ABB LTD | 0.34% | Equity (Foreign) | CH |
| BNS | BANK OF NOVA SCOTIA/THE | 0.34% | Equity (Foreign) | CA |
| — | BRITISH AMERICAN TOBACCO | 0.34% | Equity (Foreign) | GB |
| — | BARCLAYS PLC | 0.33% | Equity (Foreign) | GB |
| — | CIE FINANCIERE RICHEMONT | 0.32% | Equity (Foreign) | CH |
| RY | ROYAL BANK OF CANADA | 0.31% | Equity (Foreign) | CA |
Geographic Breakdown
Non-Equity Breakdown
Dimensional International Core Equity Market ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$15.87B
· 3842 total positions
· equity 95.56%
· non-equity 5.23%
Non-equity holdings
— 66 positions,
5.23% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 3.72% | $590.2M | 59 |
| Short-term investment | 1.51% | $239.4M | 2 |
| Derivative (equity) | 0.00% | $0 | 5 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.17% | -3.30% | 8.09% | 0.32% | 4.43% | 3.95% | 2.05% |
| Feb | 1.99% | -3.52% | -3.72% | 1.67% | 3.66% | 4.89% | 0.83% |
| Mar | 0.87% | 2.48% | 1.28% | 2.54% | -0.57% | -6.28% | 0.05% |
| Apr | 1.63% | -7.19% | 1.76% | -2.66% | 3.49% | 3.82% | 0.14% |
| May | 2.65% | 2.40% | -4.30% | 5.10% | 5.55% | 2.20% | 2.27% |
| Jun | -2.37% | -9.66% | 1.67% | -3.51% | 0.44% | -0.72% | -2.36% |
| Jul | 0.38% | 4.71% | 2.96% | 3.06% | -1.27% | 2.37% | 2.04% |
| Aug | 0.98% | -5.79% | -2.34% | 5.86% | 4.85% | 1.87% | 0.90% |
| Sep | -3.86% | -8.64% | -4.08% | 2.35% | 2.68% | -2.95% | -2.42% |
| Oct | 2.96% | 3.53% | -1.60% | -4.53% | 0.14% | 0.85%* | 0.22% |
| Nov | -5.73% | 11.28% | 7.34% | 0.23% | 2.08% | -- | 3.04% |
| Dec | 4.59% | -3.13% | 3.62% | -3.98% | 2.47% | -- | 0.71% |
| Total | 2.45% | -17.44% | 10.16% | 5.92% | 31.48% | 9.87% | 7.07% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $41.48
SMA 50: $42.31
SMA 200: $41.24
Current: $41.41
EMA 12: $41.51
EMA 26: $41.70
MACD: -0.1904 | Signal: 0.0696
BEARISH
ADX (14): 16.87
RANGE
+DI: 27.94
−DI: 32.33
Momentum Oscillators
RSI (14): 45.32
NEUTRAL
Stoch %K: 71.31
Stoch %D: 67.25
Williams %R: -46.08
Volume & Volatility
BB Upper: $42.00
BB Lower: $40.95
NEUTRAL
OBV: 63,603,532
Vol SMA 20: 1,991,040
Vol ROC: -26.15%
ATR: $0.40
True Range: $0.53
HV 20: 10.9%
HV 30: 11.5%
HV 60: 11.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report: DFAI
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Bullish momentum signals from MACD and RSI
- Positive news sentiment surrounding institutional tactics and AI bubble concerns
- Low volatility and correlation with market
Primary Risks:
- Overbought RSI reading (>70)
- Historical high IV rank indicating potential for increased volatility
- Recent negative headline from ETF Trends may impact short-term sentiment
Investment Thesis:
DFAI, a low-volatility ETF, exhibits bullish momentum and positive news sentiment. As an institutional liquidity pulse, DFAI's performance is tied to market trends. While recent negative headlines pose a risk, the overall analysis suggests a neutral stance with potential for medium-term growth.
Recent News Sentiment Impact:
The recent news headlines highlight the importance of institutional tactics in driving DFAI's performance. The positive sentiment surrounding AI bubble concerns and active ETFs contributes to the bullish momentum. However, the negative headline from ETF Trends may have a short-term impact on sentiment.
Technical Analysis
Trend Direction: Short-term (1-4 weeks) - Uptrend; Medium-term (1-3 months) - Neutral; Long-term (3-12 months) - Bullish
Support/Resistance Levels:
- Lower Bollinger Band: $39.85
- Middle Band: $41.33
- Upper Band: $42.80
- Recent price action above the middle band suggests support at this level.
Momentum Signals:
- RSI (14): 70.14 (overbought)
- MACD: Bullish
Volume Analysis:
- Volume SMA 20: 2585469.85
- On-Balance Volume (OBV): 63730268.00
- Volume Rate of Change: 47.89%
News & Sentiment Analysis
Recent Headlines Summary:
The news headlines highlight DFAI's role as an institutional liquidity pulse, driving its performance in response to market trends. The positive sentiment surrounding AI bubble concerns and active ETFs contributes to the bullish momentum.
Sentiment Assessment: POSITIVE (Aggregated sentiment from recent headlines)
Catalyst Identification:
- Earnings dates: No earnings data available
- FDA approvals: None
- Product launches: None
Market Narrative:
The news headlines align with the technical signals, highlighting DFAI's performance as an institutional liquidity pulse. The positive sentiment surrounding AI bubble concerns and active ETFs supports the bullish momentum.
Risk & Volatility Assessment
Risk Interpretation: Low (Beta 0.64 vs SPY)
Volatility Regime: Low volatility - stock moves less than market
Options Market Signals:
- IV Rank: 100.0% (High)
- Current IV: 585.1%
- Expected Move: $1.57 (0 DTE), 7-DTE: $1.57
- Volume Flow: 2 calls vs 0 puts
- Open Interest: 2 calls vs 0 puts
- Put/Call Volume Ratio: 0.00 (Bullish sentiment)
- Put/Call OI Ratio: 0.00
Downside Protection:
Support levels and risk management considerations:
- Lower Bollinger Band: $39.85
- Middle Band: $41.33
Market Context & Positioning
Sector Performance: Relative strength vs sector/market
Institutional Activity: Volume patterns suggesting institutional interest
Correlation Analysis:
- Correlation with market (R-squared): 0.79 (high)
Relative Valuation:
Position within trading range:
- Lower band: $39.85
- Middle band: $41.33
- Upper band: $42.80
Key Levels & Action Items
Critical Price Levels:
- Support: Lower Bollinger Band ($39.85), Middle Band ($41.33)
- Resistance: Upper Bollinger Band ($42.80)
Breakout/Breakdown Levels:
- Potential breakout above the upper band
- Potential breakdown below the lower band
Time-Sensitive Catalysts:
Earnings dates: No earnings data available
Risk Management:
Stop-loss levels and position sizing considerations:
- Lower Bollinger Band: $39.85
- Middle Band: $41.33
This comprehensive analysis provides a detailed overview of DFAI's technical and fundamental performance, highlighting the bullish momentum signals from MACD and RSI. The positive news sentiment surrounding institutional tactics and AI bubble concerns supports the neutral stance. However, the recent negative headline from ETF Trends may pose a short-term risk.
Generated
News
All DFAI news →
Zacks Investment ResearchT3·63mo ago
Seeking AlphaT3·65mo ago
DFAI Options Activity & IV Rank
Volatility Metrics
Current IV: —
7-DTE IV: —
Expected Move: $1.57
7-DTE Move: $1.57
Days to Exp: — (2025-10-17)
Options Flow
Call Volume: 2
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 2
Put OI: 0
P/C OI: —
Total OI: 2
ATM Options Pricing
ATM Call: $0.62
ATM Put: $0.95
Call %: 1.7%
Put %: 2.6%
Chain Summary
Chain Volume: 2
Chain OI: 2
Last Updated: 10/17/2025
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 15 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 15 · No data
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)$1.57Oct 17
Beta Analysis
Risk Metrics
Beta: 0.9178
Alpha: 0.40%
Correlation: 0.7807
R-Squared: 60.9%
Stock Volatility: 15.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
DFAI Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
655.74K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
63.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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