Zacks Investment ResearchT3·1mo ago
FJP First Trust Japan AlphaDEX Fund
ETF 70.69 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history 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.
FJP
$70.69
—
Key stats
$70.69
- 52-Week Range
- $65.34 – $82.45
- YTD
- +4.83%
- IV Rank (30D)
- 24.1
- Straddle Price
- $0.00
- Open
- $70.43
- Day Range
- $70.04 – $71.20
- Volume
- 12,762
- Prev Close
- $68.53
About
First Trust Japan AlphaDEX Fund (FJP) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2011-04-18
- Has Options
- Yes
Fund profile
holdings as of Nov 6, 2026issuer datathrough Jun 2026flows, SEC filings
International Equity
Single Country#71 of 162 by assets
First Trust
Japan
Developed ex-US
Index-tracking
- Expense ratio
- 0.80% prospectus, filed Apr 30, 2026
- Assets
- $239M issuer-reported, Nov 6, 2026
- Trailing yield
- 2.82% paid quarterly
- Average daily volume
- $1.9M 30 sessions
- Holdings
- 102 top 10 are 21.8%
- Listed
- Apr 18, 2011 Nasdaq
- Net asset value
- $67.43 issuer, Nov 6, 2026
- 30-day SEC yield
- 1.76% issuer, Oct 30, 2026
- Tracking difference
- -0.76 pts vs index, after fees, FY 2025
Cost10
Liquidity42
Scale51
Diversification90
Moves with. US large-cap stocks (42% of its variance, beta 1.13); Developed markets ex-US over US (12% of its variance, beta 0.82); Emerging markets over US (10% of its variance, beta 0.23). These factors explain 61% of its daily moves over the last year.
Stated objective. The First Trust Japan AlphaDEX Fund (the Fund ) seeks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the Nasdaq AlphaDEX Japan TM Index (the Index ). (from the fund's prospectus)
All 102 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$3.8M latest reported month
- Latest 3 months
- +$11M +4.5% of assets
- Latest 12 months
- +$28M +11.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$3.8M |
| May 2026 | +$3.9M |
| Apr 2026 | +$3.7M |
| Mar 2026 | +$3.9M |
| Feb 2026 | +$4.0M |
| Jan 2026 | −$749K |
| Dec 2025 | +$3.4M |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | $0 |
| Aug 2025 | +$3.2M |
| Jul 2025 | +$2.9M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| GSJYGoldman Sachs ActiveBeta Japan Equity ETF | 27% | 0.25% | $95M | +8.6% | compare |
| EWJViShares MSCI Japan Value ETF | 25% | 0.15% | $741M | +16.4% | compare |
| JPXNiShares JPX-Nikkei 400 ETF | 24% | 0.48% | $157M | +9.9% | compare |
| FLJPFranklin FTSE Japan ETF | 23% | 0.09% | $4.0B | +6.3% | compare |
| FLJHFranklin FTSE Japan Hedged ETF | 22% | 0.09% | $188M | +9.9% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Dec 31, 2025 → Mar 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Mitsui Kinzoku Co Ltd. | — | 2.55% | — |
| New position | MODEC INC | — | 1.88% | — |
| New position | NGK Insulators Ltd | — | 1.82% | — |
| New position | Sumitomo Metal Mining Co Ltd. | — | 1.74% | — |
| Exit | IHI Corp | 1.67% | — | — |
| Exit | Food & Life Cos Ltd | 1.53% | — | — |
| Exit | Sugi Holdings Co Ltd | 1.52% | — | — |
| New position | Resonac Holdings Corp. | — | 1.42% | — |
| New position | Sumitomo Pharma Co Ltd. | — | 1.40% | — |
| New position | Sumitomo Chemical Co Ltd. | — | 1.38% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.4%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 4 active of 24 with agreements; top 3 did 95%
- Created · redeemed
- $15M · $45M over the fiscal year
- Redemptions in kind
- 99% creations 98% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 4.41% of assets on loan on average; earned 4.2 bp
- Return vs index
- -0.76 pts after fees; +0.32 before; daily s.d. 18.74
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 2026-11-06
Holdings
102
AUM
$238.6M
Provider
First Trust
Inception
2011-04-18
Exchange
XNAS
Data As Of
2026-11-06
Expense Ratio
0.80%
Dividend Yield
2.82%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-25 | 2026-06-30 | $0.4847 | CD |
| 2026-03-26 | 2026-03-31 | $0.1139 | CD |
| 2025-12-12 | 2025-12-31 | $1.3356 | CD |
| 2025-06-26 | 2025-06-30 | $0.4626 | CD |
| 2024-12-13 | 2024-12-31 | $0.9722 | CD |
| 2024-06-27 | 2024-06-28 | $0.3729 | CD |
Asset Allocation
Top Holdings
top 50 of 102 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Nippon Yusen K.K. | 2.44% | Equity (Foreign) | JP |
| — | Mitsui O.S.K. Lines, Ltd. | 2.40% | Equity (Foreign) | JP |
| — | Kawasaki Kisen Kaisha, Ltd. | 2.32% | Equity (Foreign) | JP |
| — | Central Japan Railway Company | 2.31% | Equity (Foreign) | JP |
| — | Japan Airlines Co., Ltd. | 2.21% | Equity (Foreign) | JP |
| — | Suzuki Motor Corporation | 2.16% | Equity (Foreign) | JP |
| — | The Kansai Electric Power Company, Incorporated | 2.15% | Equity (Foreign) | JP |
| — | INPEX Corporation | 2.00% | Equity (Foreign) | JP |
| — | Tokyo Gas Co., Ltd. | 1.95% | Equity (Foreign) | JP |
| — | Aisin Corporation | 1.88% | Equity (Foreign) | JP |
| — | Bridgestone Corporation | 1.85% | Equity (Foreign) | JP |
| — | Daiichi Life Group, Inc. | 1.84% | Equity (Foreign) | JP |
| — | Brother Industries, Ltd. | 1.74% | Equity (Foreign) | JP |
| — | ANA Holdings Inc. | 1.68% | Equity (Foreign) | JP |
| — | Nippon Express Holdings Co., Ltd. | 1.67% | Equity (Foreign) | JP |
| — | Daiwa House Industry Co., Ltd. | 1.59% | Equity (Foreign) | JP |
| — | Idemitsu Kosan Co., Ltd. | 1.58% | Equity (Foreign) | JP |
| — | Sekisui House, Ltd. | 1.58% | Equity (Foreign) | JP |
| — | DENSO Corporation | 1.52% | Equity (Foreign) | JP |
| — | Isuzu Motors Ltd. | 1.52% | Equity (Foreign) | JP |
| — | The Yokohama Rubber Company, Ltd. | 1.43% | Equity (Foreign) | JP |
| — | Sumitomo Forestry Co., Ltd. | 1.42% | Equity (Foreign) | JP |
| — | MISUMI Group Inc. | 1.41% | Equity (Foreign) | JP |
| — | Toyota Motor Corporation | 1.41% | Equity (Foreign) | JP |
| — | Ricoh Company, Ltd. | 1.38% | Equity (Foreign) | JP |
| — | ORIX Corporation | 1.35% | Equity (Foreign) | JP |
| — | West Japan Railway Company | 1.35% | Equity (Foreign) | JP |
| — | Advantest Corporation | 1.34% | Equity (Foreign) | JP |
| — | Subaru Corporation | 1.31% | Equity (Foreign) | JP |
| — | JFE Holdings, Inc. | 1.29% | Equity (Foreign) | JP |
| — | Asahi Group Holdings, Ltd. | 1.26% | Equity (Foreign) | JP |
| — | Shionogi & Co., Ltd. | 1.23% | Equity (Foreign) | JP |
| — | Hokuhoku Financial Group, Inc. | 1.19% | Equity (Foreign) | JP |
| — | Sumitomo Metal Mining Co., Ltd. | 1.17% | Equity (Foreign) | JP |
| — | TDK Corporation | 1.13% | Equity (Foreign) | JP |
| — | Amada Co., Ltd. | 1.10% | Equity (Foreign) | JP |
| — | NGK Corp. | 1.10% | Equity (Foreign) | JP |
| — | T&D Holdings, Inc. | 1.10% | Equity (Foreign) | JP |
| — | Minebea Mitsumi Inc. | 1.09% | Equity (Foreign) | JP |
| — | Fuji Corporation | 1.06% | Equity (Foreign) | JP |
| — | JX Advanced Metals Corporation | 1.06% | Equity (Foreign) | JP |
| — | Niterra Co. Ltd. | 1.03% | Equity (Foreign) | JP |
| — | Dai Nippon Printing Co., Ltd. | 1.00% | Equity (Foreign) | JP |
| — | Kyocera Corporation | 0.91% | Equity (Foreign) | JP |
| — | Sumitomo Electric Industries, Ltd. | 0.89% | Equity (Foreign) | JP |
| — | Chubu Electric Power Company, Incorporated | 0.88% | Equity (Foreign) | JP |
| — | Tokyo Ohka Kogyo Co., Ltd. | 0.87% | Equity (Foreign) | JP |
| — | Suntory Beverage & Food Limited | 0.83% | Equity (Foreign) | JP |
| — | Furukawa Electric Co., Ltd. | 0.80% | Equity (Foreign) | JP |
| — | Japan Post Holdings Co., Ltd. | 0.80% | Equity (Foreign) | JP |
Geographic Breakdown
Non-Equity Breakdown
First Trust Japan AlphaDEX Fund ·
NPORT-P period 2026-06-30
(filed 2026-08-21)
Net assets:
$254M
· 102 total positions
· equity 99.65%
· non-equity 7.40%
Non-equity holdings
— 2 positions,
7.40% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Repurchase agreement | 7.12% | $18.1M | 1 |
| Short-term investment | 0.28% | $715124 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.63% | -2.05% | 6.35% | 3.42% | 1.42% | 6.72% | 2.54% |
| Feb | 0.31% | -4.18% | -2.55% | 1.16% | 3.91% | 14.67% | 2.22% |
| Mar | 2.07% | 2.82% | 1.88% | 2.07% | 0.77% | -9.88% | -0.05% |
| Apr | -3.02% | -7.75% | -0.18% | -2.71% | 2.40% | 1.40% | -1.64% |
| May | -0.81% | 3.55% | -1.49% | 2.96% | 5.27% | 3.98% | 2.24% |
| Jun | -1.68% | -11.11% | 4.37% | -3.50% | -0.57% | 0.37% | -2.02% |
| Jul | -0.43% | 3.67% | 5.08% | 3.99% | -1.00% | -4.04% | 1.21% |
| Aug | 0.72% | -3.58% | -0.62% | 5.82% | 6.78% | 3.07% | 2.03% |
| Sep | 1.20% | -8.81% | -1.38% | 1.24% | 0.58% | 2.46% | -0.79% |
| Oct | -2.71% | -1.98% | -2.77% | -4.03% | 2.27% | -6.41% | -2.60% |
| Nov | -5.76% | 12.86% | 3.54% | 2.94% | 2.93% | -3.63%* | 2.15% |
| Dec | 1.94% | -0.31% | -0.89% | -4.28% | -0.78% | -- | -0.86% |
| Total | -8.72% | -17.63% | 11.35% | 8.75% | 26.40% | 6.67% | 4.47% |
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: $73.75
SMA 50: $76.35
SMA 200: $75.98
Current: $70.69
EMA 12: $72.27
EMA 26: $74.03
MACD: -1.7594 | Signal: -0.4329
BEARISH
ADX (14): 22.03
WEAK TREND
+DI: 19.47
−DI: 40.94
Momentum Oscillators
RSI (14): 36.57
NEUTRAL
Stoch %K: 11.37
Stoch %D: 21.40
Williams %R: -68.99
Volume & Volatility
BB Upper: $78.40
BB Lower: $69.10
NEUTRAL
OBV: -746,520
Vol SMA 20: 18,289
Vol ROC: 80.90%
ATR: $1.69
True Range: $2.67
HV 20: 32.6%
HV 30: 28.7%
HV 60: 24.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-11T00:00:00 – 2026-11-09T00:00:00
AI Analysis
LLM Stock Analysis Report - FJP
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Bullish momentum signals from MACD
- Moderate volatility with beta close to market average
- Recent price action trending higher, supported by SMA50 and EMA12
Primary risks:
- Potential for consolidation or correction if price reaches upper Bollinger Band
- Market sentiment may shift in response to central bank decisions or economic data releases
Investment thesis: FJP's bullish momentum and moderate volatility suggest it is likely to continue its upward trend, driven by the ETF's focus on Japanese equities.
Recent news sentiment impact: Neutral news headlines from Seeking Alpha and Zacks Investment Research have not significantly impacted the stock's price action.
Technical Analysis
Trend Direction: Short-term (1-4 weeks) - Uptrend; Medium-term (1-3 months) - Uptrend; Long-term (3-12 months) - Range-bound
Support/Resistance Levels: SMA20: $77.48; SMA50: $75.79; Upper Bollinger Band: $80.70; Lower Bollinger Band: $74.26
Momentum Signals:
- RSI interpretation: Neutral (40.64), not overbought or oversold
- MACD signal: Bullish, with a bullish crossover above the signal line
- Bollinger Bands position: Squeeze, indicating potential breakout or mean reversion
Volume Analysis: Volume is moderate, with an On-Balance Volume (OBV) reading of -745313.62 and a Volume Rate of Change of 102.80%.
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines from Seeking Alpha and Zacks Investment Research have not significantly impacted the stock's price action.
Sentiment Assessment: Neutral sentiment, with no significant bullish or bearish themes emerging.
Catalyst Identification: No immediate catalysts identified, but FJP may be influenced by market sentiment shifts or central bank decisions.
Market Narrative: The ETF's performance is driven by its focus on Japanese equities, which have been trending higher recently. The market narrative suggests that the ETF's price action is supported by the underlying stock selection.
Risk & Volatility Assessment
Beta Interpretation: FJP's beta of 0.96 indicates moderate risk relative to the S&P 500.
Volatility Regime: Moderate volatility, with a Historical Volatility reading of 27.0%.
Options Market Signals:
- IV Rank: Low (15.4%), indicating historically low volatility
- Current IV: 37.1%, suggesting moderate implied volatility
- Expected Move: $5.53 (42 DTE), indicating potential for price movement
Downside Protection: Support levels are provided by the Lower Bollinger Band ($74.26) and SMA20 ($77.48).
Market Context & Positioning
Sector Performance: Japanese equities have been trending higher recently, supporting FJP's price action.
Institutional Activity: Moderate institutional interest, with a Volume Rate of Change of 102.80%.
Correlation Analysis: FJP's correlation with the S&P 500 is moderate (0.56), indicating a relatively strong relationship between the two.
Relative Valuation: FJP is trading near its upper Bollinger Band ($80.70), suggesting potential for consolidation or correction if price reaches this level.
Key Levels & Action Items
Critical Price Levels: SMA20: $77.48; SMA50: $75.79; Upper Bollinger Band: $80.70; Lower Bollinger Band: $74.26
Breakout/Breakdown Levels: No immediate breakout or breakdown levels identified, but the ETF may be influenced by market sentiment shifts or central bank decisions.
Time-Sensitive Catalysts: None identified at this time.
Risk Management: Consider setting a stop-loss level near the Lower Bollinger Band ($74.26) and adjust position sizing according to risk tolerance.
I hope this analysis meets your requirements!
Generated
News
All FJP news →
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FJP Options Activity & IV Rank
FJP IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 27.3%
7-DTE IV: 34.4%
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 11/9/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
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.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
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
No data
30 DTE / 10d
—
—
pts
EXTREME
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
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)8.3LowNov 9
IV Rank (30 DTE)24.1LowNov 9
Straddle Price (30 DTE)$0.00Nov 9
Beta Analysis
Risk Metrics
Beta: 1.1380
Alpha: -6.38%
Correlation: 0.6593
R-Squared: 43.5%
Stock Volatility: 23.7%
Market Volatility: 13.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
FJP Institutional Ownership (13F)
Filings for 2026-06-30 · 51 already for 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
10.26K
SI % of Float
0.29%
Days to Cover
1.00
Short Vol Ratio
44.9%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-09
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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