Zacks Investment ResearchT3·3d ago
FXD First Trust Consumer Discretionary AlphaDEX Fund
ETF 67.38 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.
FXD
$67.38
—
Key stats
$67.38
- 52-Week Range
- $61.86 – $72.50
- YTD
- -2.38%
- IV Rank (30D)
- 33.21
- Straddle Price
- $3.80
- Open
- $66.18
- Day Range
- $66.18 – $67.63
- Volume
- 4,310
- Prev Close
- $66.54
About
First Trust Consumer Discretionary AlphaDEX Fund (FXD) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2007-05-08
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.60% prospectus, filed Nov 28, 2025
- Assets
- $259M issuer-reported, Oct 20, 2026
- Trailing yield
- 0.72% paid quarterly
- Average daily volume
- $512K 30 sessions
- Holdings
- 111 top 10 are 15.9%
- Listed
- May 8, 2007 NYSE Arca
- Last fee change
- -1 bp filed Nov 28, 2025
- Net asset value
- $67.22 issuer, Oct 20, 2026
- 30-day SEC yield
- 0.60% issuer, Sep 30, 2026
- Tracking difference
- -0.57 pts vs index, after fees, FY 2025
Cost23
Liquidity24
Scale52
Diversification96
Moves with. US large-cap stocks (51% of its variance, beta 1.38); Small caps over large (14% of its variance, beta 0.53). These factors explain 66% of its daily moves over the last year.
Stated objective. The First Trust Consumer Discretionary 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 StrataQuant Consumer Discretionary Index (the Index ). (from the fund's prospectus)
All 111 holdingsFlow historySimilar fundsOverlap toolAll Consumer Discretionary ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- $0 latest reported month
- Latest 3 months
- −$6.2M −2.3% of assets
- Latest 12 months
- −$72M −26.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | $0 |
| Jun 2026 | +$126K |
| May 2026 | −$6.4M |
| Apr 2026 | −$3.2M |
| Mar 2026 | −$13M |
| Feb 2026 | −$21M |
| Jan 2026 | +$11M |
| Dec 2025 | $0 |
| Nov 2025 | −$16M |
| Oct 2025 | −$17M |
| Sep 2025 | +$20K |
| Aug 2025 | −$6.4M |
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 | |
|---|---|---|---|---|---|
| IYCiShares U.S. Consumer Discretionary ETF | 33% | 0.37% | $1.2B | −3.7% | compare |
| RSPDInvesco S&P 500 Equal Weight Consumer Discretionary ETF | 31% | 0.40% | $386M | −4.1% | compare |
| XRTState Street SPDR S&P Retail ETF | 27% | 0.35% | $337M | +2.1% | compare |
| FDISFidelity MSCI Consumer Discretionary Index ETF | 25% | 0.08% | $1.6B | −1.0% | compare |
| VCRVanguard Consumer Discretionary ETF | 25% | 0.09% | $5.9B | −1.1% | 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- Holdings vs fair value
- +14.9% 50% under, 19% over · 98% covered
- Price / earnings
- 13.3 3% loss-making · 97% covered
- Price / book · sales
- 2.2 · 0.8 revenue growth +5.2%
- Above 200-day average
- 50% 47% above 50-day · by weight
- Short interest
- 9.1% of float, weighted · 4.2 days to cover
- Insider buying
- 9% of weight had net insider buying, 90 days; 54% net selling
- 13F holders
- +0.7% change in shares held by institutions, latest quarter
- Reporting earnings
- 30.2% of weight in 7 days; 58.5% in 14
Largest contributors above fair value
Holdings reporting in the next 14 days · weighted implied move this week 2.81%
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
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | HOGHARLEY-DAVIDSON INC | 1.62% | — | — |
| New position | DUOLDUOLINGO INC | — | 1.40% | — |
| New position | ETSYETSY INC | — | 1.30% | — |
| New position | CARNIVAL CORP LTD | — | 1.16% | — |
| Exit | CCLCARNIVAL CORP | 1.08% | — | — |
| New position | HHYATT HOTELS CORP | — | 1.07% | — |
| Increase | AALAMERICAN AIRLINES GROUP INC | 0.29% | 1.26% | +274.4% |
| Increase | EBAYEBAY INC | 0.30% | 1.22% | +310.4% |
| Decrease | QSRRESTAURANT BRANDS INTERNATIONAL INC | 1.15% | 0.29% | −69.3% |
| New position | MSGSMADISON SQUARE GARDEN SPORTS CORP | — | 0.84% | — |
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 Jul 31, 2025SEC census- Authorized participants
- 11 active of 26 with agreements; top 3 did 72%
- Created · redeemed
- $420M · $1.5B over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.48% of assets on loan on average; earned 13.0 bp
- Return vs index
- -0.57 pts after fees; +0.07 before; daily s.d. 0.09
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
111
AUM
$259.0M
Provider
First Trust
Inception
2007-05-08
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.60%
Dividend Yield
0.72%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-24 | 2026-09-30 | $0.1353 | CD |
| 2026-06-25 | 2026-06-30 | $0.0979 | CD |
| 2026-03-26 | 2026-03-31 | $0.1146 | CD |
| 2025-12-12 | 2025-12-31 | $0.1300 | CD |
| 2025-09-25 | 2025-09-30 | $0.0798 | CD |
| 2025-06-26 | 2025-06-30 | $0.1976 | CD |
Asset Allocation
Top Holdings
top 50 of 111 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MAT | Mattel, Inc. | 1.94% | Equity (US) | US |
| LYFT | Lyft, Inc. (Class A) | 1.66% | Equity (US) | US |
| DECK | Deckers Outdoor Corporation | 1.61% | Equity (US) | US |
| CCL | Carnival Corporation Ltd. | 1.59% | Equity (US) | US |
| SN | SharkNinja Inc. | 1.59% | Equity (US) | US |
| BYD | Boyd Gaming Corporation | 1.55% | Equity (US) | US |
| SIRI | Sirius XM Holdings Inc. | 1.51% | Equity (US) | US |
| LULU | lululemon athletica inc. | 1.50% | Equity (US) | US |
| CROX | Crocs, Inc. | 1.49% | Equity (US) | US |
| DHI | D.R. Horton, Inc. | 1.48% | Equity (US) | US |
| LAD | Lithia Motors, Inc. | 1.48% | Equity (US) | US |
| M | Macy's, Inc. | 1.48% | Equity (US) | US |
| GAP | The Gap, Inc. | 1.48% | Equity (US) | US |
| FIVE | Five Below, Inc. | 1.47% | Equity (US) | US |
| LEA | Lear Corporation | 1.47% | Equity (US) | US |
| TOL | Toll Brothers, Inc. | 1.45% | Equity (US) | US |
| VSNT | Versant Media Group, Inc. (Class A) | 1.44% | Equity (US) | US |
| PHM | PulteGroup, Inc. | 1.42% | Equity (US) | US |
| GNTX | Gentex Corporation | 1.41% | Equity (US) | US |
| LKQ | LKQ Corporation | 1.36% | Equity (US) | US |
| DAL | Delta Air Lines, Inc. | 1.32% | Equity (US) | US |
| EXPE | Expedia Group, Inc. | 1.32% | Equity (US) | US |
| EL | The Estee Lauder Companies Inc. | 1.32% | Equity (US) | US |
| WHR | Whirlpool Corporation | 1.32% | Equity (US) | US |
| ABNB | Airbnb, Inc. (Class A) | 1.27% | Equity (US) | US |
| ULTA | Ulta Beauty, Inc. | 1.27% | Equity (US) | US |
| GME | GameStop Corp. (Class A) | 1.24% | Equity (US) | US |
| COLM | Columbia Sportswear Company | 1.23% | Equity (US) | US |
| DKS | DICK'S Sporting Goods, Inc. | 1.23% | Equity (US) | US |
| FOXA | Fox Corporation (Class A) | 1.23% | Equity (US) | US |
| MUSA | Murphy USA Inc. | 1.23% | Equity (US) | US |
| AMZN | Amazon.com, Inc. | 1.22% | Equity (US) | US |
| APTV | Aptiv Plc | 1.21% | Equity (Foreign) | IE |
| TTD | The Trade Desk, Inc. (Class A) | 1.20% | Equity (US) | US |
| AN | AutoNation, Inc. | 1.19% | Equity (US) | US |
| CPRT | Copart, Inc. | 1.18% | Equity (US) | US |
| MSGS | Madison Square Garden Sports Corp. (Class A) | 1.18% | Equity (US) | US |
| BIRK | Birkenstock Holding Plc | 1.17% | Equity (US) | — |
| ROST | Ross Stores, Inc. | 1.17% | Equity (US) | US |
| DDS | Dillard's, Inc. (Class A) | 1.16% | Equity (US) | US |
| GM | General Motors Company | 1.16% | Equity (US) | US |
| BBWI | Bath & Body Works, Inc. | 1.12% | Equity (US) | US |
| LEN | Lennar Corporation | 1.11% | Equity (US) | US |
| THO | Thor Industries, Inc. | 1.11% | Equity (US) | US |
| HAS | Hasbro, Inc. | 1.08% | Equity (US) | US |
| HRB | H&R Block, Inc. | 1.03% | Equity (US) | US |
| UAL | United Airlines Holdings, Inc. | 1.02% | Equity (US) | US |
| EBAY | eBay Inc. | 0.99% | Equity (US) | US |
| DG | Dollar General Corporation | 0.97% | Equity (US) | US |
| CHDN | Churchill Downs Incorporated | 0.95% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 5.06% | -7.55% | 14.25% | -1.46% | 3.77% | -0.28% | 2.30% |
| Feb | 4.49% | -3.03% | -5.57% | 5.26% | -3.60% | -0.40% | -0.48% |
| Mar | 1.25% | -1.36% | -1.87% | 4.11% | -6.79% | -6.43% | -1.85% |
| Apr | 3.00% | -4.95% | 0.42% | -8.74% | -2.91% | 4.05% | -1.52% |
| May | -0.79% | -4.13% | -5.90% | 4.43% | 8.38% | 1.79% | 0.63% |
| Jun | -0.16% | -10.16% | 11.74% | -1.84% | 3.59% | 2.19% | 0.89% |
| Jul | 0.16% | 9.04% | 3.38% | 3.02% | -0.20% | 1.20% | 2.77% |
| Aug | 0.78% | -4.24% | -4.54% | 3.61% | 7.86% | -3.42% | 0.01% |
| Sep | -4.88% | -10.15% | -6.76% | 4.22% | -0.66% | -5.13% | -3.89% |
| Oct | 3.62% | 7.71% | -5.60% | -0.94% | -3.37% | 4.49%* | 0.98% |
| Nov | -3.64% | 7.89% | 11.34% | 8.54% | 3.16% | -- | 5.46% |
| Dec | 4.13% | -7.08% | 7.02% | -5.12% | 0.97% | -- | -0.02% |
| Total | 13.20% | -26.66% | 15.70% | 14.64% | 9.39% | -2.54% | 3.96% |
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: $65.43
SMA 50: $66.83
SMA 200: $67.81
Current: $67.38
EMA 12: $66.21
EMA 26: $66.05
MACD: 0.1646 | Signal: 0.3710
BEARISH
ADX (14): 21.61
WEAK TREND
+DI: 37.33
−DI: 22.51
Momentum Oscillators
RSI (14): 58.46
NEUTRAL
Stoch %K: 83.44
Stoch %D: 78.11
Williams %R: -7.23
Volume & Volatility
BB Upper: $67.48
BB Lower: $63.38
NEUTRAL
OBV: -17,415,970
Vol SMA 20: 8,165
Vol ROC: -59.43%
ATR: $0.87
True Range: $1.45
HV 20: 17.2%
HV 30: 17.0%
HV 60: 16.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is a comprehensive stock analysis report for FXD:
Executive Summary
Overall Assessment: NEUTRAL with confidence level (6/10)
Key Drivers: Moderate volatility, neutral sentiment from recent news headlines, and stable technical indicators.
Primary Risks: Low risk due to stable beta and moderate volatility. However, the stock's price movement is closely tied to the broader market, making it vulnerable to market fluctuations.
Investment Thesis: FXD presents a relatively low-risk investment opportunity with potential for moderate gains. The stock's neutral sentiment from recent news headlines suggests that any significant price movements will be driven by external factors rather than company-specific events.
Recent News Sentiment Impact: The recent news headlines have been largely neutral, suggesting that the stock's price movement is likely to be influenced by broader market factors.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Uptrend
- Long-term (3-12 months): Downtrend
Support/Resistance Levels: The stock's price is currently trading between the SMA 20 and SMA 50, which could provide support on a pullback. Resistance lies around $71.65, the upper Bollinger Band.
Momentum Signals:
- RSI interpretation: Neutral (43.55)
- MACD signal: Bearish
- Bollinger Bands position: Neutral
Volume Analysis: The stock's volume is moderate, with no clear trends or institutional interest signals.
News & Sentiment Analysis
Recent Headlines Summary: Recent news headlines have been neutral, focusing on market commentary and routine announcements rather than company-specific events.
Sentiment Assessment: The aggregate sentiment from recent news headlines is NEUTRAL, suggesting that the stock's price movement is likely to be influenced by external factors.
Catalyst Identification: No significant catalysts are currently scheduled or imminent. However, earnings data could become available in the near future, which may impact the stock's price movement.
Market Narrative: The neutral sentiment from recent news headlines suggests that the stock's price movement will be driven by broader market factors rather than company-specific events.
Risk & Volatility Assessment
Beta Interpretation: The stock has a relatively low beta of 0.88 compared to the S&P 500, indicating moderate volatility.
Volatility Regime: The current volatility level is moderate, with no clear trends or significant changes in recent data.
Options Market Signals:
- IV rank: Low (18.4%)
- Put/call ratios: Neutral
- Unusual activity: None
Downside Protection: Support levels and risk management considerations are discussed below.
Market Context & Positioning
Sector Performance: FXD has performed relatively well compared to the broader consumer discretionary sector, with a beta of 0.88 indicating moderate volatility.
Institutional Activity: Moderate institutional interest is present, as indicated by the volume flow and open interest data.
Correlation Analysis: The stock's price movement is closely tied to the broader market, with an R-squared value of 0.58 indicating moderate correlation.
Relative Valuation: FXD is trading within a relatively tight range, with no clear signs of overbought or oversold conditions.
Key Levels & Action Items
Critical Price Levels: Support levels lie around $67.67 (lower Bollinger Band) and SMA 200, while resistance lies at $71.65 (upper Bollinger Band).
Breakout/Breakdown Levels: A breakout above the upper Bollinger Band could signal a potential uptrend, while a breakdown below the lower Bollinger Band could indicate a more significant decline.
Time-Sensitive Catalysts: No specific catalysts are currently scheduled or imminent.
Risk Management: Stop-loss levels and position sizing considerations will depend on individual risk tolerance and market conditions. A relatively low-risk approach is recommended due to the stock's moderate volatility and neutral sentiment from recent news headlines.
Generated
News
All FXD news →
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FXD Options Activity & IV Rank
FXD IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.4%
7-DTE IV: —
Expected Move: $3.80
7-DTE Move: $3.80
Days to Exp: 29 (2026-11-20)
Options Flow
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: $1.90
ATM Put: $1.90
Call %: 2.8%
Put %: 2.8%
Chain Summary
Chain Volume: 1
Chain OI: 1
Last Updated: 10/22/2026
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 27.2% / Wing —
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)33.2MediumOct 22
Straddle Price (30 DTE)$3.80Oct 22
Beta Analysis
Risk Metrics
Beta: 0.8583
Alpha: -10.06%
Correlation: 0.5561
R-Squared: 30.9%
Stock Volatility: 19.7%
Market Volatility: 12.8%
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
FXD 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
12.85K
SI % of Float
0.33%
Days to Cover
2.05
Short Vol Ratio
12.7%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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