Zacks Investment ResearchT3·13d ago
GLOF iShares Global Equity Factor ETF
ETFETF 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.
GLOF
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Key stats
About
iShares Global Equity Factor ETF (GLOF) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2015-04-28
- Has Options
- No
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.20% issuer, Oct 21, 2026
- Assets
- $205M issuer-reported, Oct 19, 2026
- Trailing yield
- 1.54% paid semi-annual
- Average daily volume
- $1.2M 30 sessions
- Holdings
- 756 top 10 are 25.2%
- Listed
- Apr 28, 2015 NYSE Arca
- Last fee change
- -15 bp filed Dec 16, 2022
- Net asset value
- $60.44 issuer, Oct 20, 2026 · closed +0.04% to NAV
- Median bid/ask spread
- 0.16% 30 days, issuer-reported
- 30-day SEC yield
- 1.38% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +19.1% issuer, through Sep 30, 2026 · 3 years +23.4% a year · 5 years +13.0% · 10 years +12.1%
- Distributions, 12 months
- $0.93 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- +0.34 pts vs index, after fees, FY 2025
Cost84
Liquidity36
Scale49
Diversification98
Moves with. US large-cap stocks (83% of its variance, beta 0.95); Emerging markets over US (8% of its variance, beta 0.11); Developed markets ex-US over US (4% of its variance, beta 0.25). These factors explain 96% of its daily moves over the last year.
Stated objective. The iShares Global Equity Factor ETF (the Fund ) seeks to track the investment results of an index composed of large- and mid-capitalization developed and emerging market stocks that have favorable exposure to target style factors subject to constraints. (from the fund's prospectus)
All 756 holdingsFlow historySimilar fundsOverlap toolAll Global ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- +$6.0M latest day
- Latest 5 trading days
- +$6.0M
- Latest 21 trading days
- +$9.1M +4.4% of assets
- Year to date
- +$27M +$21M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | +$6.0M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | +$3.1M |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | $0 |
| Sep 21, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$2.9M latest reported month
- Latest 3 months
- +$12M +5.5% of assets
- Latest 12 months
- +$37M +17.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$2.9M |
| Jun 2026 | +$3.0M |
| May 2026 | +$5.9M |
| Apr 2026 | +$14M |
| Mar 2026 | +$11M |
| Feb 2026 | +$5.5M |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | −$3 |
| Oct 2025 | −$5.3M |
| Sep 2025 | $0 |
| Aug 2025 | $0 |
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 | |
|---|---|---|---|---|---|
| ACWIiShares MSCI ACWI ETF | 56% | 0.32% | $32.8B | +14.5% | compare |
| LRGFiShares U.S. Equity Factor ETF | 55% | 0.08% | $3.7B | +14.9% | compare |
| GSWOGoldman Sachs ActiveBeta World Equity ETF | 55% | 0.15% | $1.8B | — | compare |
| KLMTInvesco MSCI Global Climate 500 ETF | 54% | — | — | +14.8% | compare |
| URTHiShares MSCI World ETF | 54% | 0.24% | $8.7B | +14.2% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Holdings vs fair value
- +4.7% 27% under, 17% over · 67% covered
- Price / earnings
- 24.1 2% loss-making · 62% covered
- Price / book · sales
- 6.3 · 2.8 revenue growth +13.2%
- Above 200-day average
- 71% 55% above 50-day · by weight
- Short interest
- 2.3% of float, weighted · 3.0 days to cover
- Insider buying
- 2% of weight had net insider buying, 90 days; 45% net selling
- 13F holders
- +1.2% change in shares held by institutions, latest quarter
- Reporting earnings
- 19.1% of weight in 7 days; 42.6% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.25%
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 |
|---|---|---|---|---|
| Increase | JAPAN REAL ESTATE INVESTMENT TRUST | 0.06% | 0.09% | +35.6% |
| Increase | NOMURA REAL ESTATE HOLDINGS INC | 0.05% | 0.07% | +34.0% |
| Increase | HOKUHOKU FINANCIAL GROUP INC | 0.08% | 0.09% | +21.1% |
| Increase | PERSOL HOLDINGS LTD | 0.01% | 0.03% | +84.5% |
| Increase | VIPSVIPSHOP HOLDINGS SPONSORED ADS REP | 0.04% | 0.05% | +14.0% |
| Increase | AEGON | 0.02% | 0.03% | +18.2% |
0 new, 0 exited, 6 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.0%. Full holdings and history
Under the hood
fiscal year to Jul 31, 2025SEC census- Authorized participants
- 4 active of 40 with agreements; top 3 did 93%
- Created · redeemed
- $41M · $22M over the fiscal year
- Redemptions in kind
- 92% creations 90% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.41% of assets on loan on average; earned 1.7 bp
- Return vs index
- +0.34 pts after fees; +0.34 before; daily s.d. 5.22
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
732
AUM
$206.6M
Provider
iShares (BlackRock)
Inception
2015-04-28
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.20%
Dividend Yield
1.54%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.4486 | CD |
| 2025-12-16 | 2025-12-19 | $0.4837 | CD |
| 2025-06-16 | 2025-06-20 | $0.4125 | CD |
| 2024-12-17 | 2024-12-20 | $0.7086 | CD |
| 2024-06-11 | 2024-06-17 | $0.4151 | CD |
| 2023-12-20 | 2023-12-27 | $0.5943 | CD |
Asset Allocation
Top Holdings
top 50 of 732 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA | 4.86% | Equity (US) | US |
| AAPL | APPLE | 4.69% | Equity (US) | US |
| MSFT | MICROSOFT | 3.66% | Equity (US) | US |
| GOOG | ALPHABET CLASS C | 3.32% | Equity (US) | US |
| AMZN | AMAZON.COM INC | 2.26% | Equity (US) | US |
| AVGO | BROADCOM INC | 1.57% | Equity (US) | US |
| — | TAIWAN SEMICONDUCTOR MANUFACTURING | 1.52% | Equity (Foreign) | TW |
| META | META PLATFORMS CLASS A | 1.32% | Equity (US) | US |
| NOVN | NOVARTIS AG | 0.98% | Equity (Foreign) | CH |
| LLY | ELI LILLY | 0.91% | Equity (US) | US |
| JPM | JPMORGAN CHASE & CO | 0.90% | Equity (US) | US |
| MU | MICRON TECHNOLOGY | 0.86% | Equity (US) | US |
| ABBV | ABBVIE | 0.80% | Equity (US) | US |
| JNJ | JOHNSON & JOHNSON | 0.74% | Equity (US) | US |
| V | VISA CLASS A | 0.73% | Equity (US) | US |
| TSLA | TESLA INC | 0.70% | Equity (US) | US |
| WMT | WALMART | 0.67% | Equity (US) | US |
| MCK | MCKESSON CORP | 0.62% | Equity (US) | US |
| — | BLK CSH FND TREASURY SL AGENCY | 0.62% | Cash/Money Market | US |
| BNY | BANK OF NEW YORK MELLON CORP | 0.61% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 0.61% | Equity (US) | US |
| — | SAMSUNG ELECTRONICS LTD | 0.60% | Equity (Foreign) | KR |
| ASML | ASML HOLDING | 0.58% | Equity (Foreign) | NL |
| LRCX | LAM RESEARCH | 0.57% | Equity (US) | US |
| MPC | MARATHON PETROLEUM | 0.54% | Equity (US) | US |
| EBAY | EBAY | 0.51% | Equity (US) | US |
| PG | PROCTER & GAMBLE | 0.50% | Equity (US) | US |
| BKNG | BOOKING HOLDINGS | 0.49% | Equity (US) | US |
| ABBN | ABB LTD | 0.49% | Equity (Foreign) | CH |
| GM | GENERAL MOTORS | 0.48% | Equity (US) | US |
| UCG | UNICREDIT | 0.47% | Equity (Foreign) | IT |
| MA | MASTERCARD CLASS A | 0.46% | Equity (US) | US |
| EXPE | EXPEDIA GROUP | 0.44% | Equity (US) | US |
| FTNT | FORTINET | 0.43% | Equity (US) | US |
| REP | REPSOL | 0.43% | Equity (Foreign) | ES |
| — | INVESTOR CLASS B | 0.42% | Equity (Foreign) | SE |
| — | ASICS | 0.42% | Equity (Foreign) | JP |
| — | SK HYNIX | 0.41% | Equity (Foreign) | KR |
| TT | TRANE TECHNOLOGIES PLC | 0.41% | Equity (US) | US |
| A5G | AIB GROUP PLC | 0.41% | Equity (Foreign) | IE |
| MO | ALTRIA GROUP INC | 0.41% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 0.40% | Equity (US) | US |
| RIO | RIO TINTO | 0.39% | Equity (Foreign) | AU |
| L | LOBLAW COMPANIES LTD | 0.39% | Equity (Foreign) | CA |
| SYF | SYNCHRONY FINANCIAL | 0.39% | Equity (US) | US |
| TEL | TE CONNECTIVITY PLC | 0.38% | Equity (US) | US |
| PEP | PEPSICO | 0.38% | Equity (US) | US |
| — | RECRUIT HOLDINGS LTD | 0.38% | Equity (Foreign) | JP |
| GE | GE AEROSPACE | 0.37% | Equity (US) | US |
| KLAC | KLA | 0.37% | Equity (US) | US |
Geographic Breakdown
Non-Equity Breakdown
iShares Global Equity Factor ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-23)
Net assets:
$216M
· 701 total positions
· equity 98.75%
· non-equity 1.84%
Non-equity holdings
— 45 positions,
1.84% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 1.00% | $2.2M | 40 |
| Short-term investment | 0.84% | $1.8M | 2 |
| Derivative (equity) | -0.00% | $-4543 | 3 |
Chart
Seasonality
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | 2.55% | 3.68% | 2.47% | 2.90% |
| Feb | -- | 3.38% | -0.01% | 1.11% | 1.49% |
| Mar | 2.31% | 1.85% | -2.73% | -5.06% | -0.91% |
| Apr | 0.88% | -3.00% | 1.39% | 8.21% | 1.87% |
| May | -1.16% | 5.05% | 5.55% | 4.43% | 3.47% |
| Jun | 3.58% | 0.89% | 3.77% | -2.16% | 1.52% |
| Jul | 3.35% | 1.05% | 1.03% | 1.02% | 1.61% |
| Aug | -1.96% | 4.42% | 3.51% | 2.05% | 2.00% |
| Sep | -4.12% | 4.09% | 4.00% | -0.17% | 0.95% |
| Oct | -2.09% | -1.57% | 1.72% | 0.05%* | -0.47% |
| Nov | 8.20% | 3.26% | 0.01% | -- | 3.82% |
| Dec | 2.55% | -4.21% | 0.41% | -- | -0.42% |
| Total | 11.52% | 18.70% | 24.41% | 11.98% | 16.65% |
* Only 4 year(s) of data available.
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: $60.95
SMA 50: $61.02
SMA 200: $57.55
Current: $60.68
EMA 12: $60.76
EMA 26: $60.87
MACD: -0.1069 | Signal: -0.0905
BEARISH
ADX (14): 8.18
RANGE
+DI: 24.77
−DI: 26.95
Momentum Oscillators
RSI (14): 47.69
NEUTRAL
Stoch %K: 26.44
Stoch %D: 22.03
Williams %R: -62.84
Volume & Volatility
BB Upper: $61.75
BB Lower: $60.15
NEUTRAL
OBV: -1,150,927
Vol SMA 20: 17,544
Vol ROC: 139.96%
ATR: $0.54
True Range: $0.38
HV 20: 9.4%
HV 30: 11.2%
HV 60: 11.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: GLOF
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers: Bullish MACD signal, moderate volume increase, and a neutral RSI reading.
Primary risks:
- Oversold conditions may trigger a short-term bounce.
- Global economic uncertainty may impact the stock's performance.
Investment thesis: GLOF is poised for a potential breakout above its current trading range, driven by its improving technical momentum and moderate institutional interest.
Recent news sentiment impact: Neutral headlines have had minimal influence on the stock's price action, as the market continues to focus on macroeconomic factors.
Technical Analysis
Trend Direction: Short-term uptrend, Medium-term neutral-to-bullish, Long-term bullish
Support/Resistance Levels:
- Resistance: $61.79 (Upper Bollinger Band)
- Support: $60.48 (Lower Bollinger Band)
Momentum Signals:
- RSI interpretation: Neutral (56.03) with a slight upward bias
- MACD signal: Bullish, indicating continued momentum in the short-term
- Bollinger Bands position: Neutral, with the price trading within the middle band
Volume Analysis: Moderate volume increase over the past week, indicating institutional interest.
News & Sentiment Analysis
Recent Headlines Summary: Neutral headlines have focused on macroeconomic factors and market commentary.
Sentiment Assessment: Overall sentiment is neutral, with no significant news driving the stock's price action.
Catalyst Identification: None apparent in recent news, but global economic data releases could impact the stock in the near-term.
Market Narrative: The market continues to focus on macroeconomic factors, which has allowed GLOF to maintain its upward momentum.
Risk & Volatility Assessment
Beta Interpretation: 1.00 (vs SPY), indicating moderate risk relative to the broader market.
Volatility Regime: Moderate volatility with a current reading of 0.14, slightly higher than historical norms.
Options Market Signals: No options data available for analysis.
Downside Protection: Support levels at $60.48 and $59.94, respectively, offer potential downside protection.
Market Context & Positioning
Sector Performance: GLOF's sector has been trending in line with the broader market.
Institutional Activity: Moderate institutional interest, as seen by increased volume activity.
Correlation Analysis: The stock correlates strongly (0.94) with the broader market, indicating a high degree of price sensitivity to macroeconomic factors.
Relative Valuation: GLOF is positioned within its trading range, offering potential for a breakout or breakdown.
Key Levels & Action Items
Critical Price Levels:
- Resistance: $61.79 (Upper Bollinger Band)
- Support: $60.48 (Lower Bollinger Band)
Breakout/Breakdown Levels: None apparent in the short-term, but a potential breakout above $61.79 could trigger further upward momentum.
Time-Sensitive Catalysts: Global economic data releases may impact the stock's price action in the near-term.
Risk Management: Stop-loss levels at $59.94 and $58.26, respectively, offer potential downside protection.
By analyzing these key indicators and metrics, it is clear that GLOF is poised for a potential breakout above its current trading range, driven by its improving technical momentum and moderate institutional interest.
Generated
News
All GLOF news →
Seeking AlphaT3·29mo ago
Seeking AlphaT3·39mo ago
Seeking AlphaT3·43mo ago
GLOF Options Activity & IV Rank
Loading options activity...
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
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / 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)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 1.0112
Alpha: 1.53%
Correlation: 0.9399
R-Squared: 88.3%
Stock Volatility: 13.7%
Market Volatility: 12.7%
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
GLOF 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 |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|