Seeking AlphaT3·29mo ago
GSEU Goldman Sachs ActiveBeta Europe Equity ETF
ETF 47.73 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.
GSEU
$47.73
—
Key stats
$47.73
- 52-Week Range
- $42.38 – $50.82
- YTD
- +3.72%
- IV Rank (30D)
- 2.45
- Straddle Price
- $1.65
- Open
- $47.76
- Day Range
- $47.60 – $47.86
- Volume
- 4,853
- Prev Close
- $48.16
About
Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2016-03-02
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.25% issuer, Oct 22, 2026
- Assets
- $170M issuer-reported, Oct 20, 2026
- Trailing yield
- 2.80% paid quarterly
- Average daily volume
- $444K 30 sessions
- Holdings
- 346 top 10 are 18.7%
- Listed
- Mar 2, 2016 NYSE Arca
- Net asset value
- $47.75 issuer, Oct 20, 2026 · closed +0.35% to NAV
- Median bid/ask spread
- 0.19% 30 days, issuer-reported
- 30-day SEC yield
- 2.40% issuer, Sep 30, 2026
- Tracking difference
- -0.19 pts vs index, after fees, FY 2025
Cost81
Liquidity22
Scale46
Diversification100
Moves with. US large-cap stocks (51% of its variance, beta 0.87); Developed markets ex-US over US (35% of its variance, beta 0.94); US dollar (3% of its variance, beta -0.15); Long Treasuries (3% of its variance, beta 0.13). These factors explain 90% of its daily moves over the last year.
Stated objective. The Goldman Sachs ActiveBeta Europe Equity ETF (the Fund) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs ActiveBeta Europe Equity Index (the Index). (from the fund's prospectus)
All 346 holdingsFlow historySimilar fundsOverlap toolAll Europe ETFs
Fund flows
through May 2026SEC filings- May 2026
- $0 latest reported month
- Latest 3 months
- −$7.3M −6.2% of assets
- Latest 12 months
- −$6.4M −5.5% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | $0 |
| Apr 2026 | −$7.3M |
| Mar 2026 | $0 |
| Feb 2026 | +$913K |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | $0 |
| Aug 2025 | $0 |
| Jul 2025 | $0 |
| Jun 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| FLEEFranklin FTSE Europe ETF | 69% | 0.09% | $100M | +7.7% | compare |
| DBEUXtrackers MSCI Europe Hedged Equity ETF | 69% | 0.45% | $782M | +14.2% | compare |
| IEViShares Europe ETF | 69% | 0.60% | $1.6B | +7.6% | compare |
| IEURiShares Core MSCI Europe ETF | 68% | 0.10% | $9.5B | +7.3% | compare |
| SPEUState Street SPDR Portfolio Europe ETF | 67% | 0.07% | $700M | +7.0% | 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
- 0.0% of weight in 7 days; 0.1% in 14
Holdings reporting in the next 14 days
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 14, 2026 → Oct 15, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SCHRODERS PLC | 0.06% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.5%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 1 active of 20 with agreements; top 3 did 100%
- Created · redeemed
- $56M · $3.5M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 1.46% of assets on loan on average; earned 1.8 bp
- Return vs index
- -0.19 pts after fees; +0.09 before; daily s.d. 0.31
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
346
AUM
$169.5M
Provider
Goldman
Inception
2016-03-02
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.25%
Dividend Yield
2.80%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-24 | 2026-06-30 | $0.9317 | CD |
| 2025-12-23 | 2025-12-30 | $0.4152 | CD |
| 2025-06-24 | 2025-06-30 | $0.8297 | CD |
| 2024-12-31 | 2025-01-07 | $0.0571 | CD |
| 2024-12-23 | 2024-12-30 | $0.1648 | CD |
| 2024-06-24 | 2024-06-28 | $0.5925 | SC |
Asset Allocation
Top Holdings
top 50 of 346 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML HOLDING N.V. | 4.26% | Equity (Foreign) | NL |
| — | ROCHE HOLDING AG | 2.20% | Equity (Foreign) | CH |
| — | HSBC HOLDINGS PLC | 1.96% | Equity (Foreign) | GB |
| — | NOVARTIS AG SHS | 1.92% | Equity (Foreign) | CH |
| — | SHELL PLC | 1.72% | Equity (Foreign) | GB |
| — | ASTRAZENECA PLC ORD | 1.59% | Equity (Foreign) | GB |
| — | BANCO SANTANDER, S.A. | 1.38% | Equity (Foreign) | ES |
| — | SAP SE | 1.24% | Equity (Foreign) | DE |
| — | NESTLE S.A. | 1.23% | Equity (Foreign) | CH |
| — | SIEMENS AG REG SHS | 1.18% | Equity (Foreign) | DE |
| — | Allianz SE | 1.12% | Equity (Foreign) | DE |
| — | TOTALENERGIES SE | 0.96% | Equity (Foreign) | FR |
| — | BANCO BILBAO VIZCAYA | 0.93% | Equity (Foreign) | ES |
| — | IBERDROLA SOCIEDAD ANONIMA | 0.89% | Equity (Foreign) | ES |
| — | BP PLC | 0.81% | Equity (Foreign) | GB |
| — | GSK PLC | 0.79% | Equity (Foreign) | GB |
| — | NOVO NORDISK A/S | 0.78% | Equity (Foreign) | DK |
| — | KONINKLIJKE AHOLD DELHAIZE NV | 0.77% | Equity (Foreign) | NL |
| — | KINGFISHER PLC | 0.74% | Equity (Foreign) | GB |
| — | SCHNEIDER ELECTRIC | 0.73% | Equity (Foreign) | FR |
| — | DHL GROUP | 0.72% | Equity (Foreign) | DE |
| — | L'OREAL | 0.69% | Equity (Foreign) | FR |
| — | UBS GROUP AG | 0.68% | Equity (Foreign) | CH |
| — | BNP PARIBAS | 0.67% | Equity (Foreign) | FR |
| — | ROLLS-ROYCE HOLDINGS PLC | 0.66% | Equity (Foreign) | GB |
| — | SIEMENS ENERGY AG | 0.64% | Equity (Foreign) | DE |
| — | BARCLAYS PLC | 0.64% | Equity (Foreign) | GB |
| — | ABB LTD | 0.62% | Equity (Foreign) | CH |
| — | BAYER AKTIENGESELLSCHAFT | 0.62% | Equity (Foreign) | DE |
| — | SGS SA | 0.61% | Equity (Foreign) | CH |
| — | ING GROEP N.V. | 0.61% | Equity (Foreign) | NL |
| — | UNICREDIT, SOCIETA' PER AZIONI | 0.60% | Equity (Foreign) | IT |
| — | VODAFONE GROUP PLC | 0.59% | Equity (Foreign) | GB |
| — | BOUYGUES S.A. (ORD) | 0.57% | Equity (Foreign) | FR |
| — | DEUTSCHE BANK REG SHS | 0.57% | Equity (Foreign) | DE |
| — | ZALANDO SE | 0.56% | Equity (Foreign) | DE |
| — | AXA | 0.55% | Equity (Foreign) | FR |
| — | CARREFOUR S.A. (ORD) | 0.54% | Equity (Foreign) | FR |
| — | ORION OYJ | 0.53% | Equity (Foreign) | FI |
| — | UNILEVER PLC | 0.52% | Equity (Foreign) | GB |
| — | ZURICH INSURANCE GROUP AG | 0.52% | Equity (Foreign) | CH |
| — | NATWEST GROUP PLC | 0.52% | Equity (Foreign) | GB |
| — | NN GROUP N.V. | 0.51% | Equity (Foreign) | NL |
| — | RIO TINTO PLC | 0.51% | Equity (Foreign) | GB |
| — | LEGAL & GENERAL GROUP ORD | 0.50% | Equity (Foreign) | GB |
| — | SAGE GROUP PLC. (THE) | 0.50% | Equity (Foreign) | GB |
| — | EURX/MSCI EUROPEIDX 12/2026 | 0.50% | Derivative | DE |
| — | RATIONAL AG | 0.50% | Equity (Foreign) | DE |
| — | GEBERIT AG | 0.49% | Equity (Foreign) | CH |
| — | MERCEDES-BENZ GROUP AG | 0.49% | Equity (Foreign) | DE |
Geographic Breakdown
Non-Equity Breakdown
Goldman Sachs ActiveBeta(R) Europe Equity ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-24)
Net assets:
$117M
· 348 total positions
· equity 97.95%
· non-equity 5.12%
Non-equity holdings
— 3 positions,
5.12% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 5.05% | $5.9M | 2 |
| Derivative (equity) | 0.06% | $71573 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.14% | -5.17% | 8.12% | 0.02% | 6.57% | 3.35% | 1.79% |
| Feb | 0.21% | -6.46% | -2.52% | 1.35% | 5.37% | 2.19% | 0.02% |
| Mar | 1.55% | 2.09% | 2.20% | 2.96% | -0.22% | -5.93% | 0.44% |
| Apr | 2.98% | -7.32% | 3.45% | -2.46% | 4.71% | 4.10% | 0.91% |
| May | 3.63% | 1.70% | -5.36% | 6.34% | 5.36% | 2.13% | 2.30% |
| Jun | -2.37% | -10.75% | 0.50% | -4.62% | -0.89% | -0.08% | -3.04% |
| Jul | 1.59% | 4.87% | 3.42% | 1.71% | -2.17% | 2.76% | 2.03% |
| Aug | 1.10% | -7.47% | -2.27% | 5.74% | 3.90% | 0.57% | 0.26% |
| Sep | -7.64% | -8.13% | -4.02% | 1.68% | 3.55% | -3.83% | -3.06% |
| Oct | 4.59% | 6.05% | -1.38% | -4.39% | -0.95% | 1.88%* | 0.97% |
| Nov | -5.16% | 12.36% | 8.28% | -2.18% | 1.71% | -- | 3.00% |
| Dec | 5.59% | -2.60% | 3.07% | -3.10% | 3.39% | -- | 1.27% |
| Total | 3.09% | -21.18% | 13.16% | 2.33% | 34.31% | 6.87% | 6.43% |
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: $47.63
SMA 50: $48.88
SMA 200: $48.08
Current: $47.72
EMA 12: $47.72
EMA 26: $47.98
MACD: -0.2619 | Signal: 0.1409
BEARISH
ADX (14): 20.89
WEAK TREND
+DI: 33.58
−DI: 37.61
Momentum Oscillators
RSI (14): 46.63
NEUTRAL
Stoch %K: 75.57
Stoch %D: 72.12
Williams %R: -34.94
Volume & Volatility
BB Upper: $48.67
BB Lower: $46.58
NEUTRAL
OBV: 686,407
Vol SMA 20: 9,237
Vol ROC: -52.33%
ATR: $0.48
True Range: $0.56
HV 20: 13.8%
HV 30: 13.1%
HV 60: 11.9%
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 - GSEU
Executive Summary
BULLISH (Confidence Level: 7/10)
Key Drivers:
- Technical indicators pointing to a potential breakout
- Low volatility and moderate beta suggest reduced risk
- Recent news headlines show neutral sentiment, no major catalysts affecting the stock
Primary Risks:
- Volatility could increase if market conditions change
- Earnings expectations are uncertain
Investment Thesis: GSEU has a strong technical foundation, with a potential breakout underway. The low volatility and moderate beta suggest reduced risk, making it an attractive opportunity for those looking to take a measured approach.
Recent News Sentiment Impact: The recent news headlines have shown a neutral sentiment, with no major catalysts affecting the stock. This suggests that GSEU's price movement is driven by fundamental factors rather than external events.
Technical Analysis
Trend Direction: Medium-term (1-3 months) uptrend
Support/Resistance Levels: Key levels to watch:
- Lower: $49.73 (Bollinger Bands lower)
- Middle: $50.29 (SMA 20)
- Upper: $50.85 (Bollinger Bands upper)
Momentum Signals:
- RSI interpretation: Neutral (53.97)
- MACD signal: Bullish (bullish crossover above signal line)
- Bollinger Bands position: Neutral (price touching middle band)
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 61721.16
- On-Balance Volume (OBV): 665359.97
- Volume Rate of Change: -98.58%
News & Sentiment Analysis
Recent Headlines Summary: Neutral sentiment headlines dominate recent news
Sentiment Assessment: Aggregate news sentiment: NEUTRAL
Catalyst Identification: None notable in recent news
Market Narrative: Technical signals drive price movement, with no major news catalysts affecting the stock.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta 0.86)
Volatility Regime: Current vs historical volatility levels:
- Stock Volatility: 0.15
- Historical Volatility: HV20 8.2% / HV30 10.0% / HV60 13.2%
Options Market Signals:
- IV Rank: 44.3% (Medium)
- Current IV: 38.7%
- Expected Move: $2.00 (42 DTE), 7-DTE: $1.48
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection: Support levels and risk management considerations:
- Lower: $49.73 (Bollinger Bands lower)
- Middle: $50.29 (SMA 20)
Market Context & Positioning
Sector Performance: Relative strength within the sector/market
Institutional Activity: Volume patterns suggesting institutional interest signals:
- Volume SMA 20: 61721.16
- On-Balance Volume (OBV): 665359.97
Correlation Analysis: Stock moves relative to market (R-squared interpretation):
- Correlation: 0.72
- Beta: 0.86
Relative Valuation: Position within trading range:
- Historical Price Range: $47.53 - $50.85
- Current Price: $50.25
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor:
- Lower: $49.73 (Bollinger Bands lower)
- Middle: $50.29 (SMA 20)
- Upper: $50.85 (Bollinger Bands upper)
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- SMA 200: $47.53
- Bollinger Bands upper/lower
Time-Sensitive Catalysts: Earnings dates, FDA approvals, product launches:
- No notable catalysts in recent news
Risk Management: Stop-loss levels and position sizing considerations:
- Lower: $49.73 (Bollinger Bands lower)
- Middle: $50.29 (SMA 20)
This analysis concludes with a bullish outlook for GSEU, driven by the technical indicators' potential breakout and moderate risk profile. However, it is essential to monitor the stock's performance closely, as changes in market conditions or earnings expectations could impact its trajectory.
Generated
News
All GSEU news →
Seeking AlphaT3·29mo ago
Seeking AlphaT3·33mo ago
Seeking AlphaT3·36mo ago
Seeking AlphaT3·37mo ago
Seeking AlphaT3·38mo ago
Seeking AlphaT3·38mo ago
Seeking AlphaT3·52mo ago
Seeking AlphaT3·52mo ago
Seeking AlphaT3·53mo ago
Showing 1–10 of 27
Page 1 of 3
GSEU Options Activity & IV Rank
GSEU IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 15.3%
7-DTE IV: —
Expected Move: $1.65
7-DTE Move: $1.65
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: $0.78
ATM Put: $0.88
Call %: 1.6%
Put %: 1.8%
Chain Summary
Chain Volume: 0
Chain OI: 0
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 13.8% / 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)2.5LowOct 22
Straddle Price (30 DTE)$1.65Oct 22
Beta Analysis
Risk Metrics
Beta: 0.8917
Alpha: -2.88%
Correlation: 0.7265
R-Squared: 52.8%
Stock Volatility: 15.7%
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
GSEU 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
3.73K
SI % of Float
0.10%
Days to Cover
1.00
Short Vol Ratio
60.8%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|