Seeking AlphaT3·54mo ago
JHEM John Hancock Multifactor Emerging Markets 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.
JHEM
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Key stats
About
John Hancock Multifactor Emerging Markets ETF (JHEM) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2018-09-27
- Has Options
- No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
International Equity
Emerging Markets#27 of 108 by assets
John Hancock
Emerging Markets
Index-tracking
- Expense ratio
- 0.49% prospectus, filed Jul 28, 2026
- Assets
- $888M shares × price, Nov 6, 2026
- Trailing yield
- 1.96% paid semi-annual
- Average daily volume
- $1.5M 30 sessions
- Holdings
- 959 top 10 are 28.2%
- Listed
- Sep 27, 2018 NYSE Arca
- Tracking difference
- -0.71 pts vs index, after fees, FY 2026
Cost56
Liquidity39
Scale72
Diversification87
Moves with. Emerging markets over US (54% of its variance, beta 0.85); US large-cap stocks (40% of its variance, beta 0.92). These factors explain 96% of its daily moves over the last year.
Stated objective. To seek to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Emerging Markets Index (the Index). (from the fund's prospectus)
All 959 holdingsFlow historySimilar fundsOverlap toolAll Emerging Markets ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$7.8M latest reported month
- Latest 3 months
- +$100M +9.9% of assets
- Latest 12 months
- +$163M +16.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$7.8M |
| May 2026 | $0 |
| Apr 2026 | +$92M |
| Mar 2026 | +$106M |
| Feb 2026 | $0 |
| Jan 2026 | +$13M |
| Dec 2025 | $0 |
| Nov 2025 | −$9.9M |
| Oct 2025 | −$22M |
| Sep 2025 | −$9.7M |
| Aug 2025 | −$9.0M |
| Jul 2025 | −$5.9M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 83 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| EEMiShares MSCI Emerging Markets ETF | 72% | 0.72% | $27.5B | +7.6% | compare |
| DBEMXtrackers MSCI Emerging Markets Hedged Equity ETF | 72% | 0.66% | $102M | +9.6% | compare |
| EEMXState Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | 70% | 0.30% | $167M | +8.2% | compare |
| BBEMJPMorgan BetaBuilders Emerging Markets Equity ETF | 70% | 0.15% | $837M | +4.3% | compare |
| BKEMBNY Mellon Emerging Markets Equity ETF | 70% | 0.11% | $98M | +8.5% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 0.3% of weight in 7 days; 1.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.02%
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
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | Unimicron Technology Corp. | 0.33% | 0.74% | +12.7% |
| Increase | Elite Material Co. Ltd. | 0.26% | 0.52% | +15.0% |
| Increase | Delta Electronics Inc. | 0.50% | 0.65% | +11.8% |
| Increase | Accton Technology Corporation | 0.27% | 0.42% | +13.9% |
| Increase | Zhen Ding Technology Holding Limited | 0.07% | 0.22% | +23.1% |
| Increase | Al Rajhi Banking and Investment Corporation | 0.54% | 0.42% | +49.8% |
| Increase | Hua Hong Grace Semiconductor Limited | 0.07% | 0.17% | +11.8% |
| New position | Vedanta Aluminium Metal Limited | — | 0.09% | — |
| Decrease | Evergreen Marine Corporation Taiwan Ltd. | 0.17% | 0.09% | −31.0% |
| Increase | JD.com Inc. | 0.40% | 0.33% | +12.7% |
2 new, 1 exited, 58 increased and 26 decreased between the fund's two latest holdings reports; turnover 16.4%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 5 active of 16 with agreements; top 3 did 82%
- Created · redeemed
- $144M · $91M over the fiscal year
- Redemptions in kind
- 40% creations 11% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 1.95% of assets on loan on average; earned 1.1 bp
- Return vs index
- -0.71 pts after fees; -0.09 before; daily s.d. 2.96
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 2026-06-30
Holdings
959
AUM
$1.0B
Provider
Nport
Inception
2018-09-27
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.49%
Dividend Yield
1.96%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-26 | 2026-06-30 | $0.2026 | CD |
| 2025-12-29 | 2025-12-31 | $0.5070 | CD |
| 2025-06-26 | 2025-06-30 | $0.2802 | CD |
| 2024-12-27 | 2024-12-31 | $0.3825 | CD |
| 2024-06-26 | 2024-06-28 | $0.3750 | CD |
| 2023-12-26 | 2023-12-29 | $0.3923 | CD |
Asset Allocation
Top Holdings
top 50 of 959 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SK hynix Inc. | 7.71% | Equity (common) | KR |
| — | Samsung Electronics Co. Ltd. | 5.87% | Equity (common) | KR |
| — | Taiwan Semiconductor Manufacturing Company Limited | 4.48% | Equity (common) | TW |
| — | MediaTek Inc. | 2.38% | Equity (common) | TW |
| — | Tencent Holdings Limited | 2.23% | Equity (common) | CN |
| — | Alibaba Group Holding Limited | 1.70% | Equity (common) | HK |
| — | Hon Hai Precision Industry Co. Ltd. | 1.07% | Equity (common) | TW |
| — | Yageo Corporation | 0.99% | Equity (common) | TW |
| — | Ase Technology Holding Co. Ltd. | 0.94% | Equity (common) | TW |
| — | China Construction Bank Corporation | 0.81% | Equity (common) | CN |
| — | Reliance Industries Limited | 0.77% | Equity (common) | IN |
| — | Samsung Electro-Mechanics Co. Ltd. | 0.76% | Equity (common) | KR |
| — | Vale S.A. | 0.75% | Equity (common) | BR |
| — | Unimicron Technology Corp. | 0.74% | Equity (common) | TW |
| — | United Microelectronics Corporation | 0.72% | Equity (common) | TW |
| — | HDFC Bank Limited | 0.70% | Equity (common) | IN |
| PDD | PDD Holdings Inc. | 0.67% | Equity (common) | IE |
| — | ICICI Bank Limited | 0.67% | Equity (common) | IN |
| — | Delta Electronics Inc. | 0.65% | Equity (common) | TW |
| — | NetEase Inc. | 0.55% | Equity (common) | CN |
| — | Elite Material Co. Ltd. | 0.52% | Equity (common) | TW |
| — | Industrial and Commercial Bank of China Limited | 0.52% | Equity (common) | CN |
| — | CTBC Financial Holding Co. Ltd. | 0.52% | Equity (common) | TW |
| — | MTN Group Limited | 0.49% | Equity (common) | ZA |
| — | Bank of China Limited | 0.47% | Equity (common) | CN |
| — | Bharti Airtel Limited | 0.46% | Equity (common) | IN |
| — | Kia Corporation | 0.46% | Equity (common) | KR |
| — | Petroleo Brasileiro S.A. PETROBRAS | 0.46% | Equity (preferred) | BR |
| — | Lenovo Group Limited | 0.46% | Equity (common) | CN |
| — | Yuanta Financial Holding Co. Ltd. | 0.45% | Equity (common) | TW |
| — | Hyundai Motor Company | 0.44% | Equity (common) | KR |
| — | Accton Technology Corporation | 0.42% | Equity (common) | TW |
| — | Petroleo Brasileiro S.A. PETROBRAS | 0.42% | Equity (common) | BR |
| — | TS Financial Holding Co. Ltd. | 0.42% | Equity (common) | TW |
| — | Al Rajhi Banking and Investment Corporation | 0.42% | Equity (common) | SA |
| — | Fubon Financial Holding Co. Ltd. | 0.41% | Equity (common) | TW |
| — | KB Financial Group Inc. | 0.41% | Equity (common) | KR |
| — | Nan Ya Plastics Corporation | 0.39% | Equity (common) | TW |
| — | Ping An Insurance (Group) Company of China Ltd. | 0.38% | Equity (common) | CN |
| — | Delta Electronics (Thailand) Public Company Limited | 0.37% | Equity (common) | TH |
| — | FirstRand Limited | 0.36% | Equity (common) | ZA |
| — | Cathay Financial Holding Co. Ltd. | 0.35% | Equity (common) | TW |
| — | Naspers Limited | 0.34% | Equity (common) | ZA |
| — | Standard Bank Group | 0.34% | Equity (common) | ZA |
| — | Grupo Mexico S.A.B. de C.V. | 0.34% | Equity (common) | MX |
| — | Meituan | 0.33% | Equity (common) | CN |
| — | Quanta Computer Inc. | 0.33% | Equity (common) | TW |
| — | JD.com Inc. | 0.33% | Equity (common) | CN |
| — | LG Electronics Inc. | 0.33% | Equity (common) | KR |
| — | Samsung Life Insurance Co. Ltd. | 0.32% | Equity (common) | KR |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.53% | -0.24% | 7.82% | -2.47% | 1.13% | 4.36% | 2.02% |
| Feb | -0.65% | -3.69% | -7.44% | 2.31% | 1.78% | 7.41% | -0.05% |
| Mar | -1.61% | -0.93% | 1.02% | 1.13% | 1.88% | -7.34% | -0.98% |
| Apr | 0.62% | -6.78% | -0.25% | -0.35% | -0.41% | 10.46% | 0.55% |
| May | 2.44% | 0.52% | -1.56% | 1.86% | 4.55% | 7.38% | 2.53% |
| Jun | -1.72% | -6.14% | 2.21% | -0.26% | 4.59% | -3.31% | -0.77% |
| Jul | -4.65% | 0.64% | 3.78% | 0.97% | 0.24% | -3.10% | -0.35% |
| Aug | 1.72% | -0.00% | -4.73% | 2.32% | 3.12% | 4.39% | 1.14% |
| Sep | -4.24% | -10.03% | -3.32% | 6.96% | 5.67% | -0.92% | -0.98% |
| Oct | 0.30% | -3.25% | -3.00% | -4.96% | 3.23% | -6.81% | -2.42% |
| Nov | -4.02% | 12.62% | 6.44% | -2.49% | -1.88% | 0.36%* | 1.84% |
| Dec | 0.41% | -4.65% | 2.51% | -3.90% | 1.04% | -- | -0.92% |
| Total | -9.74% | -21.25% | 2.37% | 0.54% | 27.66% | 11.66% | 1.87% |
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: $37.58
SMA 50: $39.14
SMA 200: $38.17
Current: $37.04
EMA 12: $37.10
EMA 26: $37.85
MACD: -0.7511 | Signal: -0.0444
BEARISH
ADX (14): 31.91
TREND
+DI: 25.95
−DI: 42.91
Momentum Oscillators
RSI (14): 42.97
NEUTRAL
Stoch %K: 23.00
Stoch %D: 18.78
Williams %R: -50.44
Volume & Volatility
BB Upper: $39.31
BB Lower: $35.85
NEUTRAL
OBV: -1,115,639
Vol SMA 20: 35,032
Vol ROC: -62.54%
ATR: $0.63
True Range: $0.85
HV 20: 24.5%
HV 30: 21.9%
HV 60: 20.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-08T00:00:00 – 2026-11-06T00:00:00
AI Analysis
LLM Stock Analysis Report: JHEM
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10) Key Drivers:
- Technical signals indicate a neutral to slightly bullish trend, with momentum indicators suggesting a potential breakout above the upper Bollinger Band.
- Recent news headlines suggest a general market commentary theme, which aligns with the neutral technical signal.
Primary Risks:
- Volatility and price action may be influenced by upcoming earnings or regulatory changes (no specific dates available).
- Market conditions remain uncertain, as reflected in the high beta value relative to SPY.
Investment Thesis: JHEM is likely to continue trading within its current range, with a slight bias towards a potential breakout above the upper Bollinger Band. However, this scenario is not strongly supported by recent news sentiment or risk metrics.
Recent News Sentiment Impact:
- The neutral news sentiment suggests that market participants are focused on broader market themes rather than specific company developments.
Technical Analysis
Trend Direction: Range-bound (Short-term), Neutral to Bullish (Medium-term)
Support/Resistance Levels:
- Lower Bollinger Band: $37.01
- Upper Bollinger Band: $40.91
Momentum Signals:
- RSI interpretation: Overbought (>70) - potential sell signal
- MACD signal: Bullish momentum (above signal line)
- Bollinger Bands position: Neutral (price touching upper band)
Volume Analysis:
- Volume SMA 20: 20566.80
- On-Balance Volume (OBV): 179563.29
- Volume Rate of Change: -63.93% - indicating a potential decrease in buying pressure
News & Sentiment Analysis
Recent Headlines Summary: General market commentary and neutral themes dominate recent news headlines.
Sentiment Assessment: Neutral
Catalyst Identification: None specified, but earnings or regulatory changes could influence price action.
Market Narrative: The neutral technical signal is supported by the general market commentary theme in recent news headlines.
Risk & Volatility Assessment
Beta Interpretation: High risk relative to SPY (beta >1.12)
Volatility Regime: Above average volatility
Options Market Signals:
- IV rank: N/A
- Put/call ratios: N/A
- Unusual activity: None specified
Downside Protection:
- Support levels: Lower Bollinger Band ($37.01) and the SMA 50 ($36.94)
- Risk management considerations: Stop-loss levels should be set around $38.96 (SMA 20)
Market Context & Positioning
Sector Performance: JHEM is part of a broader market sector, which is experiencing moderate volatility.
Institutional Activity: Institutional interest is reflected in the OBV and volume trends.
Correlation Analysis:
- R-squared interpretation: JHEM's price movement is positively correlated with the market (R-squared >0.5)
Relative Valuation: JHEM is positioned within its trading range, with no strong buy or sell signals evident.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band ($37.01)
- Upper Bollinger Band ($40.91)
- SMA 20 ($38.96)
Breakout/Breakdown Levels: None specified
Time-Sensitive Catalysts: Earnings or regulatory changes could influence price action.
Risk Management:
- Stop-loss levels should be set around $38.96 (SMA 20) for downside protection.
- Position sizing considerations: Investors should consider reducing position size in light of the high volatility and potential market fluctuations.
Note: This analysis is based on the provided data and does not include any specific earnings or regulatory information, as it was not available.
Generated
News
All JHEM news →
Seeking AlphaT3·58mo ago
JHEM Options Activity & IV Rank
Loading options activity...
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
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
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 1.3437
Alpha: -0.66%
Correlation: 0.7663
R-Squared: 58.7%
Stock Volatility: 24.1%
Market Volatility: 13.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
JHEM Institutional Ownership (13F)
Filings for 2026-06-30 · 13 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 |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|