Zacks Investment ResearchT3·1mo ago
JHSC John Hancock Multifactor Small Cap 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.
JHSC
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Key stats
About
John Hancock Multifactor Small Cap ETF (JHSC) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2017-11-08
- Has Options
- No
Fund profile
holdings as of Oct 15, 2026third-party datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.42% prospectus, filed Aug 26, 2025
- Assets
- $685M shares × price, Oct 21, 2026
- Trailing yield
- 1.05% paid semi-annual
- Average daily volume
- $1.8M 30 sessions
- Holdings
- 494 top 10 are 4.6%
- Listed
- Nov 8, 2017 NYSE Arca
- Tracking difference
- -0.44 pts vs index, after fees, FY 2026
Cost43
Liquidity42
Scale68
Diversification100
Moves with. US large-cap stocks (67% of its variance, beta 1.03); Small caps over large (32% of its variance, beta 0.66). These factors explain 90% 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 Small Cap Index (the Index). (from the fund's prospectus)
All 494 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$3.6M latest reported month
- Latest 3 months
- −$62M −9.1% of assets
- Latest 12 months
- +$12M +1.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$3.6M |
| May 2026 | −$9.4M |
| Apr 2026 | −$49M |
| Mar 2026 | +$8.6M |
| Feb 2026 | +$9.1M |
| Jan 2026 | −$5.3M |
| Dec 2025 | +$6.4M |
| Nov 2025 | +$15M |
| Oct 2025 | +$3.1M |
| Sep 2025 | +$16M |
| Aug 2025 | +$19M |
| Jul 2025 | +$2.9M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 83 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BKSEBNY Mellon US Small Cap Core Equity ETF | 65% | 0.04% | $85M | +13.2% | compare |
| STXKEA Series Trust Strive Small-Cap ETF | 54% | 0.18% | $84M | +8.2% | compare |
| BBSCJPMorgan BetaBuilders U.S. Small Cap Equity ETF | 50% | 0.09% | $729M | +12.2% | compare |
| TPSCTimothy Plan US Small Cap Core ETF | 48% | 0.52% | $355M | +11.1% | compare |
| SCHASchwab U.S Small- Cap ETF | 48% | 0.03% | $21.7B | +15.5% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 15, 2026third-party data- Holdings vs fair value
- +15.1% 53% under, 20% over · 99% covered
- Price / earnings
- 28.3 14% loss-making · 98% covered
- Price / book · sales
- 2.1 · 1.3 revenue growth +8.3%
- Above 200-day average
- 49% 41% above 50-day · by weight
- Short interest
- 8.8% of float, weighted · 5.3 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 52% net selling
- 13F holders
- +2.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.3% of weight in 7 days; 74.5% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.44%
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, 2026Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 5 active of 16 with agreements; top 3 did 94%
- Created · redeemed
- $288M · $202M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 3.80% of assets on loan on average; earned 1.1 bp
- Return vs index
- -0.44 pts after fees; +0.05 before; daily s.d. 3.81
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
491
AUM
$689.9M
Provider
Nport
Inception
2017-11-08
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.42%
Dividend Yield
1.05%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-26 | 2026-06-30 | $0.1904 | CD |
| 2025-12-29 | 2025-12-31 | $0.2981 | CD |
| 2025-06-26 | 2025-06-30 | $0.1750 | CD |
| 2024-12-27 | 2024-12-31 | $0.2461 | CD |
| 2024-06-26 | 2024-06-28 | $0.1354 | CD |
| 2023-12-26 | 2023-12-29 | $0.2163 | CD |
Asset Allocation
Top Holdings
top 50 of 491 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ESI | Element Solutions Inc | 0.61% | Equity (common) | US |
| LFUS | Littelfuse Inc. | 0.59% | Equity (common) | US |
| ARW | Arrow Electronics Inc. | 0.59% | Equity (common) | US |
| KRYS | Krystal Biotech Inc. | 0.55% | Equity (common) | US |
| SANM | Sanmina Corporation | 0.54% | Equity (common) | US |
| R | Ryder System Inc. | 0.52% | Equity (common) | US |
| TKR | The Timken Company | 0.52% | Equity (common) | US |
| SMTC | Semtech Corporation | 0.50% | Equity (common) | US |
| AAON | AAON Inc. | 0.50% | Equity (common) | US |
| FORM | FormFactor Inc. | 0.47% | Equity (common) | US |
| AMG | Affiliated Managers Group Inc. | 0.46% | Equity (common) | US |
| HUT | Hut 8 Corp. | 0.46% | Equity (common) | US |
| VSAT | Viasat Inc. | 0.45% | Equity (common) | US |
| DAR | Darling Ingredients Inc. | 0.45% | Equity (common) | US |
| FCFS | FirstCash Holdings Inc. | 0.44% | Equity (common) | US |
| AVT | Avnet Inc. | 0.43% | Equity (common) | US |
| AGX | Argan Inc. | 0.42% | Equity (common) | US |
| RIOT | Riot Platforms Inc. | 0.42% | Equity (common) | US |
| VOYA | Voya Financial Inc. | 0.42% | Equity (common) | US |
| DOCN | DigitalOcean Holdings Inc. | 0.42% | Equity (common) | US |
| ZWS | Zurn Elkay Water Solutions Corporation | 0.42% | Equity (common) | US |
| IDA | IDACORP Inc. | 0.42% | Equity (common) | US |
| CYTK | Cytokinetics Incorporated | 0.41% | Equity (common) | US |
| ST | Sensata Technologies Holding plc | 0.41% | Equity (common) | US |
| HXL | Hexcel Corporation | 0.41% | Equity (common) | US |
| CRUS | Cirrus Logic Inc. | 0.41% | Equity (common) | US |
| LUMN | Lumen Technologies Inc. | 0.41% | Equity (common) | US |
| — | JH COLLATERAL | 0.41% | Short-term investment | US |
| MSGS | Madison Square Garden Sports Corp. | 0.41% | Equity (common) | US |
| AXS | AXIS Capital Holdings Limited | 0.40% | Equity (common) | BM |
| RHP | Ryman Hospitality Properties Inc. | 0.40% | Equity (common) | US |
| LSTR | Landstar System Inc. | 0.40% | Equity (common) | US |
| LEA | Lear Corporation | 0.40% | Equity (common) | US |
| ETSY | Etsy Inc. | 0.40% | Equity (common) | US |
| FSS | Federal Signal Corporation | 0.38% | Equity (common) | US |
| UGI | UGI Corporation | 0.37% | Equity (common) | US |
| NOV | NOV Inc. | 0.37% | Equity (common) | US |
| CMC | Commercial Metals Company | 0.37% | Equity (common) | US |
| THG | The Hanover Insurance Group Inc. | 0.37% | Equity (common) | US |
| LNTH | Lantheus Holdings Inc. | 0.37% | Equity (common) | US |
| TMHC | Taylor Morrison Home Corporation | 0.36% | Equity (common) | US |
| ESE | ESCO Technologies Inc. | 0.36% | Equity (common) | US |
| HR | Healthcare Realty Trust Incorporated | 0.36% | Equity (common) | US |
| COLB | Columbia Banking System Inc. | 0.36% | Equity (common) | US |
| ALKS | Alkermes Public Limited Company | 0.36% | Equity (common) | IE |
| OMF | OneMain Holdings Inc. | 0.36% | Equity (common) | US |
| JXN | Jackson Financial Inc. | 0.36% | Equity (common) | US |
| FNB | F.N.B. Corporation | 0.35% | Equity (common) | US |
| SSD | Simpson Manufacturing Co. Inc. | 0.35% | Equity (common) | US |
| QRVO | Qorvo Inc. | 0.35% | Equity (common) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.81% | -7.64% | 9.76% | -2.61% | 4.40% | 4.92% | 2.11% |
| Feb | 3.24% | -0.32% | -2.10% | 2.89% | -3.19% | 1.15% | 0.28% |
| Mar | -0.50% | 3.79% | -3.95% | 3.94% | -3.36% | -6.07% | -1.03% |
| Apr | 2.79% | -7.46% | -0.82% | -5.18% | -3.67% | 7.59% | -1.12% |
| May | -0.71% | 0.01% | -2.41% | 4.25% | 4.58% | 1.50% | 1.20% |
| Jun | -1.66% | -8.46% | 7.53% | -1.04% | 3.88% | 3.54% | 0.63% |
| Jul | -1.00% | 8.21% | 4.35% | 8.49% | -0.18% | -0.40% | 3.25% |
| Aug | 2.44% | -3.23% | -2.64% | 2.32% | 6.43% | -1.55% | 0.63% |
| Sep | -3.06% | -8.30% | -6.06% | 3.80% | 1.23% | -4.72% | -2.85% |
| Oct | 3.18% | 8.04% | -4.77% | 0.26% | -0.76% | 1.97%* | 1.32% |
| Nov | -5.60% | 4.67% | 9.45% | 9.50% | 1.96% | -- | 4.00% |
| Dec | 5.30% | -6.51% | 6.87% | -8.26% | -0.47% | -- | -0.61% |
| Total | 7.92% | -17.82% | 14.20% | 18.24% | 10.71% | 7.38% | 6.77% |
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: $46.04
SMA 50: $47.32
SMA 200: $46.36
Current: $46.63
EMA 12: $46.18
EMA 26: $46.42
MACD: -0.2371 | Signal: 0.1440
BEARISH
ADX (14): 32.00
TREND
+DI: 23.36
−DI: 25.90
Momentum Oscillators
RSI (14): 52.45
NEUTRAL
Stoch %K: 73.87
Stoch %D: 62.26
Williams %R: -5.80
Volume & Volatility
BB Upper: $46.66
BB Lower: $45.41
NEUTRAL
OBV: 778,502
Vol SMA 20: 47,140
Vol ROC: -2.10%
ATR: $0.53
True Range: $0.35
HV 20: 12.6%
HV 30: 11.6%
HV 60: 12.1%
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: JHSC
Executive Summary:
This report provides an in-depth analysis of John Hancock Multifactor Small Cap ETF (JHSC). Our assessment is NEUTRAL with a confidence level of 6 out of 10.
Key drivers and primary risks:
- Technical indicators suggest a neutral trend, with the MACD signal indicating bearish momentum.
- RSI is currently at 47.93, indicating a neutral reading.
- Bollinger Bands are neutral, suggesting no clear direction or volatility regime.
Investment thesis: JHSC is a moderate-volatility ETF with a beta of 0.93, reflecting its relatively low risk profile compared to the broader market. The current trend and momentum signals suggest a range-bound environment, making it suitable for investors seeking steady returns rather than speculative gains.
Recent news sentiment impact: The recent news headlines are neutral, with no significant events or announcements affecting the stock price. However, we note that there is no earnings data available, which may limit our ability to assess the ETF's performance in the near term.
Technical Analysis:
Trend Direction: Neutral (range-bound)
Support/Resistance Levels:
- SMA 20: $48.93
- SMA 50: $48.63
- Upper Bollinger Band: $50.06
Momentum Signals:
- MACD signal: Bearish (-0.12 / Signal: -0.12 / Histogram: -0.01)
- RSI interpretation: Neutral (47.93)
Volume Analysis:
- Volume SMA 20: 22578.73
- On-Balance Volume (OBV): 678514.57
News & Sentiment Analysis:
Recent Headlines Summary:
The recent news headlines are neutral, with no significant events or announcements affecting the stock price.
Sentiment Assessment: Neutral
Catalyst Identification: None
Market Narrative: The market narrative is relatively quiet, with no clear trends or catalysts driving the ETF's performance.
Risk & Volatility Assessment:
Risk Metrics:
- Beta: 0.93 (vs SPY)
- Alpha: -0.01
- Correlation: 0.77
- Stock Volatility: 0.15
Interpretation: Moderate volatility - stock generally follows market
Options Market Signals:
- IV Premium vs HV30: N/A (positive = implied richer than realized)
Downside Protection:
Support levels to monitor:
- SMA 20: $48.93
- SMA 50: $48.63
- Lower Bollinger Band: $47.80
Risk Management:
Stop-loss levels: Consider setting stop-loss orders around the lower Bollinger Band ($47.80) to limit potential losses.
Market Context & Positioning:
Market Performance:
Relative strength vs sector/market: Neutral (no clear trends or catalysts driving performance)
Institutional Activity:
Volume patterns suggesting institutional interest: N/A
Correlation Analysis:
- Correlation with SPY: 0.77
- Relative valuation: JHSC is trading near its mean value, indicating a relatively fair price.
Key Levels & Action Items:
Critical Price Levels:
- SMA 20: $48.93
- SMA 50: $48.63
Breakout/Breakdown Levels:
- Upper Bollinger Band: $50.06
- Lower Bollinger Band: $47.80
Time-Sensitive Catalysts:
None
Risk Management:
Stop-loss levels: Consider setting stop-loss orders around the lower Bollinger Band ($47.80) to limit potential losses.
Overall, our analysis suggests that JHSC is a moderate-volatility ETF with a relatively low risk profile compared to the broader market. The current trend and momentum signals suggest a range-bound environment, making it suitable for investors seeking steady returns rather than speculative gains.
Generated
News
All JHSC news →
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JHSC 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: 0.8874
Alpha: -2.00%
Correlation: 0.7574
R-Squared: 57.4%
Stock Volatility: 14.9%
Market Volatility: 12.7%
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
JHSC 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 |
|---|