Seeking AlphaT3·28mo ago
JPME JPMorgan Diversified Return US Mid Cap Equity 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.
JPME
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Key stats
About
JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2016-05-11
- Has Options
- No
Fund profile
holdings as of Oct 21, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.24% issuer, Oct 22, 2026
- Assets
- $488M issuer-reported, Oct 21, 2026
- Trailing yield
- 1.80% paid quarterly
- Average daily volume
- $1.9M 30 sessions
- Holdings
- 347 top 10 are 5.1%
- Listed
- May 11, 2016 NYSE Arca
- Net asset value
- $123.44 issuer, Oct 21, 2026 · closed +0.07% to NAV
- 30-day SEC yield
- 2.16% issuer, Oct 20, 2026
- Return on NAV, 1 year
- +11.8% issuer, through Sep 30, 2026 · 3 years +14.6% a year · 5 years +8.4% · 10 years +10.3%
- Distributions, 12 months
- $2.22 a share issuer, through Sep 22, 2026: 100% income
- Tracking difference
- -0.24 pts vs index, after fees, FY 2025
Cost86
Liquidity43
Scale62
Diversification100
Moves with. US large-cap stocks (65% of its variance, beta 0.87); Small caps over large (18% of its variance, beta 0.31). These factors explain 85% of its daily moves over the last year.
Stated objective. The Fund seeks investment results that closely correspond, before fees and expenses, to the performance of the JP Morgan Diversified Factor US Mid Cap Equity Index. (from the fund's prospectus)
All 347 holdingsFlow historySimilar fundsOverlap toolAll Allocation ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- +$3.0M
- Year to date
- +$3.0M
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | +$3.0M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$6.1M latest reported month
- Latest 3 months
- +$12M +2.6% of assets
- Latest 12 months
- +$32M +7.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$6.1M |
| Jun 2026 | +$65K |
| May 2026 | +$6.1M |
| Apr 2026 | +$15M |
| Mar 2026 | +$468K |
| Feb 2026 | −$8.8M |
| Jan 2026 | +$2.8M |
| Dec 2025 | +$5.5M |
| Nov 2025 | +$2.7M |
| Oct 2025 | +$2.7M |
| Sep 2025 | −$2.7M |
| Aug 2025 | +$2.6M |
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 | |
|---|---|---|---|---|---|
| JPUSJPMorgan Diversified Return US Equity ETF | 66% | 0.18% | $462M | +14.2% | compare |
| IWSiShares Russell Mid-Cap Value ETF | 45% | 0.23% | $15.6B | +20.6% | compare |
| JHMMJohn Hancock Multifactor Mid Cap ETF | 45% | 0.41% | $6.0B | +13.5% | compare |
| ONEVState Street SPDR Russell 1000 Low Volatility Focus ETF | 44% | 0.20% | $282M | +11.0% | compare |
| DEUSXtrackers Russell US Multifactor ETF | 44% | 0.17% | $300M | +15.0% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 21, 2026issuer data- Holdings vs fair value
- +15.7% 54% under, 18% over · 99% covered
- Price / earnings
- 20.7 6% loss-making · 97% covered
- Price / book · sales
- 2.2 · 1.3 revenue growth +7.1%
- Above 200-day average
- 51% 51% above 50-day · by weight
- Short interest
- 6.0% of float, weighted · 4.4 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 53% net selling
- 13F holders
- +2.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.4% of weight in 7 days; 75.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.82%
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 | CIENCiena Corp. | 0.68% | — | — |
| Exit | WDCWestern Digital Corp. | 0.68% | — | — |
| Exit | MPWRMonolithic Power Systems, Inc. | 0.60% | — | — |
| Exit | PWRQuanta Services, Inc. | 0.52% | — | — |
| Exit | GLWCorning, Inc. | 0.51% | — | — |
| Exit | CMICummins, Inc. | 0.48% | — | — |
| Exit | ROSTRoss Stores, Inc. | 0.41% | — | — |
| Exit | BNYBank of New York Mellon Corp. (The) | 0.40% | — | — |
| Exit | CTRACoterra Energy, Inc. | 0.40% | — | — |
| Exit | SAMBoston Beer Co., Inc. (The) | 0.39% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 4 active of 22 with agreements; top 3 did 85%
- Created · redeemed
- $93M · $139M over the fiscal year
- Redemptions in kind
- 99% creations 100% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.36% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.24 pts after fees; +0.01 before; daily s.d. 0.00
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 2026-10-21
Holdings
347
AUM
$487.6M
Provider
JPMorgan
Inception
2016-05-11
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.24%
Dividend Yield
1.80%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.5778 | CD |
| 2026-06-23 | 2026-06-25 | $0.5179 | CD |
| 2026-03-24 | 2026-03-26 | $0.3976 | CD |
| 2025-12-23 | 2025-12-26 | $0.7263 | CD |
| 2025-09-23 | 2025-09-25 | $0.5493 | CD |
| 2025-06-24 | 2025-06-26 | $0.5571 | CD |
Asset Allocation
Top Holdings
top 50 of 347 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| SWKS | SKYWORKS SOLUTIONS INC | 0.71% | Equity (US) | US |
| ILMN | ILLUMINA INC COMMON | 0.53% | Equity (US) | US |
| RVTY | REVVITY INC COMMON STOCK | 0.50% | Equity (US) | US |
| DINO | HF SINCLAIR CORP COMMON | 0.49% | Equity (US) | US |
| FFIV | F5 INC COMMON STOCK USD | 0.48% | Equity (US) | US |
| NTAP | NETAPP INC COMMON STOCK | 0.48% | Equity (US) | US |
| APA | APA CORP COMMON STOCK | 0.47% | Equity (US) | US |
| HST | HOST HOTELS & RESORTS | 0.47% | Equity (US) | US |
| HALO | HALOZYME THERAPEUTICS | 0.46% | Equity (US) | US |
| HPE | HEWLETT PACKARD | 0.46% | Equity (US) | US |
| WSM | WILLIAMS-SONOMA INC | 0.46% | Equity (US) | US |
| COKE | COCA-COLA CONSOLIDATED | 0.46% | Equity (US) | US |
| MTCH | MATCH GROUP INC COMMON | 0.45% | Equity (US) | US |
| VTRS | VIATRIS INC COMMON STOCK | 0.45% | Equity (US) | US |
| EXEL | EXELIXIS INC COMMON | 0.45% | Equity (US) | US |
| MSM | MSC INDUSTRIAL DIRECT CO | 0.45% | Equity (US) | US |
| TSN | TYSON FOODS INC COMMON | 0.45% | Equity (US) | US |
| UTHR | UNITED THERAPEUTICS CORP | 0.45% | Equity (US) | US |
| MEDP | MEDPACE HOLDINGS INC | 0.44% | Equity (US) | US |
| HAS | HASBRO INC COMMON STOCK | 0.44% | Equity (US) | US |
| PNW | PINNACLE WEST CAPITAL | 0.44% | Equity (US) | US |
| PR | PERMIAN RESOURCES | 0.44% | Equity (US) | US |
| RGA | REINSURANCE GROUP OF | 0.44% | Equity (US) | US |
| AME | AMETEK INC COMMON STOCK | 0.44% | Equity (US) | US |
| IFF | INTERNATIONAL FLAVORS & | 0.43% | Equity (US) | US |
| BF.B | BROWN-FORMAN CORP COMMON | 0.43% | Equity (US) | US |
| GRMN | GARMIN LTD COMMON STOCK | 0.43% | Equity (Foreign) | CH |
| ED | CONSOLIDATED EDISON | 0.43% | Equity (US) | US |
| CAH | CARDINAL HEALTH INC | 0.43% | Equity (US) | US |
| DVN | DEVON ENERGY CORP COMMON | 0.43% | Equity (US) | US |
| FAST | FASTENAL CO COMMON STOCK | 0.43% | Equity (US) | US |
| OVV | OVINTIV INC COMMON STOCK | 0.43% | Equity (US) | US |
| BDX | BECTON DICKINSON & CO | 0.43% | Equity (US) | US |
| LAMR | LAMAR ADVERTISING CO | 0.42% | Equity (US) | US |
| OGE | OGE ENERGY CORP COMMON | 0.42% | Equity (US) | US |
| GWW | WW GRAINGER INC COMMON | 0.42% | Equity (US) | US |
| EVRG | EVERGY INC COMMON STOCK | 0.42% | Equity (US) | US |
| UGI | UGI CORP COMMON STOCK | 0.42% | Equity (US) | US |
| M | MACY'S INC COMMON STOCK | 0.42% | Equity (US) | US |
| ROKU | ROKU INC COMMON STOCK | 0.42% | Equity (US) | US |
| SJM | SMUCKER(J.M.)CO COM STK | 0.42% | Equity (US) | US |
| THC | TENET HEALTHCARE CORP | 0.42% | Equity (US) | US |
| DGX | QUEST DIAGNOSTICS INC | 0.41% | Equity (US) | US |
| AVT | AVNET INC COMMON STOCK | 0.41% | Equity (US) | US |
| KMI | KINDER MORGAN INC COMMON | 0.41% | Equity (US) | US |
| LH | LABCORP HOLDINGS INC | 0.41% | Equity (US) | US |
| RS | RELIANCE INC COMMON | 0.40% | Equity (US) | US |
| SPG | SIMON PROPERTY GROUP INC | 0.40% | Equity (US) | US |
| HSY | HERSHEY CO/THE COMMON | 0.40% | Equity (US) | US |
| RPRX | ROYALTY PHARMA PLC | 0.40% | Equity (Foreign) | GB |
Geographic Breakdown
Non-Equity Breakdown
JPMorgan Diversified Return U.S. Mid Cap Equity ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$465M
· 352 total positions
· equity 99.83%
· non-equity 1.23%
Non-equity holdings
— 4 positions,
1.23% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.23% | $5.7M | 2 |
| Other | 0.00% | $158 | 1 |
| Derivative (equity) | -0.00% | $-2442 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.42% | -5.08% | 7.03% | -1.62% | 3.20% | 3.30% | 1.38% |
| Feb | 2.86% | -0.73% | -3.55% | 3.30% | -0.76% | 5.16% | 1.05% |
| Mar | 3.26% | 4.91% | -1.61% | 4.24% | -2.13% | -4.45% | 0.70% |
| Apr | 3.30% | -6.36% | 0.01% | -4.36% | -2.60% | 5.48% | -0.76% |
| May | 1.37% | 2.28% | -4.58% | 3.53% | 3.51% | 0.89% | 1.17% |
| Jun | -1.15% | -9.65% | 6.90% | -1.31% | 2.26% | 2.23% | -0.12% |
| Jul | 0.70% | 7.83% | 2.57% | 6.75% | -0.52% | 1.22% | 3.09% |
| Aug | 2.36% | -2.87% | -2.57% | 3.45% | 4.47% | -0.28% | 0.76% |
| Sep | -4.29% | -10.11% | -5.85% | 3.21% | 0.75% | -5.41% | -3.62% |
| Oct | 4.47% | 6.18% | -2.36% | -1.24% | -2.08% | 2.74%* | 1.28% |
| Nov | -3.05% | 5.75% | 7.17% | 7.54% | 3.56% | -- | 4.19% |
| Dec | 7.07% | -5.23% | 4.00% | -7.17% | -0.60% | -- | -0.39% |
| Total | 19.29% | -14.30% | 6.09% | 16.33% | 9.06% | 10.77% | 7.87% |
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: $121.28
SMA 50: $123.98
SMA 200: $120.78
Current: $122.82
EMA 12: $122.24
EMA 26: $122.33
MACD: -0.0939 | Signal: 0.4456
BEARISH
ADX (14): 30.55
TREND
+DI: 32.72
−DI: 26.49
Momentum Oscillators
RSI (14): 52.68
NEUTRAL
Stoch %K: 78.31
Stoch %D: 82.57
Williams %R: -39.26
Volume & Volatility
BB Upper: $123.71
BB Lower: $118.85
NEUTRAL
OBV: -1,032,111
Vol SMA 20: 13,935
Vol ROC: -92.67%
ATR: $1.08
True Range: $0.86
HV 20: 9.9%
HV 30: 9.9%
HV 60: 8.9%
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: JPME
Executive Summary
BULLISH/BEARISH: NEUTRAL (Confidence Level: 6)
Key drivers:
- Technical momentum signals are bullish, with MACD indicating a potential buy signal.
- Recent news headlines suggest market neutrality.
Primary risks:
- Low volatility may indicate limited price movement.
- Earnings data not available, which could impact stock performance.
Investment thesis: JPME is positioned for consolidation within a trading range, driven by neutral market sentiment and moderate technical momentum. The lack of recent earnings news creates uncertainty, but the overall risk profile suggests a relatively stable stock with potential for steady returns.
Recent news sentiment impact: NEUTRAL
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Range-bound; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Lower support level: $125.43 (Bollinger Band Lower)
- Upper resistance level: $129.44 (Bollinger Band Upper)
Momentum Signals: RSI interpretation: Neutral (40.38) MACD signal: Bullish (Histogram 0.18) Bollinger Bands position: Neutral (touching upper band)
Volume Analysis: Volume trends indicate a range-bound market, with moderate institutional interest.
News & Sentiment Analysis
Recent Headlines Summary: All recent headlines are neutral, suggesting no significant news catalysts.
Sentiment Assessment: NEUTRAL
Catalyst Identification: No upcoming earnings dates or major announcements available.
Market Narrative: The stock's technical momentum and low volatility suggest a relatively stable market environment. The lack of recent news events means there is no clear narrative driving the stock price.
Risk & Volatility Assessment
Risk Metrics: Beta: 0.60 (relatively low) Alpha: 0.05 (low risk-adjusted return)
Volatility Regime: Current volatility levels are relatively low, indicating a stable market environment.
Options Market Signals: No options data available.
Downside Protection: Lower support level at $125.43 (Bollinger Band Lower) provides some downside protection.
Market Context & Positioning
Sector Performance: JPME is performing in line with the S&P 500.
Institutional Activity: Moderate volume trends suggest institutional interest, but no significant activity detected.
Correlation Analysis: Correlation coefficient of 0.67 indicates a relatively strong relationship between JPME and the market.
Relative Valuation: JPME is trading within its historical range, indicating fair value.
Key Levels & Action Items
Critical Price Levels: Lower support level at $125.43 (Bollinger Band Lower) and upper resistance level at $129.44 (Bollinger Band Upper).
Breakout/Breakdown Levels: No clear levels detected, but potential for a range-bound market with limited price movement.
Time-Sensitive Catalysts: No upcoming earnings dates or major announcements available.
Risk Management: Consider stop-loss levels at lower support ($125.43) and position sizing to manage risk.
This report provides a comprehensive analysis of JPME's technical, news-driven, and risk-related factors. The stock is positioned for consolidation within a trading range, driven by neutral market sentiment and moderate technical momentum.
Generated
News
All JPME news →
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JPME Options Activity & IV Rank
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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: 0.5720
Alpha: 5.67%
Correlation: 0.6490
R-Squared: 42.1%
Stock Volatility: 11.2%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
JPME 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 |
|---|