Seeking AlphaT3·37mo ago
LOWV AB US Low Volatility 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.
LOWV
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Key stats
About
AB US Low Volatility Equity ETF (LOWV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2023-03-21
- Has Options
- No
Fund profile
holdings as of Oct 2, 2026third-party datathrough May 2026flows, SEC filings
- Expense ratio
- 0.39% prospectus, filed Mar 27, 2026
- Assets
- $204M SEC filing, May 31, 2026
- Trailing yield
- 0.83% paid quarterly
- Average daily volume
- $490K 30 sessions
- Holdings
- 69 top 10 are 42.0%
- Listed
- Mar 21, 2023 NYSE Arca
- Last fee change
- -9 bp filed May 9, 2025
Cost48
Liquidity23
Scale49
Diversification66
Moves with. US large-cap stocks (88% of its variance, beta 0.84). These factors explain 80% of its daily moves over the last year.
Stated objective. The Funds investment objective is capital appreciation with an emphasis on lower volatility compared to the broader equity market. (from the fund's prospectus)
All 69 holdingsFlow historySimilar fundsOverlap toolAll Low Volatility ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$1.6M latest reported month
- Latest 3 months
- +$8.5M +4.2% of assets
- Latest 12 months
- +$69M +34.0% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$1.6M |
| Apr 2026 | +$6.2M |
| Mar 2026 | +$745K |
| Feb 2026 | +$2.3M |
| Jan 2026 | +$13M |
| Dec 2025 | +$9.4M |
| Nov 2025 | +$3.1M |
| Oct 2025 | +$5.5M |
| Sep 2025 | +$5.4M |
| Aug 2025 | +$6.1M |
| Jul 2025 | +$11M |
| Jun 2025 | +$5.8M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 39 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| LRGCAB US Large Cap Strategic Equities ETF | 56% | 0.39% | $1.3B | +12.6% | compare |
| XCHGAB US Equity ETF | 51% | 0.50% | $702M | — | compare |
| JUDOJanus Henderson U.S. Equity Enhanced Income ETF | 49% | 0.55% | $7.8M | — | compare |
| ACIOAptus Collared Investment Opportunity ETF | 49% | 0.79% | $2.4B | +8.1% | compare |
| ADMEAptus Behavioral Momentum ETF | 48% | 0.79% | $311M | +10.3% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 2, 2026third-party data- Holdings vs fair value
- +1.3% 24% under, 26% over · 97% covered
- Price / earnings
- 27.0 2% loss-making · 90% covered
- Price / book · sales
- 5.8 · 3.5 revenue growth +12.2%
- Above 200-day average
- 75% 64% above 50-day · by weight
- Short interest
- 1.8% of float, weighted · 3.1 days to cover
- Insider buying
- 2% of weight had net insider buying, 90 days; 67% net selling
- 13F holders
- +1.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 40.6% of weight in 7 days; 62.2% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.14%
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
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | AVGOBroadcom Inc | 3.22% | 4.90% | +12.7% |
| Increase | NVDANVIDIA Corp | 4.46% | 5.74% | +11.8% |
| Decrease | LDOSLeidos Holdings Inc | 1.30% | 0.50% | −45.2% |
| New position | Trane Technologies PLC | — | 0.74% | — |
| New position | ASML Holding NV | — | 0.72% | — |
| Exit | ZTSZoetis Inc | 0.57% | — | — |
| Exit | BKNGBooking Holdings Inc | 0.55% | — | — |
| New position | IHGInterContinental Hotels Group PLC | — | 0.54% | — |
| New position | USFDUS Foods Holding Corp | — | 0.52% | — |
| Decrease | NFLXNetflix Inc | 1.14% | 0.65% | −34.3% |
Under the hood
fiscal year to Nov 30, 2025SEC census- Authorized participants
- 5 active of 22 with agreements; top 3 did 97%
- Created · redeemed
- $87M · $11M over the fiscal year
- Redemptions in kind
- 85% creations 91% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 0.15% of assets on loan on average; earned 0.3 bp
- Diversification status
- Non-diversified may concentrate in fewer issuers
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 2026-05-31
Holdings
74
AUM
$205.0M
Provider
Nport
Inception
2023-03-21
Exchange
ARCX
Data As Of
2026-05-31
Expense Ratio
0.39%
Dividend Yield
0.83%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-21 | $0.1821 | CD |
| 2026-06-22 | 2026-06-23 | $0.1880 | CD |
| 2026-03-20 | 2026-03-23 | $0.1505 | CD |
| 2025-12-19 | 2025-12-22 | $0.1934 | CD |
| 2025-09-19 | 2025-09-22 | $0.1753 | CD |
| 2025-06-20 | 2025-06-23 | $0.2100 | CD |
Asset Allocation
Top Holdings
top 50 of 74 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| GOOG | Alphabet Inc | 7.12% | Equity (common) | US |
| AAPL | Apple Inc | 6.52% | Equity (common) | US |
| MSFT | Microsoft Corp | 6.08% | Equity (common) | US |
| NVDA | NVIDIA Corp | 5.74% | Equity (common) | US |
| AVGO | Broadcom Inc | 4.90% | Equity (common) | US |
| AMZN | Amazon.com Inc | 3.77% | Equity (common) | US |
| CSCO | Cisco Systems Inc | 2.68% | Equity (common) | US |
| V | Visa Inc | 2.09% | Equity (common) | US |
| TSM | Taiwan Semiconductor Manufacturing Co Ltd | 2.02% | Equity (common) | TW |
| MRK | Merck & Co Inc | 2.01% | Equity (common) | US |
| GILD | Gilead Sciences Inc | 1.88% | Equity (common) | US |
| MA | Mastercard Inc | 1.83% | Equity (common) | US |
| ADI | Analog Devices Inc | 1.80% | Equity (common) | US |
| BAC | Bank of America Corp | 1.78% | Equity (common) | US |
| LLY | Eli Lilly & Co | 1.77% | Equity (common) | US |
| AEP | American Electric Power Co Inc | 1.69% | Equity (common) | US |
| LHX | L3Harris Technologies Inc | 1.68% | Equity (common) | US |
| MCK | McKesson Corp | 1.56% | Equity (common) | US |
| JPM | JPMorgan Chase & Co | 1.47% | Equity (common) | US |
| PM | Philip Morris International Inc | 1.46% | Equity (common) | US |
| ABBV | AbbVie Inc | 1.45% | Equity (common) | US |
| CBOE | Cboe Global Markets Inc | 1.40% | Equity (common) | US |
| SHEL | Shell PLC | 1.40% | Equity (common) | GB |
| BAESF | BAE Systems PLC | 1.37% | Equity (common) | GB |
| AEE | Ameren Corp | 1.36% | Equity (common) | US |
| CL | Colgate-Palmolive Co | 1.30% | Equity (common) | US |
| NEE | NextEra Energy Inc | 1.29% | Equity (common) | US |
| TRV | Travelers Cos Inc/The | 1.20% | Equity (common) | US |
| AZO | AutoZone Inc | 1.15% | Equity (common) | US |
| CMPGF | Compass Group PLC | 1.12% | Equity (common) | GB |
| SPGI | S&P Global Inc | 1.12% | Equity (common) | US |
| NOW | ServiceNow Inc | 1.08% | Equity (common) | US |
| MSI | Motorola Solutions Inc | 1.07% | Equity (common) | US |
| XOM | Exxon Mobil Corp | 1.03% | Equity (common) | US |
| MNST | Monster Beverage Corp | 0.92% | Equity (common) | US |
| META | Meta Platforms Inc | 0.91% | Equity (common) | US |
| YUM | Yum! Brands Inc | 0.90% | Equity (common) | US |
| UNH | UnitedHealth Group Inc | 0.85% | Equity (common) | US |
| — | Medtronic PLC | 0.84% | Equity (common) | IE |
| DLR | Digital Realty Trust Inc | 0.82% | Equity (common) | US |
| PG | Procter & Gamble Co/The | 0.81% | Equity (common) | US |
| — | Trane Technologies PLC | 0.74% | Equity (common) | IE |
| — | Eaton Corp PLC | 0.73% | Equity (common) | IE |
| ULTA | Ulta Beauty Inc | 0.73% | Equity (common) | US |
| — | ASML Holding NV | 0.72% | Equity (common) | NL |
| EXPGY | Experian PLC | 0.72% | Equity (common) | JE |
| MRSH | Marsh & McLennan Cos Inc | 0.70% | Equity (common) | US |
| TMO | Thermo Fisher Scientific Inc | 0.66% | Equity (common) | US |
| ADP | Automatic Data Processing Inc | 0.66% | Equity (common) | US |
| NFLX | Netflix Inc | 0.65% | Equity (common) | US |
Geographic Breakdown
Chart
Seasonality
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | 3.53% | 2.79% | 0.78% | 2.37% |
| Feb | -- | 1.94% | -0.33% | -1.41% | 0.07% |
| Mar | 3.41% | 1.70% | -2.79% | -5.70% | -0.84% |
| Apr | 2.03% | -3.64% | -0.21% | 7.36% | 1.39% |
| May | 0.37% | 3.82% | 3.93% | 1.35% | 2.37% |
| Jun | 4.09% | 3.97% | 3.06% | -1.82% | 2.33% |
| Jul | 2.12% | 1.68% | 0.67% | 3.46% | 1.98% |
| Aug | -0.56% | 3.41% | 2.34% | 0.68% | 1.47% |
| Sep | -4.09% | 2.57% | 3.37% | -1.23% | 0.16% |
| Oct | 0.08% | -0.43% | -0.52% | 3.66%* | 0.70% |
| Nov | 6.52% | 3.81% | 0.60% | -- | 3.64% |
| Dec | 1.86% | -2.94% | -1.01% | -- | -0.70% |
| Total | 16.58% | 20.79% | 12.31% | 6.75% | 14.11% |
* 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: $84.09
SMA 50: $83.67
SMA 200: $80.16
Current: $85.35
EMA 12: $84.79
EMA 26: $84.19
MACD: 0.6025 | Signal: 0.1271
BULLISH
ADX (14): 19.28
RANGE
+DI: 37.90
−DI: 25.73
Momentum Oscillators
RSI (14): 64.05
NEUTRAL
Stoch %K: 95.66
Stoch %D: 92.54
Williams %R: -10.41
Volume & Volatility
BB Upper: $86.25
BB Lower: $81.94
NEUTRAL
OBV: 30,162
Vol SMA 20: 4,281
Vol ROC: -96.30%
ATR: $0.45
True Range: $0.23
HV 20: 6.8%
HV 30: 8.1%
HV 60: 8.1%
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
Executive Summary
This report provides a comprehensive analysis of LOWV, a stock with a current price of $83.64. Our assessment is NEUTRAL with a confidence level of 6 out of 10.
Key drivers include the stock's low volatility and stable technical indicators, which suggest a neutral market environment. Primary risks are related to potential earnings misses or unexpected news that could impact the company's fundamental value.
Recent news sentiment has been generally neutral, with no significant events impacting the stock price in the recent past.
Technical Analysis
Trend Direction: The short-term trend is upward, while the medium-term and long-term trends are sideways. This indicates a consolidation phase for the stock.
Support/Resistance Levels: Key support levels include $80.18 (lower Bollinger Band) and $81.20 (SMA 50). Resistance levels include $85.94 (upper Bollinger Band) and $83.06 (SMA 20).
Momentum Signals:
- RSI: Neutral at 58.93, indicating no clear buy or sell signal.
- MACD: Bullish with a crossover above the signal line, suggesting upward momentum.
- Bollinger Bands: Neutral, as the price is trading within the middle band.
Volume Analysis: Volume trends indicate low institutional interest and moderate buying pressure.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are generally neutral, with no significant events impacting the stock price.
Sentiment Assessment: Aggregate news sentiment is NEUTRAL, indicating no clear bias towards buying or selling.
Catalyst Identification: There are currently no earnings dates or other catalysts that could significantly impact the stock price in the near term.
Market Narrative: The neutral market environment and lack of significant news events suggest a stable technical outlook for LOWV.
Risk & Volatility Assessment
Beta Interpretation: LOWV has a beta of 0.70, indicating low volatility relative to the broader market.
Volatility Regime: The stock is currently experiencing moderate volatility, with an HV30 of 8.7%.
Options Market Signals: There is no options data available for analysis.
Downside Protection: Support levels at $80.18 and $81.20 provide some downside protection, but the risk of a potential breakdown remains.
Market Context & Positioning
Sector Performance: LOWV's sector has been generally stable in recent months.
Institutional Activity: Institutional interest is moderate, with no clear trend or signal suggesting increased buying or selling pressure.
Correlation Analysis: The stock has a high correlation coefficient (0.85) with the broader market, indicating a strong relationship between its price movements and those of the overall market.
Relative Valuation: LOWV's relative valuation suggests it is trading within a normal range, neither significantly over- nor undervalued.
Key Levels & Action Items
Critical Price Levels: Support at $80.18 and resistance at $85.94 are key levels to monitor for potential breakouts or breakdowns.
Breakout/Breakdown Levels: A move above $83.06 (SMA 20) could trigger a breakout, while a move below $81.20 (SMA 50) could trigger a breakdown.
Time-Sensitive Catalysts: No time-sensitive catalysts are currently available for analysis.
Risk Management: Stop-loss levels should be set at around $80.18 to limit potential losses in case of a decline, and position sizing should be adjusted according to individual risk tolerance and market conditions.
Note: The report provides an objective assessment of the stock's technical and fundamental indicators, highlighting both bullish and bearish cases. It does not provide buy or sell recommendations but rather offers insights for informed investment decisions.
Generated
News
All LOWV news →
MarketWatchT3·43mo ago
LOWV 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: 0.6961
Alpha: -1.12%
Correlation: 0.8523
R-Squared: 72.6%
Stock Volatility: 10.4%
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
LOWV 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 |
|---|