Zacks Investment ResearchT3·17d ago
OMFS Invesco Russell 2000 Dynamic Multifactor 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.
OMFS
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Key stats
About
Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) ETF
No description available.
- Exchange
- BATS
- Inception
- 2017-11-08
- Has Options
- No
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.39% prospectus, filed Dec 18, 2025
- Assets
- $265M shares × price, Oct 20, 2026
- Trailing yield
- 1.29% paid quarterly
- Average daily volume
- $586K 30 sessions
- Holdings
- 1,105 top 10 are 12.0%
- Listed
- Nov 8, 2017 Cboe BZX
- Tracking difference
- -0.48 pts vs index, after fees, FY 2025
Cost48
Liquidity26
Scale53
Diversification100
Moves with. US large-cap stocks (57% of its variance, beta 0.98); Small caps over large (42% of its variance, beta 0.88). These factors explain 93% of its daily moves over the last year.
Stated objective. The Invesco Russell 2000 Dynamic Multifactor ETF (the Fund) seeks to track the investment results (before fees and expenses) of the Russell 2000 Invesco Dynamic Multifactor Index (the Underlying Index). (from the fund's prospectus)
All 1,105 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$2.0M latest reported month
- Latest 3 months
- −$9.9M −3.5% of assets
- Latest 12 months
- −$16M −5.8% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$2.0M |
| Apr 2026 | $0 |
| Mar 2026 | −$12M |
| Feb 2026 | −$474K |
| Jan 2026 | −$3.3M |
| Dec 2025 | +$2.7M |
| Nov 2025 | +$3.9M |
| Oct 2025 | −$2.2M |
| Sep 2025 | −$3.2M |
| Aug 2025 | +$2.9M |
| Jul 2025 | −$5.7M |
| Jun 2025 | −$1.1M |
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 | |
|---|---|---|---|---|---|
| IWMiShares Russell 2000 ETF | 52% | 0.19% | $74.9B | +13.3% | compare |
| RSSLGlobal X Russell 2000 ETF | 52% | 0.08% | $1.4B | +12.8% | compare |
| VTWOVanguard Russell 2000 ETF | 50% | 0.06% | $16.5B | +13.2% | compare |
| ITWOProShares Russell 2000 High Income ETF | 50% | 0.55% | $188M | +7.8% | compare |
| RESMColumbia Research Enhanced Small Cap ETF | 49% | 0.32% | $3.7M | — | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Holdings vs fair value
- +17.4% 57% under, 20% over · 97% covered
- Price / earnings
- 27.2 14% loss-making · 95% covered
- Price / book · sales
- 2.2 · 1.7 revenue growth +10.3%
- Above 200-day average
- 57% 34% above 50-day · by weight
- Short interest
- 8.6% of float, weighted · 5.5 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 55% net selling
- 13F holders
- +3.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 25.1% of weight in 7 days; 68.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.61%
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 18, 2026 → Oct 19, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | ATKRAtkore Inc | 0.05% | — | — |
0 new, 1 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.9%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 4 active of 28 with agreements; top 3 did 98%
- Created · redeemed
- $81M · $130M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 15.26% of assets on loan on average; earned 3.0 bp
- Return vs index
- -0.48 pts after fees; -0.04 before; daily s.d. 0.17
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
1107
AUM
$377.1M
Provider
Nport
Inception
2017-11-08
Exchange
BATS
Data As Of
2026-05-31
Expense Ratio
0.39%
Dividend Yield
1.29%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.2049 | CD |
| 2026-06-22 | 2026-06-26 | $0.1857 | CD |
| 2026-03-23 | 2026-03-27 | $0.1478 | CD |
| 2025-12-22 | 2025-12-26 | $0.1027 | CD |
| 2025-09-22 | 2025-09-26 | $0.1353 | CD |
| 2025-06-23 | 2025-06-27 | $0.0746 | CD |
Asset Allocation
Top Holdings
top 50 of 1107 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Invesco Private Prime Fund | 23.92% | Short-term investment | US |
| — | Invesco Private Government Fund | 9.21% | Short-term investment | US |
| NXT | Nextpower Inc. | 1.96% | Equity (common) | US |
| STRL | Sterling Infrastructure, Inc. | 1.86% | Equity (common) | US |
| INDV | Indivior Pharmaceuticals, Inc. | 1.81% | Equity (common) | US |
| AGX | Argan, Inc. | 1.57% | Equity (common) | US |
| PL | Planet Labs PBC | 1.56% | Equity (common) | US |
| ARWR | Arrowhead Pharmaceuticals, Inc. | 1.41% | Equity (common) | US |
| RMBS | Rambus Inc. | 1.34% | Equity (common) | US |
| CTRE | CareTrust REIT, Inc. | 1.21% | Equity (common) | US |
| CRDO | Credo Technology Group Holding Ltd. | 1.16% | Equity (common) | KY |
| FCFS | FirstCash Holdings, Inc. | 1.11% | Equity (common) | US |
| LAUR | Laureate Education, Inc. | 1.10% | Equity (common) | US |
| YOU | Clear Secure, Inc. | 1.05% | Equity (common) | US |
| IDCC | InterDigital, Inc. | 1.03% | Equity (common) | US |
| PTGX | Protagonist Therapeutics, Inc. | 0.87% | Equity (common) | US |
| WTS | Watts Water Technologies, Inc. | 0.85% | Equity (common) | US |
| PGNY | Progyny, Inc. | 0.84% | Equity (common) | US |
| AAMI | Acadian Asset Management Inc. | 0.75% | Equity (common) | US |
| OUT | OUTFRONT Media Inc. | 0.69% | Equity (common) | US |
| TPC | Tutor Perini Corp. | 0.68% | Equity (common) | US |
| ESNT | Essent Group Ltd. | 0.66% | Equity (common) | BM |
| KRYS | Krystal Biotech, Inc. | 0.66% | Equity (common) | US |
| FORM | FormFactor, Inc. | 0.65% | Equity (common) | US |
| FN | Fabrinet | 0.59% | Equity (common) | KY |
| CVCO | Cavco Industries, Inc. | 0.58% | Equity (common) | US |
| TRNO | Terreno Realty Corp. | 0.57% | Equity (common) | US |
| RDN | Radian Group Inc. | 0.56% | Equity (common) | US |
| PIPR | Piper Sandler Cos. | 0.56% | Equity (common) | US |
| SGHC | Super Group (SGHC) Ltd. | 0.56% | Equity (common) | GG |
| NHI | National Health Investors, Inc. | 0.55% | Equity (common) | US |
| ALHC | Alignment Healthcare, Inc. | 0.52% | Equity (common) | US |
| HASI | HA Sustainable Infrastructure Capital, Inc. | 0.48% | Equity (common) | US |
| EAT | Brinker International, Inc. | 0.48% | Equity (common) | US |
| ENSG | Ensign Group, Inc. (The) | 0.48% | Equity (common) | US |
| RHP | Ryman Hospitality Properties, Inc. | 0.46% | Equity (common) | US |
| BNL | Broadstone Net Lease, Inc. | 0.46% | Equity (common) | US |
| EPRT | Essential Properties Realty Trust, Inc. | 0.44% | Equity (common) | US |
| RSI | Rush Street Interactive, Inc. | 0.44% | Equity (common) | US |
| JOE | St. Joe Co. (The) | 0.43% | Equity (common) | US |
| AHR | American Healthcare REIT, Inc. | 0.43% | Equity (common) | US |
| SBRA | Sabra Health Care REIT, Inc. | 0.40% | Equity (common) | US |
| PJT | PJT Partners Inc. | 0.39% | Equity (common) | US |
| PRIM | Primoris Services Corp. | 0.38% | Equity (common) | US |
| MC | Moelis & Co. | 0.38% | Equity (common) | US |
| OPLN | OPENLANE, Inc. | 0.38% | Equity (common) | US |
| VCTR | Victory Capital Holdings, Inc. | 0.37% | Equity (common) | US |
| LASR | nLight, Inc. | 0.37% | Equity (common) | US |
| POWL | Powell Industries, Inc. | 0.36% | Equity (common) | US |
| VICR | Vicor Corp. | 0.36% | Equity (common) | US |
Geographic Breakdown
Non-Equity Breakdown
Invesco Russell 2000 Dynamic Multifactor ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-30)
Net assets:
$283M
· 1107 total positions
· equity 99.91%
· non-equity 33.18%
Non-equity holdings
— 3 positions,
33.18% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 33.18% | $94.0M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 10.60% | -8.17% | 10.02% | -5.60% | 2.88% | 5.01% | 2.46% |
| Feb | 3.66% | -0.31% | -2.26% | -0.50% | -2.40% | -0.34% | -0.36% |
| Mar | -0.54% | 1.97% | -5.50% | 2.61% | -2.49% | -5.50% | -1.58% |
| Apr | -0.13% | -7.54% | -2.05% | -5.33% | -1.84% | 9.48% | -1.23% |
| May | 0.94% | 1.22% | -1.60% | 4.55% | 4.80% | 2.05% | 1.99% |
| Jun | 0.35% | -9.70% | 6.37% | -2.42% | 1.60% | 5.92% | 0.35% |
| Jul | -5.30% | 7.16% | 5.55% | 9.55% | 0.02% | -2.27% | 2.45% |
| Aug | 2.75% | -4.58% | -4.68% | 2.72% | 8.87% | -1.12% | 0.66% |
| Sep | -2.27% | -8.37% | -7.97% | 4.00% | 2.53% | -4.71% | -2.80% |
| Oct | 3.07% | 8.67% | -4.02% | 0.49% | -0.93% | 0.23%* | 1.25% |
| Nov | -4.66% | 3.11% | 7.08% | 11.07% | 1.51% | -- | 3.62% |
| Dec | 5.19% | -7.25% | 8.23% | -9.28% | 0.75% | -- | -0.47% |
| Total | 13.39% | -23.18% | 7.30% | 10.31% | 15.76% | 8.02% | 5.27% |
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: $49.55
SMA 50: $51.17
SMA 200: $49.80
Current: $49.58
EMA 12: $49.43
EMA 26: $49.93
MACD: -0.4954 | Signal: 0.0922
BEARISH
ADX (14): 32.35
TREND
+DI: 25.29
−DI: 35.41
Momentum Oscillators
RSI (14): 45.33
NEUTRAL
Stoch %K: 42.07
Stoch %D: 31.79
Williams %R: -47.08
Volume & Volatility
BB Upper: $50.36
BB Lower: $48.74
NEUTRAL
OBV: -178,079
Vol SMA 20: 14,137
Vol ROC: -49.04%
ATR: $0.53
True Range: $0.48
HV 20: 12.5%
HV 30: 11.6%
HV 60: 12.0%
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: OMFS
Executive Summary:
BULLISH (Confidence Level: 7/10)
Key drivers: Bullish momentum signals, range-bound trading with potential for breakout, and moderate volatility.
Primary risks: Overbought RSI, MACD signal divergence, and recent neutral news sentiment.
Investment thesis: OMFS is in a consolidation phase, with strong technical indicators suggesting a potential breakout. The ETF's beta and correlation with the market suggest it may be poised to move with the broader market amplification.
Recent news sentiment impact: Neutral news headlines have not had a significant impact on the stock price, as the ETF remains range-bound.
Technical Analysis:
Trend Direction: Short-term (1-4 weeks): Consolidation/Breakout. Medium-term (1-3 months): Bullish. Long-term (3-12 months): Bullish.
Support/Resistance Levels:
- Upper Bollinger Band: $54.21
- Middle Bollinger Band: $53.18
- Lower Bollinger Band: $52.16
Momentum Signals:
- RSI: 51.31 (neutral)
- MACD: Bullish signal with a histogram value of 0.25
- Bollinger Bands: Neutral signal with the price touching the middle band
Volume Analysis: Moderate volume with an average daily trading volume of $8,126.
News & Sentiment Analysis:
Recent Headlines Summary: Six neutral news headlines from Zacks Investment Research, focusing on ETF performance and market commentary.
Sentiment Assessment: Neutral sentiment, indicating no significant impact on the stock price.
Catalyst Identification: No immediate catalysts identified. Medium-term catalysts may include earnings announcements or changes in the broader market environment.
Market Narrative: The neutral news headlines have not had a significant impact on the ETF's price action, which remains range-bound.
Risk & Volatility Assessment:
Beta Interpretation: Beta of 1.02 suggests above-average volatility and amplification with market movements.
Volatility Regime: Moderate volatility with an average true range (ATR) of $0.51.
Options Market Signals: No options data available for analysis.
Downside Protection: Support levels include the lower Bollinger Band ($52.16) and the 200-day SMA ($48.44).
Market Context & Positioning:
Sector Performance: OMFS is a small-cap ETF, which may be influenced by sector rotation or market trends.
Institutional Activity: Moderate volume with no significant institutional activity detected.
Correlation Analysis: Correlation of 0.76 with the SPY suggests potential amplification with market movements.
Relative Valuation: Position within a trading range, with no clear signs of undervaluation or overvaluation.
Key Levels & Action Items:
Critical Price Levels:
- Lower Bollinger Band ($52.16)
- Middle Bollinger Band ($53.18)
Breakout/Breakdown Levels:
- Upper Bollinger Band ($54.21)
Time-Sensitive Catalysts: No immediate catalysts identified.
Risk Management: Consider setting stop-loss levels at the lower Bollinger Band ($52.16) and position sizing accordingly.
Please note that this analysis is based on the provided data and may not reflect the actual market conditions or future performance of OMFS.
Generated
News
All OMFS news →
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OMFS 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: 0.9738
Alpha: -1.52%
Correlation: 0.7521
R-Squared: 56.6%
Stock Volatility: 16.4%
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
OMFS 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 |
|---|