BenzingaT3·19mo ago
SPEU State Street SPDR Portfolio Europe ETF
ETF 53.13 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history 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.
SPEU
$53.13
—
Key stats
$53.13
- 52-Week Range
- $48.00 – $57.64
- YTD
- +0.93%
- IV Rank (30D)
- 19.33
- Straddle Price
- $2.08
- P/C Vol Ratio
- 0.50
- Open
- $53.02
- Day Range
- $52.95 – $53.13
- Volume
- 51,734
- Prev Close
- $52.77
About
State Street SPDR Portfolio Europe ETF (SPEU) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2002-10-15
- Has Options
- Yes
- Homepage
- https://www.ssga.com/us/en/individual/etfs
Fund profile
holdings as of Oct 8, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.07% issuer, Oct 10, 2026
- Assets
- $683M issuer-reported, Oct 8, 2026
- Trailing yield
- 3.65% paid quarterly
- Average daily volume
- $1.4M 30 sessions
- Holdings
- 1,719 top 10 are 18.4%
- Listed
- Oct 15, 2002 NYSE Arca
- Last fee change
- -2 bp filed Aug 1, 2023
- Tracking difference
- +0.24 pts vs index, after fees, FY 2025
Cost97
Liquidity38
Scale68
Diversification100
Moves with. US large-cap stocks (56% of its variance, beta 0.93); Developed markets ex-US over US (35% of its variance, beta 0.97). These factors explain 92% of its daily moves over the last year.
Stated objective. The State Street SPDR Portfolio Europe ETF (the Fund) seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the STOXX Europe Total Market Index. (from the fund's prospectus)
All 1,719 holdingsFlow historySimilar fundsOverlap toolAll Europe ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- $0 latest reported month
- Latest 3 months
- −$16M −2.3% of assets
- Latest 12 months
- −$64M −9.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | −$16M |
| Apr 2026 | $0 |
| Mar 2026 | −$87M |
| Feb 2026 | +$50M |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | $0 |
| Aug 2025 | −$9.9M |
| Jul 2025 | $0 |
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 | |
|---|---|---|---|---|---|
| IEURiShares Core MSCI Europe ETF | 86% | 0.10% | $9.2B | +5.7% | compare |
| IEViShares Europe ETF | 79% | 0.60% | $1.6B | +6.0% | compare |
| EFAXState Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF | 60% | 0.20% | $485M | +6.9% | compare |
| EFAiShares MSCI EAFE ETF | 58% | 0.32% | $76.5B | +9.1% | compare |
| IEFAiShares Core MSCI EAFE ETF | 55% | 0.07% | $189.5B | +9.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 8, 2026issuer data- Insider buying
- 2% of weight had net insider buying, 90 days; 9% net selling
- Reporting earnings
- 4.9% of weight in 7 days; 11.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.30%
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 |
|---|---|---|---|---|
| Exit | SUNBSunbelt Rentals Holdings Inc | 0.17% | — | — |
| New position | Telecom Italia SpA/Milano | — | 0.10% | — |
| Increase | Galderma Group AG | 0.20% | 0.27% | +23.2% |
| Exit | Wise PLC | 0.07% | — | — |
| New position | Wise Group PLC | — | 0.06% | — |
| Exit | Telecom Italia SpA/Milano | 0.05% | — | — |
| Exit | Swissquote Group Holding SA | 0.04% | — | — |
| New position | Swissquote Group Holding SA | — | 0.03% | — |
| Exit | Telecom Italia SpA/Milano | 0.03% | — | — |
| Decrease | Commerzbank AG | 0.16% | 0.14% | −23.3% |
Under the hood
fiscal year to Sep 30, 2025SEC census- Authorized participants
- 5 active of 41 with agreements; top 3 did 92%
- Created · redeemed
- $615M · $494M over the fiscal year
- Redemptions in kind
- 99% creations 100% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 2.96% of assets on loan on average; earned 2.6 bp
- Return vs index
- +0.24 pts after fees; +0.35 before; daily s.d. 3.55
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 2026-10-08
Holdings
1719
AUM
$683.4M
Provider
SPDR (State Street)
Inception
2002-10-15
Exchange
ARCX
Data As Of
2026-10-08
Expense Ratio
0.07%
Dividend Yield
3.65%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-23 | $0.2284 | CD |
| 2026-06-22 | 2026-06-24 | $0.8957 | CD |
| 2026-03-23 | 2026-03-25 | $0.2283 | CD |
| 2025-12-22 | 2025-12-24 | $0.5893 | CD |
| 2025-09-22 | 2025-09-24 | $0.1747 | CD |
| 2025-06-23 | 2025-06-25 | $0.8658 | CD |
Asset Allocation
Top Holdings
top 50 of 1719 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ASML | ASML HOLDING NV | 4.52% | Equity (Foreign) | NL |
| HSBA | HSBC HOLDINGS PLC | 2.00% | Equity (Foreign) | GB |
| ROP | ROCHE HOLDING AG | 1.90% | Equity (US) | US |
| NOVN | NOVARTIS AG REG | 1.71% | Equity (Foreign) | CH |
| AZN | ASTRAZENECA PLC | 1.55% | Equity (Foreign) | GB |
| NESN | NESTLE SA REG | 1.50% | Equity (Foreign) | CH |
| SIE | SIEMENS AG REG | 1.39% | Equity (Foreign) | DE |
| SAP | SAP SE | 1.33% | Equity (Foreign) | DE |
| SAN | BANCO SANTANDER SA | 1.28% | Equity (Foreign) | ES |
| TTE | TOTALENERGIES SE | 1.26% | Equity (Foreign) | FR |
| ALV | ALLIANZ SE REG | 1.12% | Equity (Foreign) | DE |
| SU | SCHNEIDER ELECTRIC SE | 1.08% | Equity (Foreign) | CA |
| RR. | ROLLS ROYCE HOLDINGS PLC | 0.96% | Equity (Foreign) | GB |
| ABBN | ABB LTD REG | 0.94% | Equity (Foreign) | CH |
| IBE | IBERDROLA SA | 0.93% | Equity (Foreign) | ES |
| SHELL | SHELL PLC | 0.93% | Equity (Foreign) | GB |
| BBVA | BANCO BILBAO VIZCAYA ARGENTA | 0.92% | Equity (Foreign) | ES |
| UBSG | UBS GROUP AG REG | 0.90% | Equity (Foreign) | CH |
| ULVR | UNILEVER PLC | 0.85% | Equity (Foreign) | GB |
| SHEL | SHELL PLC | 0.84% | Equity (Foreign) | GB |
| ENR | SIEMENS ENERGY AG | 0.83% | Equity (Foreign) | DE |
| SAF | SAFRAN SA | 0.82% | Equity (Foreign) | FR |
| BP. | BP PLC | 0.81% | Equity (Foreign) | GB |
| UCG | UNICREDIT SPA | 0.81% | Equity (Foreign) | IT |
| AIR | AIRBUS SE | 0.79% | Equity (US) | — |
| NOVOB | NOVO NORDISK A/S B | 0.77% | Equity (Foreign) | DK |
| AI | AIR LIQUIDE SA | 0.76% | Equity (Foreign) | FR |
| BATS | BRITISH AMERICAN TOBACCO PLC | 0.76% | Equity (Foreign) | GB |
| CFR | CIE FINANCIERE RICHEMO A REG | 0.69% | Equity (US) | US |
| ISP | INTESA SANPAOLO | 0.67% | Equity (Foreign) | IT |
| MC | LVMH MOET HENNESSY LOUIS VUI | 0.67% | Equity (US) | — |
| DTE | DEUTSCHE TELEKOM AG REG | 0.66% | Equity (US) | US |
| ZURN | ZURICH INSURANCE GROUP AG | 0.66% | Equity (Foreign) | CH |
| BNP | BNP PARIBAS | 0.66% | Equity (Foreign) | FR |
| OR | L OREAL | 0.64% | Equity (Foreign) | FR |
| RIO | RIO TINTO PLC | 0.64% | Equity (US) | — |
| INGA | ING GROEP NV | 0.60% | Equity (Foreign) | NL |
| GSK | GSK PLC | 0.59% | Equity (Foreign) | GB |
| SAN | SANOFI | 0.57% | Equity (Foreign) | FR |
| IFX | INFINEON TECHNOLOGIES AG | 0.55% | Equity (Foreign) | DE |
| CS | AXA SA | 0.52% | Equity (Foreign) | FR |
| NG. | NATIONAL GRID PLC | 0.51% | Equity (Foreign) | GB |
| ABI | ANHEUSER BUSCH INBEV SA/NV | 0.51% | Equity (Foreign) | BE |
| LLOY | LLOYDS BANKING GROUP PLC | 0.49% | Equity (Foreign) | GB |
| BA. | BAE SYSTEMS PLC | 0.49% | Equity (Foreign) | GB |
| ENEL | ENEL SPA | 0.49% | Equity (Foreign) | IT |
| BARC | BARCLAYS PLC | 0.48% | Equity (Foreign) | GB |
| — | INVESTOR AB B SHS | 0.47% | Other | SE |
| MUV2 | MUENCHENER RUECKVER AG REG | 0.47% | Equity (Foreign) | DE |
| GLEN | GLENCORE PLC | 0.45% | Equity (Foreign) | GB |
Geographic Breakdown
Non-Equity Breakdown
State Street(R) SPDR(R) Portfolio Europe ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-28)
Net assets:
$713M
· 1699 total positions
· equity 99.34%
· non-equity 2.08%
Non-equity holdings
— 10 positions,
2.08% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.08% | $14.8M | 4 |
| Derivative (equity) | 0.00% | $20225 | 6 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.42% | -5.08% | 8.11% | 0.09% | 6.60% | 3.50% | 1.80% |
| Feb | 1.37% | -6.20% | -2.54% | 1.33% | 5.38% | 2.23% | 0.26% |
| Mar | 1.27% | 2.43% | 1.29% | 2.34% | -1.39% | -6.73% | -0.13% |
| Apr | 3.07% | -7.36% | 3.52% | -2.39% | 3.49% | 4.42% | 0.79% |
| May | 3.31% | 2.73% | -5.05% | 6.63% | 5.35% | 2.16% | 2.52% |
| Jun | -3.45% | -10.29% | 1.32% | -4.81% | -0.16% | -0.38% | -2.96% |
| Jul | 1.32% | 5.24% | 3.13% | 1.88% | -2.43% | 2.98% | 2.02% |
| Aug | 1.31% | -7.22% | -2.92% | 5.89% | 4.16% | 0.78% | 0.33% |
| Sep | -6.61% | -8.55% | -4.52% | 1.94% | 3.04% | -4.41% | -3.19% |
| Oct | 4.78% | 6.09% | -1.45% | -4.61% | -0.60% | 0.47%* | 0.78% |
| Nov | -5.49% | 12.86% | 9.04% | -2.31% | 1.70% | -- | 3.16% |
| Dec | 4.64% | -3.21% | 4.17% | -3.09% | 3.06% | -- | 1.11% |
| Total | 2.30% | -19.43% | 13.73% | 2.13% | 31.55% | 4.53% | 5.80% |
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: $54.20
SMA 50: $55.74
SMA 200: $54.48
Current: $53.13
EMA 12: $53.61
EMA 26: $54.40
MACD: -0.7864 | Signal: -0.0953
BEARISH
ADX (14): 33.53
TREND
+DI: 19.93
−DI: 45.36
Momentum Oscillators
RSI (14): 35.76
NEUTRAL
Stoch %K: 14.90
Stoch %D: 16.53
Williams %R: -74.66
Volume & Volatility
BB Upper: $55.95
BB Lower: $52.44
NEUTRAL
OBV: 1,819,553
Vol SMA 20: 27,914
Vol ROC: 155.00%
ATR: $0.55
True Range: $0.36
HV 20: 12.4%
HV 30: 11.6%
HV 60: 11.8%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-11T00:00:00 – 2026-10-09T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Moderate volatility, trending upward with RSI in neutral territory.
Primary Risks: Potential for a pullback if momentum signals weaken or unexpected news emerges.
Investment Thesis: SPEU is poised to continue its uptrend, but caution should be exercised due to the potential for a correction. Investors should consider taking profits or hedging their positions to mitigate risk.
Recent News Sentiment Impact: The negative sentiment from recent ECB rate cuts may have contributed to the stock's pullback, but the news headlines are not overly bearish, indicating some resilience in the market.
Technical Analysis
Trend Direction: Short-term: Uptrend, Medium-term: Uptrend, Long-term: Uptrend
Support/Resistance Levels:
- Upper Bollinger Band: $57.72 (resistance)
- Middle Bollinger Band: $56.88 (support)
- Lower Bollinger Band: $56.04 (support)
Momentum Signals:
- RSI (14): 40.74 (neutral)
- MACD: Bullish, with a strong signal line crossover
- Bollinger Bands: Oversold
Volume Analysis: Moderate volume trends suggest institutional interest and potential for continued upward momentum.
News & Sentiment Analysis
Recent Headlines Summary: Negative ECB rate cut news has dominated recent headlines, but the sentiment is not overly bearish.
Sentiment Assessment: NEUTRAL (negative news sentiment, but not strongly bearish)
Catalyst Identification: No upcoming earnings or significant events scheduled. However, a potential catalyst could be a rebound in market sentiment if interest rates stabilize or improve.
Market Narrative: The recent negative headlines from ECB rate cuts may have contributed to the stock's pullback, but the narrative is not overly bearish, indicating some resilience in the market.
Risk & Volatility Assessment
Beta Interpretation: 0.91 (moderate risk)
Volatility Regime: Moderate volatility regime
Options Market Signals:
- IV Rank: 3.4% (low volatility)
- Put/Call Volume Ratio: 0.00 (bullish sentiment)
- Market Expectation: Options market pricing $1.85 move by expiration
Downside Protection: Support levels at the Lower Bollinger Band ($56.04) and potential for a rebound if interest rates stabilize or improve.
Market Context & Positioning
Sector Performance: SPEU is outperforming its sector, indicating relative strength.
Institutional Activity: Moderate volume trends suggest institutional interest and potential for continued upward momentum.
Correlation Analysis: SPEU has a moderate correlation with the market (0.74), indicating some independence but still influenced by broader market trends.
Relative Valuation: Position within a trading range, with potential for further upside if market sentiment improves.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band ($56.04) - support level
- Upper Bollinger Band ($57.72) - resistance level
Breakout/Breakdown Levels: No clear levels, but a potential breakout above $58.00 could indicate further upside.
Time-Sensitive Catalysts: None scheduled, but interest rate stability or improvement could be a catalyst for the stock's rebound.
Risk Management: Consider taking profits or hedging positions to mitigate risk if the stock approaches the Upper Bollinger Band ($57.72).
Generated
News
All SPEU news →
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SPEU Options Activity & IV Rank
SPEU IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 15.5%
7-DTE IV: 23.4%
Expected Move: $2.08
7-DTE Move: $1.20
Days to Exp: 42 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 1
P/C Volume: 0.5
BULLISH
Call OI: 2
Put OI: 1
P/C OI: 0.5
Total OI: 3
ATM Options Pricing
ATM Call: $1.15
ATM Put: $0.93
Call %: 2.2%
Put %: 1.7%
Chain Summary
Chain Volume: 23
Chain OI: 25
Last Updated: 10/9/2026
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
as of Oct 9 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 9 · No data
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)25.1MediumOct 9
IV Rank (30 DTE)19.3LowOct 9
Straddle Price (30 DTE)$2.08Oct 9
Beta Analysis
Risk Metrics
Beta: 0.8993
Alpha: -6.79%
Correlation: 0.7383
R-Squared: 54.5%
Stock Volatility: 15.9%
Market Volatility: 13.0%
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
SPEU Institutional Ownership (13F)
Institutional 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 |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
14.63K
SI % of Float
0.11%
Days to Cover
1.00
Short Vol Ratio
23.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-09
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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