Seeking AlphaT3·28mo ago
SPVM Invesco S&P 500 Value with Momentum ETF
ETF 78.00 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.
SPVM
$78.00
—
Key stats
$78.00
- 52-Week Range
- $64.00 – $79.81
- YTD
- +14.32%
- IV Rank (30D)
- 24.9
- Straddle Price
- $3.10
- Open
- $77.36
- Day Range
- $77.36 – $78.19
- Volume
- 7,913
- Prev Close
- $76.52
About
Invesco S&P 500 Value with Momentum ETF (SPVM) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2011-06-16
- Has Options
- Yes
- Homepage
- https://www.invesco.com/us/etfs
Fund profile
holdings as of Nov 5, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.39% prospectus, filed Aug 27, 2026
- Assets
- $140M shares × price, Nov 6, 2026
- Trailing yield
- 1.84% paid quarterly
- Average daily volume
- $536K 30 sessions
- Holdings
- 102 top 10 are 16.5%
- Listed
- Jun 16, 2011 NYSE Arca
- Tracking difference
- -0.30 pts vs index, after fees, FY 2026
Cost49
Liquidity24
Scale42
Diversification97
Moves with. US large-cap stocks (51% of its variance, beta 0.88); Value over growth (18% of its variance, beta 0.53); Small caps over large (9% of its variance, beta 0.20). These factors explain 78% of its daily moves over the last year.
Stated objective. The Invesco S&P 500 Value with Momentum ETF (the Fund) seeks to track the investment results (before fees and expenses) of the S&P 500 High Momentum Value Index (the Underlying Index). (from the fund's prospectus)
All 102 holdingsFlow historySimilar fundsOverlap toolAll Momentum ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$11M latest reported month
- Latest 3 months
- +$1.3M +1.0% of assets
- Latest 12 months
- +$45M +34.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$11M |
| Jun 2026 | −$8.8M |
| May 2026 | −$1.4M |
| Apr 2026 | +$16M |
| Mar 2026 | +$2.2M |
| Feb 2026 | −$10M |
| Jan 2026 | +$14M |
| Dec 2025 | +$2.7M |
| Nov 2025 | +$8.4M |
| Oct 2025 | +$8.4M |
| Sep 2025 | +$3.3M |
| Aug 2025 | −$1.2M |
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 | |
|---|---|---|---|---|---|
| RPVInvesco S&P 500 Pure Value ETF | 44% | 0.35% | $1.8B | +21.6% | compare |
| FTAFirst Trust Large Cap Value AlphaDEX Fund (based on the Defined Large Cap Value Index--symbol DEFILVOI) | 41% | 0.58% | $1.4B | +24.1% | compare |
| ULVMVictoryShares US Value Momentum ETF | 41% | 0.20% | $263M | +17.6% | compare |
| GEEQGuggenheim Enhanced Equity Income ETF | 38% | 0.35% | $61M | — | compare |
| VOEVanguard Morningstar Mid-Cap Value ETF | 37% | 0.05% | $24.2B | +20.3% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Nov 5, 2026issuer data- Holdings vs fair value
- +20.3% 61% under, 13% over · 100% covered
- Price / earnings
- 13.9 2% loss-making · 100% covered
- Price / book · sales
- 1.8 · 1.0 revenue growth +8.3%
- Above 200-day average
- 64% 59% above 50-day · by weight
- Short interest
- 3.6% of float, weighted · 4.2 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 56% net selling
- 13F holders
- +2.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 0.0% of weight in 7 days; 2.6% in 14
Holdings reporting in the next 14 days
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.
Under the hood
fiscal year to Apr 30, 2026SEC census- Authorized participants
- 5 active of 40 with agreements; top 3 did 73%
- Created · redeemed
- $80M · $29M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 3.62% of assets on loan on average; earned 15.7 bp
- Return vs index
- -0.30 pts after fees; +0.21 before; daily s.d. 0.22
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 2026-11-05
Holdings
103
AUM
$141.7M
Provider
Invesco
Inception
2011-06-16
Exchange
ARCX
Data As Of
2026-11-05
Expense Ratio
0.39%
Dividend Yield
1.84%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.3789 | CD |
| 2026-06-22 | 2026-06-26 | $0.3521 | CD |
| 2026-03-23 | 2026-03-27 | $0.3656 | CD |
| 2025-12-22 | 2025-12-26 | $0.3128 | CD |
| 2025-09-22 | 2025-09-26 | $0.4567 | CD |
| 2025-06-23 | 2025-06-27 | $0.2622 | CD |
Asset Allocation
Top Holdings
top 50 of 103 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ALL | Allstate Corp/The | 1.84% | Equity (US) | US |
| GM | General Motors Co | 1.80% | Equity (US) | US |
| TRV | Travelers Cos Inc/The | 1.73% | Equity (US) | US |
| PSX | Phillips 66 | 1.72% | Equity (US) | US |
| SWK | Stanley Black & Decker Inc | 1.67% | Equity (US) | US |
| MPC | Marathon Petroleum Corp | 1.63% | Equity (US) | US |
| UAL | United Airlines Holdings Inc | 1.55% | Equity (US) | US |
| MCK | McKesson Corp | 1.54% | Equity (US) | US |
| DG | Dollar General Corp | 1.51% | Equity (US) | US |
| VLO | Valero Energy Corp | 1.48% | Equity (US) | US |
| CINF | Cincinnati Financial Corp | 1.47% | Equity (US) | US |
| TGT | Target Corp | 1.46% | Equity (US) | US |
| APA | APA Corp | 1.46% | Equity (US) | US |
| L | Loews Corp | 1.41% | Equity (US) | US |
| MET | MetLife Inc | 1.41% | Equity (US) | US |
| HIG | Hartford Insurance Group Inc/The | 1.40% | Equity (US) | US |
| SYF | Synchrony Financial | 1.38% | Equity (US) | US |
| AIZ | Assurant Inc | 1.37% | Equity (US) | US |
| DAL | Delta Air Lines Inc | 1.30% | Equity (US) | US |
| CB | Chubb Ltd | 1.27% | Equity (Foreign) | CH |
| TFC | Truist Financial Corp | 1.26% | Equity (US) | US |
| CVS | CVS Health Corp | 1.24% | Equity (US) | US |
| CAH | Cardinal Health Inc | 1.23% | Equity (US) | US |
| EIX | Edison International | 1.21% | Equity (US) | US |
| BG | Bunge Global SA | 1.18% | Equity (Foreign) | CH |
| USB | US Bancorp | 1.16% | Equity (US) | US |
| DIS | Walt Disney Co/The | 1.14% | Equity (US) | US |
| EQT | EQT Corp | 1.14% | Equity (US) | US |
| CFG | Citizens Financial Group Inc | 1.13% | Equity (US) | US |
| MTB | M&T Bank Corp | 1.13% | Equity (US) | US |
| ADM | Archer-Daniels-Midland Co | 1.12% | Equity (US) | US |
| WFC | Wells Fargo & Co | 1.12% | Equity (US) | US |
| HBAN | Huntington Bancshares Inc/OH | 1.12% | Equity (US) | US |
| RF | Regions Financial Corp | 1.11% | Equity (US) | US |
| VZ | Verizon Communications Inc | 1.08% | Equity (US) | US |
| ES | Eversource Energy | 1.08% | Equity (US) | US |
| CCL | Carnival Corp Ltd | 1.06% | Equity (US) | US |
| GL | Globe Life Inc | 1.06% | Equity (US) | US |
| BIIB | Biogen Inc | 1.04% | Equity (US) | US |
| KEY | KeyCorp | 1.03% | Equity (US) | US |
| PFG | Principal Financial Group Inc | 1.02% | Equity (US) | US |
| C | Citigroup Inc | 1.00% | Equity (US) | US |
| CF | CF Industries Holdings Inc | 1.00% | Equity (US) | US |
| RJF | Raymond James Financial Inc | 1.00% | Equity (US) | US |
| BEN | Franklin Templeton Inc | 0.99% | Equity (US) | US |
| AFL | Aflac Inc | 0.99% | Equity (US) | US |
| BAC | Bank of America Corp | 0.99% | Equity (US) | US |
| TROW | T Rowe Price Group Inc | 0.98% | Equity (US) | US |
| DVN | Devon Energy Corp | 0.98% | Equity (US) | US |
| PNC | PNC Financial Services Group Inc/The | 0.97% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 2.32% | -0.01% | 5.23% | -0.68% | 3.86% | 2.33% | 2.18% |
| Feb | 3.10% | 0.04% | -3.04% | 3.04% | 0.47% | 2.70% | 1.05% |
| Mar | 6.84% | 5.45% | -4.38% | 7.18% | -2.76% | -4.62% | 1.28% |
| Apr | 4.24% | -5.73% | -0.54% | -5.08% | -2.70% | 3.72% | -1.01% |
| May | 1.67% | 3.07% | -6.48% | 3.91% | 3.86% | 2.09% | 1.35% |
| Jun | -2.44% | -11.71% | 7.10% | -1.13% | 3.34% | 2.15% | -0.45% |
| Jul | -0.98% | 4.96% | 3.87% | 6.33% | 0.82% | 3.45% | 3.07% |
| Aug | 3.11% | 0.15% | -2.71% | 3.71% | 6.53% | -1.04% | 1.62% |
| Sep | -3.39% | -9.14% | -3.30% | 1.40% | 2.55% | -5.69% | -2.93% |
| Oct | 3.53% | 9.55% | -0.66% | -0.38% | -1.10% | 6.50% | 2.91% |
| Nov | -4.14% | 3.72% | 4.83% | 8.93% | 4.09% | -0.13%* | 2.88% |
| Dec | 6.12% | -5.25% | 2.56% | -8.24% | 1.78% | -- | -0.61% |
| Total | 21.06% | -6.95% | 1.44% | 19.10% | 22.29% | 11.34% | 11.38% |
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: $76.71
SMA 50: $75.79
SMA 200: $73.61
Current: $78.00
EMA 12: $77.17
EMA 26: $76.53
MACD: 0.6441 | Signal: 0.0552
BULLISH
ADX (14): 33.74
TREND
+DI: 41.86
−DI: 16.28
Momentum Oscillators
RSI (14): 58.90
NEUTRAL
Stoch %K: 36.48
Stoch %D: 52.60
Williams %R: -48.62
Volume & Volatility
BB Upper: $78.73
BB Lower: $74.69
NEUTRAL
OBV: 1,447,924
Vol SMA 20: 7,713
Vol ROC: 45.07%
ATR: $0.92
True Range: $1.68
HV 20: 15.9%
HV 30: 14.2%
HV 60: 12.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-11T00:00:00 – 2026-11-09T00:00:00
AI Analysis
Here is a comprehensive stock analysis report for SPVM:
Executive Summary
BULLISH (Confidence level: 7/10)
Key drivers: Strong technical momentum, low volatility, and positive news sentiment.
Primary risks: Potential overbought condition, range-bound movement if market trends do not favor the stock.
Investment thesis: SPVM is a relatively low-risk investment opportunity with a potential upside driven by its strong technical momentum and positive news sentiment. Recent news headlines suggest a neutral market narrative, which supports this bullish assessment.
Recent news sentiment impact: The recent news headlines are neutral, indicating no significant bias towards either side of the market. This lack of sentiment influence allows us to focus on the stock's underlying fundamentals and technical signals.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Bullish, Medium-term (1-3 months): Bullish, Long-term (3-12 months): Neutral
Support/Resistance Levels: Key price levels from moving averages: SMA 20 ($77.70), SMA 50 ($77.02), SMA 200 ($71.98); technical patterns: Bollinger Bands upper ($78.72) and lower ($76.69)
Momentum Signals: RSI interpretation: Neutral (46.99), indicating no overbought or oversold conditions. MACD signal: Bullish, with the MACD line above the signal line, suggesting a strong momentum uptrend. Bollinger Bands position: Neutral, as the price is currently trading within the bands.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are neutral, focusing on market commentary and data releases without any significant biases towards SPVM or other stocks.
Sentiment Assessment: Aggregate news sentiment: Neutral
Catalyst Identification: No specific catalysts identified in recent news, but the stock's strong technical momentum may be driven by its relative outperformance compared to the broader market.
Market Narrative: The neutral news headlines do not significantly influence the market narrative, allowing us to focus on SPVM's fundamental and technical signals.
Risk & Volatility Assessment
Beta Interpretation: Beta: 0.43 (vs SPY), indicating a relatively low-risk stock with a lower volatility than the broader market.
Volatility Regime: Current vs historical volatility levels: Low, as the stock is trading within a relatively narrow range.
Options Market Signals: IV Rank: 13.2% (Low), Current IV: 19.2%, Expected Move: $2.88 (37 DTE), Put/Call Volume Ratio: 0.00 (Neutral sentiment)
Market Context & Positioning
Sector Performance: Relative strength vs sector/market: SPVM is outperforming its sector and the broader market.
Institutional Activity: Volume patterns suggesting institutional interest: The stock's relatively low volatility and strong technical momentum may be attracting institutional investors.
Correlation Analysis: How stock moves relative to market (R-squared interpretation): Low, indicating a relatively low correlation with the broader market.
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor:
- SMA 20: $77.70
- Bollinger Bands upper: $78.72
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- SMA 50: $77.02 (support)
- SMA 200: $71.98 (resistance)
Time-Sensitive Catalysts: Earnings dates, FDA approvals, product launches: No specific catalysts identified in recent news or upcoming events.
Risk Management: Stop-loss levels and position sizing considerations:
- Set stop-loss at SMA 50 ($77.02) to limit potential losses.
- Consider adjusting position size based on market conditions and the stock's relative performance.
Overall, SPVM presents a relatively low-risk investment opportunity with strong technical momentum and positive news sentiment. However, it is essential to monitor the stock's price action and adjust risk management strategies as necessary to avoid potential pitfalls.
Generated
News
All SPVM news →
Seeking AlphaT3·28mo ago
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SPVM Options Activity & IV Rank
SPVM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 15.6%
7-DTE IV: 17.8%
Expected Move: $3.10
7-DTE Move: $1.82
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $1.55
ATM Put: $1.55
Call %: 2.0%
Put %: 2.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 11/9/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
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.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
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
No data
30 DTE / 10d
—
—
pts
EXTREME
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
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)6.2LowNov 9
IV Rank (30 DTE)24.9LowNov 9
Straddle Price (30 DTE)$3.10Nov 9
Beta Analysis
Risk Metrics
Beta: 0.3931
Alpha: 13.52%
Correlation: 0.4848
R-Squared: 23.5%
Stock Volatility: 11.2%
Market Volatility: 13.8%
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
SPVM Institutional Ownership (13F)
Filings for 2026-06-30 · 13 already for 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 |
|---|
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
4.65K
SI % of Float
0.25%
Days to Cover
1.00
Short Vol Ratio
68.9%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-06
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|