TAC TransAlta Corporation
XNYS
12.95
Delayed
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading
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.
TAC
$12.95
—
Key stats
$12.95
- 52-Week Range
- $11.38 – $17.88
- YTD
- -0.50%
- IV Rank (30D)
- 34.84
- Straddle Price
- $1.45
- P/C Vol Ratio
- 0.47
- Market Cap
- $4.1B
- Open
- $13.34
- Day Range
- $12.76 – $13.44
- Volume
- 142,584
- Prev Close
- $13.34
Fair Value
MODEL: NEUTRAL
A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.
- DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
- Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
- DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
- P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
- Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
- Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
- Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
- Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
| 10-yr Treasury (rf) | 5.15% |
| Beta vs SPY | 0.81 |
| Cost of Equity (CAPM) | 9.19% (VRP-adj) |
| WACC | 9.19% |
| Volatility Risk Premium | +101.9pp (IV − HV30) |
| Effective Tax Rate | 21.0% |
| Rev. Growth (YoY, DCF input) | +3.0% |
| DCF Horizon | 5 years explicit + fade |
| Forward Tilt (NTM/TTM) | ×1.03 (applied to P/E, EV/EBITDA, P/S) |
| Quality Score | 0/6 — cyclical/struggling (5y DCF) |
| SMA 50 | $12.36 (Market Anchor value) |
| SMA 20 / Bollinger Mid | $12.59 |
| Bollinger Width / SMA20 | 135.7% (drives anchor stability) |
| Net Debt | $0.0B |
Peers used for multiples: AES, AVA, CEG, CIG, ENLT, NEE, ORA, RNW
60-Day Conviction
23%
20-Day Fair Value
≈ by Nov 20, 2026
$12.86
α +0.4%
rank 10%
conviction
29%
40-Day Fair Value
≈ by Dec 21, 2026
$13.03
α +1.8%
rank 10%
conviction
56%
60-Day Fair Value
≈ by Jan 19, 2027
$12.73
α -0.6%
rank 10%
conviction
23%
| Method | Implied Price | Weight | Detail |
|---|---|---|---|
| DCF | n/a | 0% | |
| DDM (Gordon) | $4.50 | 50% | |
| Peer P/E | n/a | 0% | median 17.7× · 5 peers |
| Peer EV/EBITDA | n/a | 0% | median 14.0× · 5 peers |
| Peer P/B | n/a | 0% | median 2.2× · 5 peers |
| Peer P/S | n/a | 0% | median 2.9× · 5 peers |
| Market Anchor (SMA50) | $12.36 | 0% | stability 0% (BB-width) |
| Options Expected (B-L 30d) | $13.23 | 50% | 16 strikes · skew -0.01 |
As of 2026-10-22 · updated
Related
About
- Industry (SIC)
- ELECTRIC SERVICES (4911) · industry map
- Exchange
- XNYS
- Market Cap
- $4.1B
- Employees
- 1,350
- List Date
- 1975-10-17
- CIK
- 0001144800
- Next Earnings
- 2026-11-03 (Pre-Market)
- EPS Forecast
- $0.05 (1 est.)
- Homepage
- https://www.transalta.com
TransAlta Corp is an independent power producer based in Alberta, Canada. The company operates a diverse electrical power generation assets in Canada, the United States, and Western Australia. The company has reportable segments namely, Hydro, Wind & Solar, Gas, Energy Transition segment and Corporate Segment. The company generates the majority of its revenue from the gas segment.
Summary
—
composite
—
No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 14.49% | -7.42% | 9.33% | -12.45% | -18.47% | -1.84% | -2.73% |
| Feb | -3.34% | -6.18% | -15.99% | -6.02% | -6.68% | 7.68% | -5.09% |
| Mar | 7.50% | 4.75% | 7.76% | -5.86% | -7.43% | -5.14% | 0.26% |
| Apr | 1.87% | 3.27% | 1.36% | 3.59% | -5.91% | -6.09% | -0.32% |
| May | -6.72% | 8.68% | 6.88% | 7.62% | 7.85% | 13.94% | 6.38% |
| Jun | 6.97% | -0.44% | -3.31% | -1.39% | 9.10% | -2.33% | 1.43% |
| Jul | 5.04% | -1.72% | 8.16% | 7.87% | 12.51% | -8.36% | 3.92% |
| Aug | -9.34% | -17.14% | -5.33% | 7.98% | -0.57% | -2.03% | -4.41% |
| Sep | 7.87% | -5.26% | -9.09% | 19.49% | 12.98% | 2.63% | 4.77% |
| Oct | 6.35% | -4.55% | -12.44% | -1.42% | 28.04% | 4.46%* | 3.41% |
| Nov | -9.36% | 7.97% | 8.67% | 9.64% | -17.42% | -- | -0.10% |
| Dec | 7.65% | -5.68% | 0.97% | 22.09% | -11.24% | -- | 2.76% |
| Total | 28.90% | -23.76% | -7.28% | 56.39% | -7.51% | 0.86% | 7.93% |
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: $12.64
SMA 50: $12.37
SMA 200: $12.92
Current: $12.80
EMA 12: $12.87
EMA 26: $12.66
MACD: 0.2086 | Signal: 0.0235
BULLISH
ADX (14): 17.43
RANGE
+DI: 28.37
−DI: 20.11
Momentum Oscillators
RSI (14): 52.59
NEUTRAL
Stoch %K: 67.60
Stoch %D: 75.00
Williams %R: -54.96
Volume & Volatility
BB Upper: $13.65
BB Lower: $11.63
NEUTRAL
OBV: 3,424,841
Vol SMA 20: 1,299,205
Vol ROC: -88.99%
ATR: $0.40
True Range: $0.64
HV 20: 36.3%
HV 30: 36.1%
HV 60: 33.3%
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: TAC
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Stable earnings, dividend payments, and moderate volatility.
Primary Risks: Market sentiment shift, regulatory changes, and potential earnings misses.
Investment Thesis: TAC is a relatively stable stock with a moderate level of volatility. The recent news headlines have been positive, but the options market suggests some caution. Our analysis recommends a neutral stance, focusing on risk management and potential trading opportunities.
Recent News Sentiment Impact: Positive sentiment from dividend declarations and meeting results has contributed to the current price action.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): BEARISH
- Long-term (3-12 months): NEUTRAL
Support/Resistance Levels: The stock is currently trading near the lower Bollinger Band, with potential support at $11.71 and resistance at $12.30.
Momentum Signals:
- RSI interpretation: Neutral (40.77)
- MACD signal: Bearish (negative histogram)
- Bollinger Bands position: Squeeze
Volume Analysis: The recent volume decline suggests institutional selling pressure, but the overall trend remains neutral.
News & Sentiment Analysis
Recent Headlines Summary: Positive news headlines focused on dividend payments and meeting results, while there are no significant negative or neutral articles.
Sentiment Assessment: Positive (70%) with a slight lean towards neutral (30%).
Catalyst Identification: No immediate catalysts, but potential for earnings beats or regulatory changes could impact the stock in the medium term.
Market Narrative: The recent price action is driven by positive news and moderate volatility. The options market suggests some caution, indicating a potential market sentiment shift.
Risk & Volatility Assessment
Beta Interpretation: TAC has a beta of 1.10, indicating above-average risk compared to the broader market (SPY).
Volatility Regime: Above average volatility (0.41), with a high IV rank indicating low implied volatility.
Options Market Signals:
- IV rank: Low
- Put/call ratios: Bearish sentiment
- Unusual activity: None
Downside Protection: Support at $11.71, potential for a bounce if the price touches this level.
Market Context & Positioning
Sector Performance: TAC's sector (Utilities) is performing relatively well compared to the broader market (SPY).
Institutional Activity: Moderate institutional selling pressure, as seen in the recent volume decline.
Correlation Analysis: TAC has a moderate correlation with the broader market (R-squared: 0.35), indicating some amplification of market movements.
Relative Valuation: The stock is trading within its historical range, with potential for a mean reversion or breakout.
Key Levels & Action Items
Critical Price Levels: $11.71 (support) and $12.30 (resistance)
Breakout/Breakdown Levels: $13.11 (upper Bollinger Band) and $10.65 (lower Bollinger Band)
Time-Sensitive Catalysts: No immediate catalysts, but potential for earnings beats or regulatory changes in the medium term.
Risk Management: Consider stop-loss levels at $11.30 and position sizing considering the above-average volatility.
By analyzing the data provided, our comprehensive report highlights a neutral stance for TAC, focusing on risk management and potential trading opportunities. The recent positive news headlines have contributed to the current price action, but the options market suggests some caution.
Generated
News
All TAC news →
TAC Options Activity & IV Rank
TAC IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 46.5%
7-DTE IV: —
Expected Move: $1.45
7-DTE Move: $1.45
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 186
Put Volume: 87
P/C Volume: 0.468
BULLISH
Call OI: 18,160
Put OI: 1,239
P/C OI: 0.068
Total OI: 19,399
ATM Options Pricing
ATM Call: $0.95
ATM Put: $0.50
Call %: 7.3%
Put %: 3.9%
Chain Summary
Chain Volume: 800
Chain OI: 31,544
Last Updated: 10/22/2026
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.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 55th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
55%
vs own history
GEX tilt
+0.65
OI-weighted, today
Vanna tilt
+0.98
δ-sensitivity to IV
Charm tilt
-0.99
δ-decay vs time
Vanna tilt +0.98: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.99: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 13 ATM contracts, 14k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
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
ATM 49.7% / 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)34.8MediumOct 22
Straddle Price (30 DTE)$1.45Oct 22
Beta Analysis
Risk Metrics
Beta: 1.0580
Alpha: -34.41%
Correlation: 0.3354
R-Squared: 11.3%
Stock Volatility: 40.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
Notable investors who own TAC
6 of 37 tracked investors
| Investor | Value | Share of their portfolio | Rank | Q/Q shares | Source |
|---|---|---|---|---|---|
| Millennium Management Hedge fund Izzy Englander | $144.1M | #216 of 3716 | +25.4% | 13F | |
| Citadel Hedge fund Ken Griffin | $44.1M | #757 of 6285 | +95.2% | 13F | |
| Oaktree Capital Asset manager Howard Marks | $41.5M | #41 of 130 | -53.2% | 13F | |
| Renaissance Technologies Hedge fund Jim Simons | $18.3M | #746 of 3138 | -7.4% | 13F | |
| Point72 Hedge fund Steve Cohen | $5.9M | #925 of 1945 | -39.2% | 13F | |
| Bridgewater Associates Hedge fund Ray Dalio | $197K | #992 of 997 | -76.3% | 13F |
Hedge funds, activists, holding companies and family offices we track, from their latest 13F (quarter-end value) and Form 4 filings in the last 3 years. Family offices · all institutions
TAC 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.
11 filers$103.50M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Royal Bank of Canada Custodian | $34.32M | 33.16% | 2026-06-30 |
| 2 | PICTON MAHONEY ASSET MANAGEMENT | $17.94M | 17.33% | 2026-06-30 |
| 3 | Waratah Capital Advisors Ltd. | $16.60M | 16.04% | 2026-06-30 |
| 4 | SIG North Trading, ULC | $13.00M | 12.56% | 2026-06-30 |
| 5 | Susquehanna International Group, LLP Custodian | $7.52M | 7.27% | 2026-06-30 |
| 6 | Jane Street Group, LLC Custodian | $6.47M | 6.26% | 2026-06-30 |
| 7 | Arvin Capital Management LP | $4.56M | 4.41% | 2026-06-30 |
| 8 | Citadel Advisors LLC Custodian | $2.25M | 2.17% | 2026-06-30 |
| 9 | TORONTO DOMINION BANK | $374.52K | 0.36% | 2026-06-30 |
| 10 | Greenland Capital Management LP | $276.60K | 0.27% | 2026-06-30 |
| 11 | PEAK6 LLC | $181.17K | 0.18% | 2026-06-30 |
6 filers$23.48M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Millennium Management LLC Custodian | $7.85M | 33.43% | 2026-06-30 |
| 2 | Royal Bank of Canada Custodian | $6.86M | 29.21% | 2026-06-30 |
| 3 | SIG North Trading, ULC | $5.49M | 23.40% | 2026-06-30 |
| 4 | Susquehanna International Group, LLP Custodian | $2.04M | 8.70% | 2026-06-30 |
| 5 | TORONTO DOMINION BANK | $905.22K | 3.86% | 2026-06-30 |
| 6 | Citadel Advisors LLC Custodian | $330.54K | 1.41% | 2026-06-30 |
ETF Holders
15 ETFs hold TAC
15 shown · $52.49M total exposure · 0.06% AUM-weighted avg weight
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|---|---|---|---|---|---|
| 1 | KOMP State Street® SPDR® S&P Kensho New Economies Composite ETF | SPDR (State Street) | 0.38% | $9.6M | $2.5B | 2026-10-20 |
| 2 | PID Invesco International Dividend Achievers ETF | Invesco | 0.98% | $8.6M | — | 2026-10-20 |
| 3 | SCHC Schwab International Small-Cap Equity ETF | Nport | 0.14% | $8.0M | — | 2026-05-31 |
| 4 | DFIS Dimensional International Small Cap ETF | Dimensional | 0.14% | $7.8M | $5.8B | 2026-10-20 |
| 5 | CNRG State Street® SPDR® S&P Kensho Clean Power ETF | SPDR (State Street) | 4.00% | $6.5M | $161.9M | 2026-10-20 |
| 6 | DFIC Dimensional International Core Equity 2 ETF | Dimensional | 0.03% | $4.3M | $15.4B | 2026-10-20 |
| 7 | FNDC Schwab Fundamental International Small Equity ETF | Nport | 0.12% | $3.6M | — | 2026-05-31 |
| 8 | DFAI Dimensional International Core Equity Market ETF | Dimensional | 0.01% | $1.8M | $18.2B | 2026-10-20 |
| 9 | DFAX Dimensional World ex US Core Equity 2 ETF | Dimensional | 0.01% | $848,861 | $12.3B | 2026-10-20 |
| 10 | TRFM AAM Transformers ETF | Nport | 0.21% | $529,638 | — | 2026-07-31 |
| 11 | PDN Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF | Nport | 0.09% | $359,061 | — | 2026-04-30 |
| 12 | ACSG American Century Small Cap Growth Insights ETF | Nport | 0.61% | $104,033 | — | 2026-05-31 |
| 13 | SYZ Lazard US Systematic Small Cap Equity ETF | Nport | 0.13% | $91,499 | — | 2026-06-30 |
| 14 | DXIV Dimensional International Vector Equity ETF | Dimensional | 0.04% | $85,602 | $233.2M | 2026-10-20 |
| 15 | TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund | Nport | 0.01% | $83,040 | — | 2026-07-31 |
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
Trailing P/E
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TTM Diluted EPS
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TTM Revenue
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TTM Net Income
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TTM Op. Cash Flow
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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
14.27M
SI % of Float
4.99%
Days to Cover
8.64
Short Vol Ratio
55.5%
Free Float
286.10M
Float %
90.5%
Short interest 2026-09-30 • Short volume 2026-10-21 • Float 2026-10-02