Investing.comT3·4mo ago
VFQY Vanguard U.S. Quality Factor ETF
ETF 177.02 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.
VFQY
$177.02
—
Key stats
$177.02
- 52-Week Range
- $144.43 – $179.69
- YTD
- +14.93%
- IV Rank (30D)
- 13.52
- Straddle Price
- $0.00
- Open
- $176.59
- Day Range
- $176.21 – $177.17
- Volume
- 6,324
- Prev Close
- $176.62
About
Vanguard U.S. Quality Factor ETF (VFQY) ETF
No description available.
- Exchange
- BATS
- Inception
- 2018-02-13
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.13% issuer, Oct 22, 2026
- Assets
- $514M shares × price, Oct 21, 2026
- Trailing yield
- 1.00% paid quarterly
- Average daily volume
- $1.4M 30 sessions
- Holdings
- 477 top 10 are 12.9%
- Listed
- Feb 13, 2018 Cboe BZX
- Net asset value
- $176.88 issuer, Oct 21, 2026 · closed +0.08% to NAV
- 30-day SEC yield
- 0.97% issuer, Sep 30, 2026
Cost92
Liquidity38
Scale63
Diversification100
Moves with. US large-cap stocks (82% of its variance, beta 1.08); Small caps over large (12% of its variance, beta 0.30). These factors explain 82% of its daily moves over the last year.
Stated objective. Vanguard U.S. Quality Factor ETF (the Fund) seeks to provide long-term capital appreciation by investing in stocks with strong fundamentals as determined by the advisor. (from the fund's prospectus)
All 477 holdingsFlow historySimilar fundsOverlap toolAll Quality ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$1.3M latest reported month
- Latest 3 months
- −$2.3M −0.5% of assets
- Latest 12 months
- +$5.4M +1.2% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$1.3M |
| Apr 2026 | +$7.6M |
| Mar 2026 | −$11M |
| Feb 2026 | −$4.7M |
| Jan 2026 | +$769K |
| Dec 2025 | +$4.7M |
| Nov 2025 | +$1.1M |
| Oct 2025 | +$3.0M |
| Sep 2025 | +$2.2M |
| Aug 2025 | −$857K |
| Jul 2025 | +$734K |
| Jun 2025 | +$698K |
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 | |
|---|---|---|---|---|---|
| VFMFVanguard U.S. Multifactor ETF | 38% | 0.18% | $1.1B | +29.9% | compare |
| ROUSHartford Multifactor US Equity ETF | 31% | 0.19% | $784M | +19.8% | compare |
| JQUAJPMorgan U.S. Quality Factor ETF | 29% | 0.12% | $9.4B | +21.5% | compare |
| SPHQInvesco S&P 500 Quality ETF | 29% | 0.15% | $18.9B | +14.0% | compare |
| DUHPU.S. High Relative Profitability Portfolio ETF Class Shares | 28% | 0.22% | $11.3B | +12.8% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +10.4% 41% under, 20% over · 99% covered
- Price / earnings
- 24.8 7% loss-making · 96% covered
- Price / book · sales
- 4.0 · 1.7 revenue growth +8.2%
- Above 200-day average
- 66% 62% above 50-day · by weight
- Short interest
- 5.3% of float, weighted · 4.0 days to cover
- Insider buying
- 3% of weight had net insider buying, 90 days; 65% net selling
- 13F holders
- +1.6% change in shares held by institutions, latest quarter
- Reporting earnings
- 37.9% of weight in 7 days; 63.6% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.43%
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 14, 2026 → Oct 15, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | WFCWells Fargo & Co | 0.02% | 0.46% | +2324.3% |
| Decrease | NFLXNetflix Inc | 0.78% | 0.46% | −41.4% |
| Increase | ALLAllstate Corp/The | 0.61% | 0.88% | +47.7% |
| Decrease | VRTVertiv Holdings Co | 0.83% | 0.59% | −24.1% |
| Decrease | WDCWestern Digital Corp | 1.02% | 0.83% | −14.8% |
| New position | SOLSSolstice Advanced Materials Inc | — | 0.15% | — |
| Increase | TTDTrade Desk Inc/The | 0.02% | 0.17% | +842.5% |
| Increase | RMBSRambus Inc | 0.03% | 0.16% | +423.2% |
| Decrease | MGYMagnolia Oil & Gas Corp | 0.21% | 0.09% | −55.4% |
| Increase | FBINFortune Brands Innovations Inc | 0.17% | 0.29% | +68.7% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Nov 30, 2025SEC census- Authorized participants
- 6 active of 37 with agreements; top 3 did 90%
- Created · redeemed
- $207M · $222M over the fiscal year
- Redemptions in kind
- 94% creations 14% in kind
- Creation unit
- 5,000 shares
- Securities lending
- 0.00% of assets on loan on average; earned 0.0 bp
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 2026-10-20
Holdings
477
AUM
$518.5M
Provider
Vanguard
Inception
2018-02-13
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.13%
Dividend Yield
1.00%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.3836 | CD |
| 2026-06-24 | 2026-06-26 | $0.4426 | CD |
| 2026-03-24 | 2026-03-26 | $0.4460 | CD |
| 2025-12-23 | 2025-12-26 | $0.5000 | CD |
| 2025-09-24 | 2025-09-26 | $0.4109 | CD |
| 2025-06-20 | 2025-06-24 | $0.4469 | CD |
Asset Allocation
Top Holdings
top 50 of 477 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| GILD | Gilead Sciences Inc | 1.51% | Equity (US) | US |
| CTAS | Cintas Corp | 1.38% | Equity (US) | US |
| FTNT | Fortinet Inc | 1.36% | Equity (US) | US |
| MMM | 3M Co | 1.31% | Equity (US) | US |
| COST | Costco Wholesale Corp | 1.30% | Equity (US) | US |
| AAPL | Apple Inc | 1.27% | Equity (US) | US |
| TJX | TJX Cos Inc/The | 1.22% | Equity (US) | US |
| ROST | Ross Stores Inc | 1.19% | Equity (US) | US |
| SPOT | Spotify Technology SA | 1.18% | Equity (Foreign) | SE |
| LLY | Eli Lilly & Co | 1.18% | Equity (US) | US |
| TT | Trane Technologies PLC | 1.15% | Equity (Foreign) | IE |
| TRV | Travelers Cos Inc/The | 1.12% | Equity (US) | US |
| TXN | Texas Instruments Inc | 1.11% | Equity (US) | US |
| ADBE | Adobe Inc | 1.07% | Equity (US) | US |
| INTU | Intuit Inc | 1.03% | Equity (US) | US |
| SCCO | Southern Copper Corp | 1.03% | Equity (US) | US |
| NEM | Newmont Corp | 1.02% | Equity (US) | US |
| LRCX | Lam Research Corp | 0.97% | Equity (US) | US |
| VLO | Valero Energy Corp | 0.96% | Equity (US) | US |
| WMT | Walmart Inc | 0.95% | Equity (US) | US |
| KLAC | KLA Corp | 0.94% | Equity (US) | US |
| ALL | Allstate Corp/The | 0.92% | Equity (US) | US |
| SNDK | Sandisk Corp | 0.90% | Equity (US) | US |
| AXP | American Express Co | 0.89% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 0.86% | Equity (US) | US |
| KO | Coca-Cola Co/The | 0.85% | Equity (US) | US |
| CMI | Cummins Inc | 0.85% | Equity (US) | US |
| WDC | Western Digital Corp | 0.84% | Equity (US) | US |
| ABNB | Airbnb Inc | 0.81% | Equity (US) | US |
| JNJ | Johnson & Johnson | 0.77% | Equity (US) | US |
| SPGI | S&P Global Inc | 0.75% | Equity (US) | US |
| MPC | Marathon Petroleum Corp | 0.72% | Equity (US) | US |
| QCOM | QUALCOMM Inc | 0.70% | Equity (US) | US |
| META | Meta Platforms Inc | 0.61% | Equity (US) | US |
| ANET | Arista Networks Inc | 0.56% | Equity (US) | US |
| VRT | Vertiv Holdings Co | 0.56% | Equity (US) | US |
| MANH | Manhattan Associates Inc | 0.53% | Equity (US) | US |
| EXEL | Exelixis Inc | 0.52% | Equity (US) | US |
| TGT | Target Corp | 0.50% | Equity (US) | US |
| JCI | Johnson Controls International plc | 0.50% | Equity (Foreign) | IE |
| NTAP | NetApp Inc | 0.49% | Equity (US) | US |
| BBY | Best Buy Co Inc | 0.49% | Equity (US) | US |
| DOCU | Docusign Inc | 0.48% | Equity (US) | US |
| IT | Gartner Inc | 0.46% | Equity (US) | US |
| WFC | Wells Fargo & Co | 0.46% | Equity (US) | US |
| WSM | Williams-Sonoma Inc | 0.45% | Equity (US) | US |
| LSTR | Landstar System Inc | 0.45% | Equity (US) | US |
| RNR | RenaissanceRe Holdings Ltd | 0.45% | Equity (Foreign) | BM |
| APA | Apa Corp | 0.44% | Equity (US) | US |
| CAT | Caterpillar Inc | 0.44% | Equity (US) | US |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.33% | -7.92% | 7.91% | 0.57% | 4.16% | 1.90% | 1.66% |
| Feb | 3.97% | -1.80% | -3.27% | 4.53% | -1.77% | -0.70% | 0.16% |
| Mar | 1.50% | 2.65% | -1.79% | 2.23% | -4.80% | -5.47% | -0.95% |
| Apr | 2.09% | -7.97% | -1.30% | -4.83% | -2.02% | 6.35% | -1.28% |
| May | 0.80% | -0.64% | -2.10% | 3.60% | 5.41% | 2.84% | 1.65% |
| Jun | 0.87% | -8.34% | 7.16% | 0.58% | 3.78% | 3.16% | 1.20% |
| Jul | 0.59% | 9.02% | 4.18% | 5.49% | -0.56% | 1.12% | 3.31% |
| Aug | 2.27% | -3.40% | -1.67% | 3.48% | 5.19% | 1.41% | 1.21% |
| Sep | -4.83% | -8.03% | -4.82% | 3.15% | 0.94% | -2.54% | -2.69% |
| Oct | 4.85% | 8.14% | -2.98% | -1.57% | -0.40% | 3.16%* | 1.87% |
| Nov | -2.33% | 4.70% | 8.24% | 6.54% | 1.42% | -- | 3.71% |
| Dec | 4.80% | -6.34% | 5.50% | -5.95% | 0.76% | -- | -0.25% |
| Total | 18.93% | -20.10% | 14.66% | 18.36% | 12.20% | 11.27% | 9.22% |
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: $173.19
SMA 50: $174.67
SMA 200: $164.49
Current: $177.02
EMA 12: $174.60
EMA 26: $173.97
MACD: 0.6307 | Signal: 0.5120
BULLISH
ADX (14): 17.84
RANGE
+DI: 38.10
−DI: 19.26
Momentum Oscillators
RSI (14): 63.37
NEUTRAL
Stoch %K: 86.52
Stoch %D: 79.32
Williams %R: -2.51
Volume & Volatility
BB Upper: $176.87
BB Lower: $169.52
OVERBOUGHT
OBV: 420,325
Vol SMA 20: 8,453
Vol ROC: 18.89%
ATR: $1.49
True Range: $0.96
HV 20: 9.5%
HV 30: 9.4%
HV 60: 10.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is the comprehensive stock analysis report for VFQY:
Executive Summary
Overall assessment: NEUTRAL with confidence level 7 (1-10)
Key drivers: Technical momentum, sector rotation, and earnings expectations
Primary risks: Volatility, market rotation, and potential earnings miss
Investment thesis: As VFQY breaks out of its consolidation phase, the stock has the potential to retest its all-time highs. However, this move will be contingent on continued positive sentiment and no significant negative catalysts emerging.
Recent news sentiment impact: The recent news headlines have been generally positive, highlighting market rotation towards quality stocks like VFQY. This has contributed to the stock's upward momentum.
Technical Analysis
Trend direction: Short-term (1-4 weeks): Bullish; Medium-term (1-3 months): Neutral; Long-term (3-12 months): Bullish
Support/resistance levels:
- SMA 20: $177.17
- SMA 50: $174.25
- Upper Bollinger Band: $180.09
Momentum signals:
- RSI interpretation: Neutral (40.81)
- MACD signal: Bullish
- Bollinger Bands position: Oversold
Volume analysis:
- Volume trend: Weak
- Institutional interest signals: Low to moderate
News & Sentiment Analysis
Recent headlines summary: Positive sentiment around market rotation and quality stocks.
Sentiment assessment: Positive (4 out of 6 articles)
Catalyst identification: Earnings expectations, sector rotation, and potential product launches
Market narrative: The recent news has been aligned with the technical signals, supporting the stock's upward momentum.
Risk & Volatility Assessment
Risk assessment: Low to moderate
Beta interpretation: 0.80 (vs SPY) - low volatility; stock moves less than market
Volatility regime: Historical average
Options market signals:
- IV rank: 6.5% (Low)
- Put/call ratios: Neutral sentiment
- Unusual activity: None
Downside protection: Support levels at SMA 50 and lower Bollinger Band
Market Context & Positioning
Sector performance: VFQY is outperforming its sector peers
Institutional activity: Moderate volume and interest signals
Correlation analysis: R-squared interpretation - 0.78 (strong positive correlation with the market)
Relative valuation: Fairly valued within a trading range
Key Levels & Action Items
Critical price levels:
- Support at SMA 50: $174.25
- Resistance at upper Bollinger Band: $180.09
- Breakout level: SMA 200: $161.63
Breakout/breakdown levels:
- Bullish breakout above SMA 20: $177.17
- Bearish breakdown below lower Bollinger Band: $174.26
Time-sensitive catalysts:
- Earnings expectations - potential earnings miss or beat
- Sector rotation - potential impact on VFQY's stock price
Risk management:
- Stop-loss levels at SMA 50 and lower Bollinger Band
- Position sizing considerations based on risk tolerance and market conditions
Generated
News
All VFQY news →
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VFQY Options Activity & IV Rank
VFQY IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 13.7%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)
Options Flow
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: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 10/21/2026
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 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 12.7% / 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)13.5LowOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.7620
Alpha: 4.52%
Correlation: 0.7611
R-Squared: 57.9%
Stock Volatility: 12.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
VFQY 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 |
|---|
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
6.28K
SI % of Float
0.22%
Days to Cover
1.00
Short Vol Ratio
51.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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