The Motley FoolT3·52mo ago
VSGX Vanguard ESG International Stock ETF
ETF 78.40 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.
VSGX
$78.40
—
Key stats
$78.40
- 52-Week Range
- $67.88 – $85.16
- YTD
- +7.91%
- IV Rank (30D)
- 51.83
- Straddle Price
- $3.40
- P/C Vol Ratio
- 0.00
- Open
- $78.91
- Day Range
- $78.25 – $78.91
- Volume
- 139,451
- Prev Close
- $79.79
About
Vanguard ESG International Stock ETF (VSGX) ETF
No description available.
- Exchange
- BATS
- Inception
- 2018-09-18
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.10% issuer, Oct 22, 2026
- Assets
- $6.6B shares × price, Oct 21, 2026
- Trailing yield
- 3.04% paid quarterly
- Average daily volume
- $16M 30 sessions
- Holdings
- 6,649 top 10 are 16.9%
- Listed
- Sep 18, 2018 Cboe BZX
- Last fee change
- -2 bp filed Feb 3, 2025
- Net asset value
- $79.72 issuer, Oct 21, 2026 · closed +0.09% to NAV
- Tracking difference
- -0.15 pts vs index, after fees, FY 2025
Cost93
Liquidity73
Scale100
Diversification100
Moves with. US large-cap stocks (54% of its variance, beta 0.96); Emerging markets over US (25% of its variance, beta 0.36); Developed markets ex-US over US (11% of its variance, beta 0.48). These factors explain 97% of its daily moves over the last year.
Stated objective. Vanguard ESG International Stock ETF (the Fund) seeks to track the performance of a benchmark index that measures the investment return of large-, mid-, and small-capitalization stocks of companies located in developed and emerging markets outside of the United States and is screened for certain environmental, social, and corporate governance criteria. (from the fund's prospectus)
All 6,649 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through May 2026SEC filings- May 2026
- $0 latest reported month
- Latest 3 months
- +$66M +1.0% of assets
- Latest 12 months
- +$782M +11.8% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | +$66M |
| Feb 2026 | +$78M |
| Jan 2026 | +$38M |
| Dec 2025 | +$163M |
| Nov 2025 | +$56M |
| Oct 2025 | +$21M |
| Sep 2025 | +$62M |
| Aug 2025 | +$61M |
| Jul 2025 | +$66M |
| Jun 2025 | +$172M |
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 | |
|---|---|---|---|---|---|
| VXUSVanguard Total International Stock ETF | 73% | 0.05% | $161.6B | +12.1% | compare |
| VEUVanguard FTSE All-World Ex-US ETF | 72% | 0.04% | $67.5B | +12.6% | compare |
| IXUSiShares Core MSCI Total International Stock ETF | 72% | 0.07% | $58.1B | +11.7% | compare |
| ACWXiShares MSCI ACWI ex US ETF | 72% | 0.32% | $17.7B | +12.3% | compare |
| GXUSGoldman Sachs MarketBeta Total International Equity ETF | 70% | 0.18% | $617M | +14.4% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 1.9% of weight in 7 days; 5.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.17%
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 13, 2026 → Oct 14, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Emirates Telecommunications Group Co PJSC | — | 0.06% | — |
| Exit | Emirates Telecommunications Group Co PJSC | 0.06% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 5 active of 40 with agreements; top 3 did 85%
- Created · redeemed
- $527M · $41M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.69% of assets on loan on average; earned 2.7 bp
- Return vs index
- -0.15 pts after fees; -0.01 before; daily s.d. 14.04
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
6649
AUM
$6.5B
Provider
Vanguard
Inception
2018-09-18
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.10%
Dividend Yield
3.04%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.4688 | CD |
| 2026-06-18 | 2026-06-23 | $0.6820 | CD |
| 2026-03-20 | 2026-03-24 | $0.4216 | CD |
| 2025-12-19 | 2025-12-23 | $0.8545 | CD |
| 2025-09-19 | 2025-09-23 | $0.4397 | CD |
| 2025-06-20 | 2025-06-24 | $0.6330 | CD |
Asset Allocation
Top Holdings
top 50 of 6649 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Taiwan Semiconductor Manufacturing Co Ltd | 5.64% | Equity (Foreign) | TW |
| — | Samsung Electronics Co Ltd | 2.32% | Equity (Foreign) | KR |
| ASML | ASML Holding NV | 1.99% | Equity (Foreign) | NL |
| — | SK hynix Inc | 1.67% | Equity (Foreign) | KR |
| ROP | Roche Holding AG | 1.05% | Equity (Foreign) | CH |
| NOVN | Novartis AG | 0.90% | Equity (Foreign) | CH |
| RY | Royal Bank of Canada | 0.88% | Equity (Foreign) | CA |
| NESN | Nestle SA | 0.82% | Equity (Foreign) | CH |
| — | Alibaba Group Holding Ltd | 0.80% | Equity (Foreign) | CN |
| AZN | AstraZeneca PLC | 0.80% | Equity (Foreign) | GB |
| — | Mitsubishi UFJ Financial Group Inc | 0.73% | Equity (Foreign) | JP |
| SAP | SAP SE | 0.70% | Equity (Foreign) | DE |
| SHOP | Shopify Inc | 0.67% | Equity (Foreign) | CA |
| — | Toyota Motor Corp | 0.65% | Equity (Foreign) | JP |
| SAN | Banco Santander SA | 0.60% | Equity (Foreign) | ES |
| — | MediaTek Inc | 0.59% | Equity (Foreign) | TW |
| ALV | Allianz SE | 0.58% | Equity (Foreign) | DE |
| CBA | Commonwealth Bank of Australia | 0.57% | Equity (Foreign) | AU |
| — | Recruit Holdings Co Ltd | 0.51% | Equity (Foreign) | JP |
| — | Advantest Corp | 0.49% | Equity (Foreign) | JP |
| — | Sony Group Corp | 0.47% | Equity (Foreign) | JP |
| UBSG | UBS Group AG | 0.46% | Equity (Foreign) | CH |
| — | Sumitomo Mitsui Financial Group Inc | 0.45% | Equity (Foreign) | JP |
| BBVA | Banco Bilbao Vizcaya Argentaria SA | 0.45% | Equity (Foreign) | ES |
| — | Tokyo Electron Ltd | 0.44% | Equity (Foreign) | JP |
| ULVR | Unilever PLC | 0.43% | Equity (Foreign) | GB |
| NOVOB | Novo Nordisk A/S | 0.39% | Equity (Foreign) | DK |
| BMO | Bank of Montreal | 0.37% | Equity (Foreign) | CA |
| UCG | UniCredit SpA | 0.37% | Equity (Foreign) | IT |
| DBS | DBS Group Holdings Ltd | 0.37% | Equity (Foreign) | SG |
| — | Mizuho Financial Group Inc | 0.36% | Equity (Foreign) | JP |
| BNS | Bank of Nova Scotia/The | 0.36% | Equity (Foreign) | CA |
| ZURN | Zurich Insurance Group AG | 0.35% | Equity (Foreign) | CH |
| — | China Construction Bank Corp | 0.35% | Equity (Foreign) | CN |
| — | SoftBank Group Corp | 0.34% | Equity (Foreign) | JP |
| CM | Canadian Imperial Bank of Commerce | 0.33% | Equity (Foreign) | CA |
| ISP | Intesa Sanpaolo SpA | 0.32% | Equity (Foreign) | IT |
| — | SAMSUNG ELECTRONICS-PREF | 0.32% | Equity (Foreign) | KR |
| GSK | GSK PLC | 0.32% | Equity (Foreign) | GB |
| DTE | Deutsche Telekom AG | 0.31% | Equity (Foreign) | DE |
| — | Kioxia Holdings Corp | 0.30% | Equity (Foreign) | JP |
| — | Keyence Corp | 0.30% | Equity (Foreign) | JP |
| — | AIA Group Ltd | 0.30% | Equity (US) | — |
| BNP | BNP Paribas SA | 0.30% | Equity (Foreign) | FR |
| — | Tokio Marine Holdings Inc | 0.30% | Equity (Foreign) | JP |
| INGA | ING Groep NV | 0.30% | Equity (Foreign) | NL |
| AEM | Agnico Eagle Mines Ltd | 0.30% | Equity (Foreign) | CA |
| — | Delta Electronics Inc | 0.30% | Equity (Foreign) | TW |
| — | Hon Hai Precision Industry Co Ltd | 0.29% | Equity (Foreign) | TW |
| SAN | Sanofi SA | 0.28% | Equity (Foreign) | FR |
Geographic Breakdown
Non-Equity Breakdown
VANGUARD ESG INTERNATIONAL STOCK ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$6.65B
· 6609 total positions
· equity 99.09%
· non-equity 1.54%
Non-equity holdings
— 20 positions,
1.54% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.48% | $98.3M | 2 |
| Derivative (equity) | 0.06% | $3.9M | 2 |
| Derivative (FX) | -0.00% | $-38032 | 16 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.02% | -4.09% | 7.89% | -0.27% | 3.47% | 3.88% | 1.82% |
| Feb | 0.02% | -4.18% | -5.22% | 1.93% | 2.63% | 4.37% | -0.07% |
| Mar | -0.94% | 0.81% | 1.41% | 1.45% | -1.11% | -7.79% | -1.03% |
| Apr | 1.35% | -7.64% | 1.31% | -3.07% | 2.71% | 7.21% | 0.31% |
| May | 2.08% | 1.11% | -2.73% | 4.02% | 5.21% | 5.47% | 2.53% |
| Jun | -1.77% | -7.89% | 1.26% | -1.51% | 1.80% | -0.35% | -1.41% |
| Jul | -1.40% | 3.77% | 3.59% | 2.93% | -1.08% | -1.49% | 1.05% |
| Aug | 1.19% | -4.59% | -3.41% | 5.19% | 4.46% | 3.43% | 1.05% |
| Sep | -5.16% | -9.37% | -4.40% | 3.40% | 3.61% | -1.70% | -2.27% |
| Oct | 2.56% | 1.69% | -2.27% | -3.86% | 0.76% | -2.51%* | -0.60% |
| Nov | -4.95% | 11.94% | 7.70% | -0.25% | 0.30% | -- | 2.95% |
| Dec | 2.31% | -3.74% | 3.29% | -3.88% | 1.72% | -- | -0.06% |
| Total | -4.95% | -21.65% | 7.61% | 5.69% | 27.14% | 9.99% | 3.97% |
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: $80.47
SMA 50: $81.94
SMA 200: $78.97
Current: $78.40
EMA 12: $79.71
EMA 26: $80.55
MACD: -0.8430 | Signal: -0.1427
BEARISH
ADX (14): 21.40
WEAK TREND
+DI: 17.91
−DI: 37.09
Momentum Oscillators
RSI (14): 36.84
NEUTRAL
Stoch %K: 20.10
Stoch %D: 18.61
Williams %R: -96.39
Volume & Volatility
BB Upper: $82.80
BB Lower: $78.14
NEUTRAL
OBV: 5,204,111
Vol SMA 20: 178,918
Vol ROC: 23.10%
ATR: $0.98
True Range: $1.54
HV 20: 14.0%
HV 30: 15.2%
HV 60: 15.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers:
- Bullish MACD signal
- Neutral RSI reading
- Range-bound price action around Bollinger Bands
Primary risks:
- Above-average volatility and beta
- Market correlation suggests potential for amplified moves
Investment thesis:
VSGX is trading in a range, with neutral momentum indicators. While the bullish MACD signal suggests potential for an upside breakout, the stock's above-average volatility and beta pose risks. We recommend monitoring the stock's price action around the Bollinger Bands and assessing market sentiment before making investment decisions.
Recent news sentiment impact:
The recent headlines are neutral, which aligns with our overall assessment of VSGX's technical signals. The lack of significant news events or catalysts has contributed to the stock's range-bound behavior.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Range-bound, Medium-term (1-3 months): Uptrend, Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Lower Bollinger Band: $80.69
- Upper Bollinger Band: $84.75
- SMA 20: $82.72
- SMA 50: $81.58
Momentum Signals: RSI (14) reading: 59.22 (neutral) MACD signal: Bullish, with a MACD value of 0.73 and Signal line at 0.06 Bollinger Bands position: Neutral, indicating range-bound price action
Volume Analysis:
- Volume SMA 20: 152162.59
- On-Balance Volume (OBV): 5142473.58
- Volume Rate of Change: -17.52%
News & Sentiment Analysis
Recent Headlines Summary:
Two neutral news headlines, focusing on market commentary and general investing themes.
Sentiment Assessment:
Neutral sentiment dominates, aligning with the stock's range-bound price action.
Catalyst Identification:
No significant catalysts or events have recently impacted VSGX's price action.
Market Narrative:
The market narrative is neutral, with no clear trend or directional bias.
Risk & Volatility Assessment
Beta Interpretation:
Above-average volatility and beta (1.19), suggesting potential for amplified moves.
Volatility Regime:
Current volatility levels are higher than historical averages, indicating increased risk.
Options Market Signals: IV Rank: 10.4% (Low - shows if volatility is historically high/low) Current IV: 24.9% Expected Move: $2.97 (22 DTE), 7-DTE: $2.97 Volume Flow: 0 calls vs 0 puts Open Interest: 0 calls vs 0 puts Put/Call Volume Ratio: 0.00 (Neutral sentiment) Put/Call OI Ratio: 0.00
Downside Protection:
Support levels and risk management considerations are key to navigating VSGX's above-average volatility.
Market Context & Positioning
Sector Performance: VSGX is outperforming its sector peers, indicating potential for continued upside.
Institutional Activity: Volume patterns suggest institutional interest, but no clear directional bias.
Correlation Analysis:
VSGX moves in line with market expectations (R-squared interpretation), suggesting potential for amplified moves.
Relative Valuation: The stock's relative valuation is neutral, as it trades within a range around its historical averages.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band: $80.69
- Upper Bollinger Band: $84.75
Breakout/Breakdown Levels:
- SMA 20: $82.72
- SMA 50: $81.58
Time-Sensitive Catalysts: No immediate catalysts or events are expected to impact VSGX's price action.
Risk Management: Stop-loss levels and position sizing considerations should focus on the stock's above-average volatility and beta.
By analyzing the technical indicators, news sentiment, and market context, we believe that VSGX is trading in a range with neutral momentum indicators. The bullish MACD signal suggests potential for an upside breakout, but the stock's above-average volatility and beta pose risks. We recommend monitoring the stock's price action around the Bollinger Bands and assessing market sentiment before making investment decisions.
Generated
News
All VSGX news →
Seeking AlphaT3·59mo ago
VSGX Options Activity & IV Rank
VSGX IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.6%
7-DTE IV: —
Expected Move: $3.40
7-DTE Move: $3.40
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 1
Put OI: 0
P/C OI: —
Total OI: 1
ATM Options Pricing
ATM Call: $2.05
ATM Put: $1.35
Call %: 2.6%
Put %: 1.7%
Chain Summary
Chain Volume: 2
Chain OI: 2
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.
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 22 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 22 · ATM 19.1% / 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)51.8MediumOct 22
Straddle Price (30 DTE)$3.40Oct 22
Beta Analysis
Risk Metrics
Beta: 1.2284
Alpha: -4.89%
Correlation: 0.8295
R-Squared: 68.8%
Stock Volatility: 18.9%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
VSGX 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
241.12K
SI % of Float
0.29%
Days to Cover
1.30
Short Vol Ratio
61.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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