Zacks Investment ResearchT3·1d ago
XMLV Invesco S&P MidCap Low Volatility ETF
ETF 64.80 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.
XMLV
$64.80
—
Key stats
$64.80
- 52-Week Range
- $60.96 – $70.21
- YTD
- +3.85%
- IV Rank (30D)
- 99.13
- Straddle Price
- $3.20
- Open
- $65.22
- Day Range
- $64.66 – $65.22
- Volume
- 13,072
- Prev Close
- $64.89
About
Invesco S&P MidCap Low Volatility ETF (XMLV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2013-02-15
- Has Options
- Yes
- Homepage
- https://www.invesco.com/us/etfs
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.25% prospectus, filed Dec 18, 2025
- Assets
- $711M shares × price, Oct 20, 2026
- Trailing yield
- 3.08% paid quarterly
- Average daily volume
- $1.2M 30 sessions
- Holdings
- 82 top 10 are 18.9%
- Listed
- Feb 15, 2013 NYSE Arca
- Tracking difference
- -0.30 pts vs index, after fees, FY 2025
Cost72
Liquidity36
Scale69
Diversification87
Moves with. Value over growth (27% of its variance, beta 0.46); US large-cap stocks (12% of its variance, beta 0.55); Small caps over large (8% of its variance, beta 0.19); Long Treasuries (4% of its variance, beta 0.14). These factors explain 57% of its daily moves over the last year.
Stated objective. The Invesco S&P MidCap Low Volatility ETF (the Fund) seeks to track the investment results (before fees and expenses) of the S&P MidCap 400 Low Volatility Index (the Underlying Index). (from the fund's prospectus)
All 82 holdingsFlow historySimilar fundsOverlap toolAll Low Volatility ETFs
Fund flows
through May 2026SEC filings- May 2026
- −$17M latest reported month
- Latest 3 months
- −$18M −2.5% of assets
- Latest 12 months
- −$140M −19.5% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$17M |
| Apr 2026 | −$84K |
| Mar 2026 | −$751K |
| Feb 2026 | −$24M |
| Jan 2026 | −$21M |
| Dec 2025 | +$3.8M |
| Nov 2025 | −$11M |
| Oct 2025 | −$23M |
| Sep 2025 | −$11M |
| Aug 2025 | −$18M |
| Jul 2025 | −$9.9M |
| Jun 2025 | −$6.8M |
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 | |
|---|---|---|---|---|---|
| REGLProShares S&P MidCap 400 Dividend Aristocrats ETF | 50% | 0.40% | $1.7B | +7.5% | compare |
| HSMVFirst Trust Horizon Managed Volatility Small/Mid ETF | 40% | 0.80% | $5.4M | +1.1% | compare |
| XMVMInvesco S&P MidCap Value with Momentum ETF | 29% | 0.39% | $521M | +23.5% | compare |
| IVOVVanguard S&P Mid-Cap 400 Value ETF | 27% | 0.10% | $1.2B | +11.4% | compare |
| MDYVState Street SPDR S&P 400 Mid Cap Value ETF | 27% | 0.15% | $2.7B | +11.4% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Holdings vs fair value
- +12.6% 48% under, 24% over · 100% covered
- Price / earnings
- 15.3 1% loss-making · 99% covered
- Price / book · sales
- 1.8 · 2.4 revenue growth +5.8%
- Above 200-day average
- 48% 41% above 50-day · by weight
- Short interest
- 5.6% of float, weighted · 5.0 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 45% net selling
- 13F holders
- −1.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 27.5% of weight in 7 days; 69.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.86%
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
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | TXNMTXNM Energy, Inc. | 1.58% | 3.08% | +89.1% |
| Exit | MORNMorningstar, Inc. | 1.25% | — | — |
| New position | CTRECareTrust REIT, Inc. | — | 1.20% | — |
| Exit | USFDUS Foods Holding Corp. | 1.18% | — | — |
| New position | CNOCNO Financial Group, Inc. | — | 1.17% | — |
| Exit | EXPOExponent, Inc. | 1.16% | — | — |
| Exit | FAFFirst American Financial Corp. | 1.13% | — | — |
| New position | CFRCullen/Frost Bankers, Inc. | — | 1.11% | — |
| Exit | PFGCPerformance Food Group Co. | 1.11% | — | — |
| New position | WTSWatts Water Technologies, Inc. | — | 1.11% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.4%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 8 active of 41 with agreements; top 3 did 90%
- Created · redeemed
- $311M · $391M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 7.80% of assets on loan on average; earned 1.1 bp
- Return vs index
- -0.30 pts after fees; -0.02 before; daily s.d. 0.12
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
84
AUM
$710.5M
Provider
Invesco
Inception
2013-02-15
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.25%
Dividend Yield
3.08%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.4984 | CD |
| 2026-06-22 | 2026-06-26 | $0.5062 | CD |
| 2026-03-23 | 2026-03-27 | $0.5663 | CD |
| 2025-12-22 | 2025-12-26 | $0.4266 | CD |
| 2025-09-22 | 2025-09-26 | $0.4462 | CD |
| 2025-06-23 | 2025-06-27 | $0.4052 | CD |
Asset Allocation
Top Holdings
top 50 of 84 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| TXNM | TXNM Energy Inc | 5.44% | Equity (US) | US |
| OGE | OGE Energy Corp | 1.66% | Equity (US) | US |
| IDA | IDACORP Inc | 1.51% | Equity (US) | US |
| ADC | Agree Realty Corp | 1.50% | Equity (US) | US |
| AFG | American Financial Group Inc/OH | 1.47% | Equity (US) | US |
| INGR | Ingredion Inc | 1.47% | Equity (US) | US |
| SWX | Southwest Gas Holdings Inc | 1.45% | Equity (US) | US |
| ELS | Equity LifeStyle Properties Inc | 1.45% | Equity (US) | US |
| EGP | EastGroup Properties Inc | 1.44% | Equity (US) | US |
| NNN | NNN REIT Inc | 1.44% | Equity (US) | US |
| NJR | New Jersey Resources Corp | 1.44% | Equity (US) | US |
| WPC | WP Carey Inc | 1.43% | Equity (US) | US |
| OGS | ONE Gas Inc | 1.43% | Equity (US) | US |
| SR | Spire Inc | 1.42% | Equity (US) | US |
| BRX | Brixmor Property Group Inc | 1.38% | Equity (US) | US |
| THG | Hanover Insurance Group Inc/The | 1.35% | Equity (US) | US |
| NFG | National Fuel Gas Co | 1.35% | Equity (US) | US |
| POR | Portland General Electric Co | 1.34% | Equity (US) | US |
| UGI | UGI Corp | 1.33% | Equity (US) | US |
| OHI | Omega Healthcare Investors Inc | 1.33% | Equity (US) | US |
| CDP | COPT Defense Properties | 1.33% | Equity (US) | US |
| GLPI | Gaming and Leisure Properties Inc | 1.32% | Equity (US) | US |
| STAG | STAG Industrial Inc | 1.32% | Equity (US) | US |
| GGG | Graco Inc | 1.31% | Equity (US) | US |
| KRG | Kite Realty Group Trust | 1.30% | Equity (US) | US |
| WTRG | Essential Utilities Inc | 1.28% | Equity (US) | US |
| CNO | CNO Financial Group Inc | 1.27% | Equity (US) | US |
| BKH | Black Hills Corp | 1.27% | Equity (US) | US |
| FR | First Industrial Realty Trust Inc | 1.25% | Equity (US) | US |
| RNR | RenaissanceRe Holdings Ltd | 1.25% | Equity (Foreign) | BM |
| AMH | American Homes 4 Rent | 1.25% | Equity (US) | US |
| UNM | Unum Group | 1.24% | Equity (US) | US |
| RGA | Reinsurance Group of America Inc | 1.24% | Equity (US) | US |
| NWE | Northwestern Energy Group Inc | 1.23% | Equity (US) | US |
| CBSH | Commerce Bancshares Inc/MO | 1.22% | Equity (US) | US |
| AM | Antero Midstream Corp | 1.22% | Equity (US) | US |
| LAMR | Lamar Advertising Co | 1.20% | Equity (US) | US |
| STWD | Starwood Property Trust Inc | 1.19% | Equity (US) | US |
| HR | Healthcare Realty Trust Inc | 1.19% | Equity (US) | US |
| SEIC | SEI Investments Co | 1.19% | Equity (US) | US |
| DTM | DT Midstream Inc | 1.17% | Equity (US) | US |
| HOMB | Home BancShares Inc/AR | 1.17% | Equity (US) | US |
| UBSI | United Bankshares Inc/WV | 1.14% | Equity (US) | US |
| PRI | Primerica Inc | 1.14% | Equity (US) | US |
| ESNT | Essent Group Ltd | 1.14% | Equity (Foreign) | BM |
| CFR | Cullen/Frost Bankers Inc | 1.14% | Equity (US) | US |
| AHR | American Healthcare REIT Inc | 1.14% | Equity (US) | US |
| CUBE | CubeSmart | 1.13% | Equity (US) | US |
| RS | Reliance Inc | 1.13% | Equity (US) | US |
| IRT | Independence Realty Trust Inc | 1.13% | Equity (US) | US |
Non-Equity Breakdown
Invesco S&P MidCap Low Volatility ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-28)
Net assets:
$716M
· 83 total positions
· equity 99.83%
· non-equity 14.27%
Non-equity holdings
— 3 positions,
14.27% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 14.27% | $102.1M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.75% | -5.64% | 4.22% | -1.29% | 2.28% | 2.44% | 0.63% |
| Feb | 1.72% | -1.73% | -2.20% | 2.02% | 1.26% | 4.34% | 0.90% |
| Mar | 3.58% | 4.85% | -4.64% | 3.51% | -0.95% | -6.35% | 0.00% |
| Apr | 1.81% | -4.66% | 0.02% | -2.94% | -3.16% | 4.66% | -0.71% |
| May | -0.06% | 2.19% | -5.38% | 3.02% | 3.03% | -1.43% | 0.23% |
| Jun | -1.78% | -5.27% | 3.94% | -1.36% | -0.10% | 4.74% | 0.03% |
| Jul | 1.67% | 4.74% | 2.89% | 7.80% | -1.77% | 2.56% | 2.98% |
| Aug | 1.47% | -4.00% | -3.56% | 2.86% | 4.95% | -2.47% | -0.13% |
| Sep | -5.37% | -8.70% | -5.06% | 2.36% | 0.19% | -6.34% | -3.82% |
| Oct | 3.94% | 7.17% | -0.59% | 0.46% | -2.55% | 2.91%* | 1.89% |
| Nov | -2.45% | 6.39% | 4.88% | 7.62% | 3.25% | -- | 3.94% |
| Dec | 8.20% | -3.69% | 2.89% | -6.26% | -1.72% | -- | -0.12% |
| Total | 14.75% | -9.54% | -3.38% | 18.26% | 4.44% | 4.28% | 4.80% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $63.81
SMA 50: $65.81
SMA 200: $65.61
Current: $64.80
EMA 12: $64.25
EMA 26: $64.54
MACD: -0.2893 | Signal: 0.2912
BEARISH
ADX (14): 31.81
TREND
+DI: 28.08
−DI: 24.32
Momentum Oscillators
RSI (14): 52.57
NEUTRAL
Stoch %K: 81.50
Stoch %D: 81.44
Williams %R: -17.07
Volume & Volatility
BB Upper: $64.95
BB Lower: $62.68
NEUTRAL
OBV: -235,627
Vol SMA 20: 22,705
Vol ROC: -25.91%
ATR: $0.64
True Range: $0.56
HV 20: 10.3%
HV 30: 9.3%
HV 60: 8.6%
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
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical indicators suggest a neutral trend, with momentum oscillators indicating oversold conditions.
- Beta analysis shows low volatility, with the stock moving less than the market.
- Recent news headlines are mostly neutral, with no significant catalysts identified.
Primary Risks:
- Continued lack of significant market-moving events or news could lead to stagnation.
- Potential for a short-term bounce if oversold conditions are corrected.
Investment Thesis: XMLV is a low-volatility ETF with a stable trend. The recent dip may be a buying opportunity, but caution is advised due to the neutral sentiment and lack of clear catalysts.
Recent News Sentiment Impact: Neutral news headlines have had little impact on the stock's movement, as it has remained within its established trading range.
Technical Analysis
Trend Direction:
- Short-term: Neutral (1-4 weeks)
- Medium-term: Weak trend (1-3 months)
- Long-term: Uptrend (3-12 months)
Support/Resistance Levels:
- SMA 20: $64.79
- SMA 50: $64.72
- SMA 200: $63.96
Momentum Signals:
- RSI: 36.28 (neutral)
- MACD: -0.33 / Signal: -0.21 / Histogram: -0.12 (bearish)
Volume Analysis:
- Volume SMA 20: 19593.90
- On-Balance Volume (OBV): -18345.86
- Volume Rate of Change: 2.32%
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines with no significant market-moving events or announcements.
Sentiment Assessment: Neutral (positive/negative/neutral)
Catalyst Identification: No immediate catalysts identified, but potential for a short-term bounce if oversold conditions are corrected.
Market Narrative: The recent dip may be a buying opportunity, but caution is advised due to the neutral sentiment and lack of clear catalysts.
Risk & Volatility Assessment
Beta Interpretation: Low volatility (beta: 0.34)
Volatility Regime: Current vs historical volatility levels suggest low volatility.
Options Market Signals: IV rank: 24.0% (Low), Current IV: 19.2%, Expected Move: $2.62 (44 DTE)
Market Context & Positioning
Sector Performance: Neutral performance relative to sector/market.
Institutional Activity: No significant institutional activity signals or volume patterns suggesting institutional interest.
Correlation Analysis: Low correlation with the market (R-squared interpretation).
Relative Valuation: Position within trading range.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $64.79
- SMA 50: $64.72
- SMA 200: $63.96
Breakout/Breakdown Levels: None identified.
Time-Sensitive Catalysts: No immediate catalysts identified, but potential for a short-term bounce if oversold conditions are corrected.
Risk Management: Stop-loss levels and position sizing considerations based on the stock's low volatility.
By following this comprehensive analysis report, investors can make informed decisions about XMLV ETF based on its technical indicators, news sentiment, risk metrics, and market context.
Generated
News
All XMLV news →
Zacks Investment ResearchT3·1d ago
Zacks Investment ResearchT3·5d ago
Zacks Investment ResearchT3·7d ago
Zacks Investment ResearchT3·8d ago
Zacks Investment ResearchT3·9d ago
Zacks Investment ResearchT3·12d ago
Zacks Investment ResearchT3·14d ago
Zacks Investment ResearchT3·21d ago
Zacks Investment ResearchT3·28d ago
Showing 1–10 of 50
Page 1 of 5
XMLV Options Activity & IV Rank
XMLV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 28.1%
7-DTE IV: —
Expected Move: $3.20
7-DTE Move: $3.20
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: $1.65
ATM Put: $1.55
Call %: 2.5%
Put %: 2.4%
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 19.7% / 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)99.1HighOct 21
Straddle Price (30 DTE)$3.20Oct 21
Beta Analysis
Risk Metrics
Beta: 0.1444
Alpha: 0.68%
Correlation: 0.1753
R-Squared: 3.1%
Stock Volatility: 10.5%
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
XMLV Institutional Ownership (13F)
Latest filings — 2026-09-30
? 13F Guide
Diluted shares outstanding: 454,425,000 (as of 2026-06-30)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
17.93K
SI % of Float
0.16%
Days to Cover
1.00
Short Vol Ratio
24.2%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
XMLV Constituent Performance
Click any bar to view the full quote for that stock.
XMLV Constituents (80 of 80)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| TXNM | TXNM Energy Inc | 5.44% | $58.49 | +0.00% | -0.14% | +0.29% |
| OGE | OGE Energy Corp | 1.66% | $47.95 | +0.86% | +0.93% | +7.25% |
| IDA | IDACORP Inc | 1.52% | $138.59 | +0.40% | +1.20% | +7.72% |
| ADC | Agree Realty Corp | 1.50% | $64.49 | -3.86% | -1.66% | -3.92% |
| AFG | American Financial Group Inc/OH | 1.47% | $149.68 | +0.29% | +2.78% | +7.19% |
| INGR | Ingredion Inc | 1.47% | $95.68 | -1.18% | -1.69% | -1.18% |
| SWX | Southwest Gas Holdings Inc | 1.45% | $88.42 | -0.79% | +3.66% | +7.38% |
| ELS | Equity LifeStyle Properties Inc | 1.45% | $59.16 | -4.53% | -0.75% | -0.87% |
| EGP | EastGroup Properties Inc | 1.44% | $203.3 | +1.02% | +4.99% | +0.35% |
| NNN | NNN REIT Inc | 1.44% | $40.72 | -2.09% | -0.20% | -1.48% |
| NJR | New Jersey Resources Corp | 1.44% | $52.1 | +0.15% | +0.44% | -0.23% |
| WPC | WP Carey Inc | 1.43% | $62.57 | -2.52% | -1.56% | -5.90% |
| OGS | ONE Gas Inc | 1.43% | $75.55 | -0.07% | +2.03% | +4.51% |
| SR | Spire Inc | 1.42% | $82.51 | -0.46% | +3.40% | +6.62% |
| BRX | Brixmor Property Group Inc | 1.38% | $27.42 | -1.08% | +1.11% | -0.80% |
| THG | Hanover Insurance Group Inc/The | 1.35% | $231.93 | -0.02% | +2.55% | +6.60% |
| NFG | National Fuel Gas Co | 1.35% | $79.31 | -0.68% | +0.14% | +0.89% |
| POR | Portland General Electric Co | 1.34% | $43.92 | -0.88% | -1.19% | -6.39% |
| UGI | UGI Corp | 1.33% | $38.56 | -0.05% | +3.63% | +5.30% |
| OHI | Omega Healthcare Investors Inc | 1.33% | $44.45 | -2.41% | -1.42% | -3.73% |
| CDP | COPT Defense Properties | 1.33% | $33.09 | -0.66% | -0.39% | -2.01% |
| GLPI | Gaming and Leisure Properties Inc | 1.32% | $38.35 | -2.02% | +0.42% | -2.29% |
| STAG | STAG Industrial Inc | 1.32% | $36.46 | -0.36% | +1.62% | -1.00% |
| GGG | Graco Inc | 1.31% | $81.81 | +0.89% | +1.65% | +4.39% |
| KRG | Kite Realty Group Trust | 1.30% | $24.18 | -1.39% | +0.58% | -2.07% |
| WTRG | Essential Utilities Inc | 1.28% | $40.74 | -0.59% | +2.23% | +1.39% |
| CNO | CNO Financial Group Inc | 1.27% | $55.41 | +1.00% | +3.47% | +2.57% |
| BKH | Black Hills Corp | 1.27% | $78.55 | +1.32% | +2.77% | +11.40% |
| FR | First Industrial Realty Trust Inc | 1.25% | $59.4 | +0.35% | +1.02% | -2.73% |
| RNR | RenaissanceRe Holdings Ltd | 1.25% | $355.07 | +0.21% | +4.58% | +7.99% |
| AMH | American Homes 4 Rent | 1.25% | $30.94 | -0.71% | +0.98% | +0.03% |
| UNM | Unum Group | 1.24% | $93.71 | +0.30% | +2.46% | -0.79% |
| RGA | Reinsurance Group of America Inc | 1.24% | $269.18 | +0.67% | +3.11% | +9.09% |
| NWE | Northwestern Energy Group Inc | 1.23% | $76.1 | +0.94% | +2.16% | +10.77% |
| CBSH | Commerce Bancshares Inc/MO | 1.22% | $55.14 | -0.79% | +1.32% | -0.81% |
| AM | Antero Midstream Corp | 1.22% | $20.75 | +0.88% | -0.05% | -2.95% |
| LAMR | Lamar Advertising Co | 1.20% | $155.08 | +0.81% | +6.53% | +7.53% |
| STWD | Starwood Property Trust Inc | 1.19% | $12.13 | -0.49% | -2.02% | -17.48% |
| HR | Healthcare Realty Trust Inc | 1.19% | $17.24 | -2.93% | +1.17% | -4.01% |
| SEIC | SEI Investments Co | 1.19% | $108.43 | +1.19% | +3.00% | +3.43% |
| DTM | DT Midstream Inc | 1.17% | $124.48 | +1.63% | +0.93% | -1.07% |
| HOMB | Home BancShares Inc/AR | 1.17% | $29.37 | -0.07% | +3.82% | +1.84% |
| UBSI | United Bankshares Inc/WV | 1.14% | $47.18 | +0.08% | +3.06% | +2.08% |
| PRI | Primerica Inc | 1.14% | $284.63 | -0.01% | +2.26% | +3.61% |
| ESNT | Essent Group Ltd | 1.14% | $64.02 | -2.76% | +1.86% | -2.18% |
| CFR | Cullen/Frost Bankers Inc | 1.14% | $155.61 | -0.26% | +2.67% | +0.88% |
| AHR | American Healthcare REIT Inc | 1.14% | $52.86 | -2.76% | +0.84% | +2.24% |
| CUBE | CubeSmart | 1.13% | $38.96 | -0.99% | +3.31% | +2.15% |
| RS | Reliance Inc | 1.13% | $421.07 | +0.91% | +3.44% | +9.47% |
| IRT | Independence Realty Trust Inc | 1.13% | $14.82 | -0.20% | +1.16% | +1.65% |