EFAV

iShares MSCI EAFE Min Vol Factor ETF

Cboe USUSDETF / FUND DELAYED

94.78

▲ 0.83 (0.88%)

MARKET · —

Price

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Open

93.95

Prev close

93.95

Day high

94.70

Day low

94.38

Volume

181.18K

Market cap

—

P/E (TTM)

18.13

52W range

83.37 – 95.13

Trailing performance

Price return · vs SPY

Returnvs SPY

+1.04% +2.4%

+5.23% +1.5%

+2.76% -0.3%

+0.82% -10.2%

YTD

+9.72% -2.6%

+9.73% -10.3%

+42.47% -31.7%

— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Top holdings

10 shown · by weight

Symbol	Name	Weight
9735.T	SECOM Co Ltd	1.56%
IBE.MC	Iberdrola SA	1.53%
SHEL.L	Shell PLC	1.50%
EQNR.OL	Equinor ASA	1.46%
D05.SI	DBS Group Holdings Ltd	1.45%
ENI.MI	Eni SpA	1.45%
4502.T	Takeda Pharmaceutical Co Ltd	1.43%
NOVN.SW	Novartis AG Registered Shares	1.41%
TTE.PA	TotalEnergies SE	1.38%
2388.HK	BOC Hong Kong Holdings Ltd	1.38%

Symbol

Name

Weight

9735.T

SECOM Co Ltd

1.56%

IBE.MC

Iberdrola SA

1.53%

SHEL.L

Shell PLC

1.50%

EQNR.OL

Equinor ASA

1.46%

D05.SI

DBS Group Holdings Ltd

1.45%

ENI.MI

Eni SpA

1.45%

4502.T

Takeda Pharmaceutical Co Ltd

1.43%

NOVN.SW

Novartis AG Registered Shares

1.41%

TTE.PA

TotalEnergies SE

1.38%

2388.HK

BOC Hong Kong Holdings Ltd

1.38%

Sector exposure

Fund weightings

Financial services

19.92%

Industrials

15.77%

Consumer defensive

12.30%

Healthcare

11.76%

Communication services

8.98%

Utilities

8.62%

Energy

8.52%

Consumer cyclical

5.15%

Technology

4.56%

Real estate

2.88%

Basic materials

1.55%

Fund profile

As reported

Fund familyiShares

CategoryForeign Large Blend

Legal typeExchange Traded Fund

Expense ratio0.20%

Turnover24.0%

Total net assets$43.03M

Unusual options activity

Account required

Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.

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Contracts trading at or above their open interest, ranked by notional and where the print landed.

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Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

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Fundamentals

TTM · reported

Market cap—

Enterprise value—

Revenue (TTM)—

Gross profit—

EBITDA—

Net income—

EPS (TTM)—

Free cash flow—

Total cash—

Total debt—

Book value / share—

Shares outstanding—

Float—

Short % of float—

Dividend yield—

Beta (5Y)—

Valuation & profitability ratios

Account required

Trailing P/E18.13

Forward P/E—

PEG ratio—

Price / sales—

Price / book—

EV / revenue—

EV / EBITDA—

Gross margin—

Operating margin—

Profit margin—

Return on equity—

Return on assets—

Debt / equity—

Current ratio—

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Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

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Options analytics

Account required

Put / call volume

0.03

Call-heavy session

Put / call open interest

0.88

Positioning, not flow

Max pain

87.00

-8.1% from spot

ATM implied vol

30.9%

Nearest strike to spot

Skew (10% OTM)

+55.2%

Puts bid over calls

Call volume

Contracts, this expiry

Put volume

Contracts, this expiry

Heaviest call OI

90.00

5 contracts

Heaviest put OI

78.00

2 contracts

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

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Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

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Analyst targets & ownership

Account required

Mean target—

High target—

Low target—

Implied upside—

Analyst count—

Consensus—

Strong buy / Buy— / —

Hold—

Sell / Strong sell— / —

Held by insiders—

Held by institutions—

Institutions holding—

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Price targets, consensus spread, insider and institutional ownership.

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Moving averages & technicals

Computed from 2Y daily closes

SMA 10

93.64

+1.22% from price

SMA 20

93.30

+1.43% from price

SMA 50

90.79

+4.23% from price

SMA 100

91.12

+4.02% from price

SMA 200

89.82

+5.36% from price

EMA 12

93.56

+1.31% from price

EMA 26

92.70

+2.24% from price

EMA 50

91.81

+3.24% from price

RSI (14)

66.8

Neutral

MACD (12,26,9)

0.86

Hist -0.01

ATR (14)

0.66

0.70% of price

Realised vol 30D

9.5%

Annualised

Bollinger upper

94.68

20, 2σ

Bollinger lower

91.91

20, 2σ

50 / 200 cross

Golden

90.79 vs 89.82

Trend bias

Above 200

+5.36%

Options chain

Account required

ExpirySpot 94.78

Calls

Strike	Last	Bid	Ask	Vol	OI	IV
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%

Puts

Strike	Last	Bid	Ask	Vol	OI	IV
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%

Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

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Risk profile

Daily returns · 1Y window

Beta vs SPY

0.34

Less volatile than market

Correlation to SPY

0.40

Loosely linked

Realised vol 30D

9.5%

Annualised

Market vol 1Y

12.9%

SPY, annualised

Max drawdown 1Y

-8.4%

Peak to trough

Max drawdown 5Y

-29.3%

Peak to trough

ATR 14

0.66

0.70% of price

Beta (reported)

—

5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.

Quote log

CONNECTING

TimePriceVol +

Delayed quote polls, not exchange time & sales. Each row is a price change we received; Vol + is the rise in session volume since the previous row, not the size of one trade.

Ranges

Day

94.3894.70

52 week

83.3795.13

Volume181.18K

Avg volume513.30K

Rel. volume0.35×

Profile

Sector—

Industry—

Employees—

Headquarters—

The fund generally will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index measures the performance of international equity securities that in the aggregate …

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