EIGMX

Eaton Vance Glbl Macr Absolute Return I
NasdaqUSDETF / FUND DELAYED
Last price
9.08
▲ 0.01 (0.11%)
MARKET ·

Price

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Open
9.08
Prev close
9.07
Day high
Day low
Volume
Market cap
P/E (TTM)
52W range
8.68 – 9.11

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+0.33% +1.7%
1M
+0.44% -3.3%
3M
+0.89% -2.2%
6M
0.00% -11.1%
YTD
+2.83% -9.5%
1Y
+4.37% -15.6%
3Y
+9.40% -64.8%
5Y

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

Top holdings

1 shown · by weight
SymbolNameWeight
EMB iShares JP Morgan USD Em Mkts Bd ETF 1.49%

Sector exposure

Fund weightings
Financial services
45.29%
Real estate
11.29%
Industrials
7.51%
Energy
6.90%
Utilities
6.13%
Technology
4.96%
Communication services
4.86%
Consumer cyclical
4.71%
Consumer defensive
4.04%
Basic materials
2.85%
Healthcare
1.45%

Fund profile

As reported
Fund familyEaton Vance
CategoryNontraditional Bond
Legal type
Expense ratio1.26%
Turnover
Total net assets

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.
Free account required

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

Free account

5 more panels on EIGMX open with an account.

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

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/E
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
Free account required

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

Options analytics

Account required
Put / call volume
Put / call open interest
Positioning, not flow
Max pain
ATM implied vol
Nearest strike to spot
Skew (10% OTM)
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
Heaviest put OI

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.

Free account required

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

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
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
9.06
+0.22% from price
SMA 20
9.05
+0.38% from price
SMA 50
9.04
+0.47% from price
SMA 100
9.01
+0.79% from price
SMA 200
8.98
+1.15% from price
EMA 12
9.06
+0.23% from price
EMA 26
9.05
+0.36% from price
EMA 50
9.04
+0.49% from price
RSI (14)
68.1
Neutral
MACD (12,26,9)
0.01
Hist 0.00
ATR (14)
0.01
0.06% of price
Realised vol 30D
2.0%
Annualised
Bollinger upper
9.08
20, 2σ
Bollinger lower
9.01
20, 2σ
50 / 200 cross
Golden
9.04 vs 8.98
Trend bias
Above 200
+1.15%

Options chain

Account required
ExpirySpot 9.08
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

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

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.02
Less volatile than market
Correlation to SPY
0.09
Largely independent
Realised vol 30D
2.0%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-2.3%
Peak to trough
Max drawdown 5Y
-10.4%
Peak to trough
ATR 14
0.01
0.06% 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.