OMFS

Invesco Russell 2000 Dynamic Multifactor ETF
Cboe USUSDETF / FUND DELAYED
Last price
53.21
▲ 0.46 (0.87%)
MARKET ·

Price

Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
52.75
Prev close
52.75
Day high
53.28
Day low
52.92
Volume
7.68K
Market cap
P/E (TTM)
18.38
52W range
40.69 – 54.19

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-1.44% -0.1%
1M
+1.75% -2.0%
3M
+5.93% +2.8%
6M
+10.43% -0.6%
YTD
+19.65% +7.4%
1Y
+28.43% +8.4%
3Y
+47.60% -26.6%
5Y

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
SymbolNameWeight
CTRE CareTrust REIT Inc 1.78%
FCFS FirstCash Holdings Inc 1.41%
MYRG MYR Group Inc 1.25%
TRNO Terreno Realty Corp 1.22%
EAT Brinker International Inc 1.15%
SSRM.TO SSR Mining Inc 1.04%
SLAB Silicon Laboratories Inc 1.02%
YOU Clear Secure Inc Ordinary Shares Class A 0.98%
KRYS Krystal Biotech Inc 0.98%
PIPR Piper Sandler Cos 0.94%

Sector exposure

Fund weightings
Financial services
28.27%
Healthcare
14.61%
Technology
13.11%
Real estate
12.88%
Industrials
9.85%
Consumer cyclical
9.11%
Energy
3.78%
Basic materials
3.31%
Consumer defensive
3.27%
Communication services
1.16%
Utilities
0.65%

Fund profile

As reported
Fund familyInvesco
CategorySmall Blend
Legal typeExchange Traded Fund
Expense ratio0.39%
Turnover65.0%
Total net assets$3.28M

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 OMFS 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/E18.38
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
53.41
-0.37% from price
SMA 20
53.18
+0.05% from price
SMA 50
52.85
+0.68% from price
SMA 100
51.16
+4.02% from price
SMA 200
48.43
+9.86% from price
EMA 12
53.29
-0.14% from price
EMA 26
53.10
+0.20% from price
EMA 50
52.56
+1.23% from price
RSI (14)
51.3
Neutral
MACD (12,26,9)
0.18
Hist -0.07
ATR (14)
0.48
0.90% of price
Realised vol 30D
12.4%
Annualised
Bollinger upper
54.21
20, 2σ
Bollinger lower
52.16
20, 2σ
50 / 200 cross
Golden
52.85 vs 48.43
Trend bias
Above 200
+9.86%

Options chain

Account required
ExpirySpot 53.21
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
1.02
More volatile than market
Correlation to SPY
0.76
Moves with the index
Realised vol 30D
12.4%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-9.4%
Peak to trough
Max drawdown 5Y
-30.3%
Peak to trough
ATR 14
0.48
0.90% 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.