SAMM

Strategas Macro Momentum ETF
NYSEArcaUSDETF / FUND DELAYED
Last price
32.77
▲ 0.34 (1.04%)
MARKET ·

Price

1D H L Range Vol
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
Prev close
32.43
Day high
32.80
Day low
32.73
Volume
3.69K
Market cap
P/E (TTM)
23.12
52W range
27.08 – 34.15

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+0.78% +2.1%
1M
+3.79% +0.1%
3M
+4.05% +1.0%
6M
+5.26% -5.8%
YTD
+8.92% -3.4%
1Y
+21.57% +1.6%
3Y
-74.2%
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
CSX CSX Corp 4.42%
OVV Ovintiv Inc 3.96%
VIK Viking Holdings Ltd 3.75%
ASML ASML Holding NV ADR 3.75%
APA APA Corp 3.65%
FTI TechnipFMC PLC 3.54%
DINO HF Sinclair Corp 3.41%
MAR Marriott International Inc Class A 3.40%
KEYS Keysight Technologies Inc 3.32%
BPOP Popular Inc 3.22%

Sector exposure

Fund weightings
Technology
19.43%
Financial services
17.37%
Industrials
15.03%
Energy
14.76%
Healthcare
12.96%
Consumer cyclical
7.26%
Real estate
5.71%
Utilities
3.01%
Consumer defensive
2.28%
Communication services
2.20%

Fund profile

As reported
Fund familyStrategas Asset Management, LLC
CategoryLarge Blend
Legal typeExchange Traded Fund
Expense ratio0.65%
Turnover233.0%
Total net assets$69.99M

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 SAMM 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/E23.12
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
32.34
+1.31% from price
SMA 20
31.54
+3.89% from price
SMA 50
31.75
+3.20% from price
SMA 100
31.77
+3.14% from price
SMA 200
31.07
+5.44% from price
EMA 12
32.20
+1.77% from price
EMA 26
31.85
+2.89% from price
EMA 50
31.74
+3.23% from price
RSI (14)
59.3
Neutral
MACD (12,26,9)
0.35
Hist 0.17
ATR (14)
0.45
1.38% of price
Realised vol 30D
22.0%
Annualised
Bollinger upper
33.40
20, 2σ
Bollinger lower
29.68
20, 2σ
50 / 200 cross
Golden
31.75 vs 31.07
Trend bias
Above 200
+5.44%

Options chain

Account required
ExpirySpot 32.77
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
1.24
More volatile than market
Correlation to SPY
0.80
Moves with the index
Realised vol 30D
22.0%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-13.0%
Peak to trough
Max drawdown 5Y
-24.6%
Peak to trough
ATR 14
0.45
1.38% 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.