TAX

TAX
NasdaqGMUSDETF / FUND DELAYED
Last price
31.55
▼ 0.36 (1.13%)
MARKET ·

Price

1D H L Range Vol
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
Prev close
31.91
Day high
31.55
Day low
31.55
Volume
81
Market cap
P/E (TTM)
21.22
52W range
26.30 – 32.20

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-2.02% -0.7%
1M
+3.75% +0.0%
3M
+6.42% +3.3%
6M
+8.83% -2.2%
YTD
+11.08% -1.2%
1Y
+18.54% -1.5%
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
AMD Advanced Micro Devices Inc 1.83%
RVMD Revolution Medicines Inc Ordinary Shares 1.80%
FLEX Flex Ltd 1.64%
VSAT Viasat Inc 1.57%
TWLO Twilio Inc Class A 1.53%
STRL Sterling Infrastructure Inc 1.50%
JAZZ Jazz Pharmaceuticals PLC 1.46%
ROIV Roivant Sciences Ltd Ordinary Shares 1.46%
FIX Comfort Systems USA Inc 1.39%
FFIV F5 Inc 1.36%

Sector exposure

Fund weightings
Healthcare
21.14%
Industrials
21.05%
Technology
18.71%
Consumer cyclical
13.41%
Financial services
9.19%
Communication services
5.96%
Consumer defensive
5.86%
Real estate
2.43%
Basic materials
1.37%
Utilities
0.88%

Fund profile

As reported
Fund familyCambria
CategoryMid-Cap Blend
Legal typeExchange Traded Fund
Expense ratio0.54%
Turnover0.0%
Total net assets$23.21M

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 TAX 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/E21.22
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
31.86
-0.96% from price
SMA 20
31.49
+0.18% from price
SMA 50
31.11
+1.43% from price
SMA 100
30.31
+4.08% from price
SMA 200
29.38
+7.38% from price
EMA 12
31.66
-0.34% from price
EMA 26
31.43
+0.37% from price
EMA 50
31.08
+1.53% from price
RSI (14)
52.4
Neutral
MACD (12,26,9)
0.22
Hist -0.05
ATR (14)
0.23
0.74% of price
Realised vol 30D
13.7%
Annualised
Bollinger upper
32.66
20, 2σ
Bollinger lower
30.33
20, 2σ
50 / 200 cross
Golden
31.11 vs 29.38
Trend bias
Above 200
+7.38%

Options chain

Account required
ExpirySpot 31.55
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
1.12
More volatile than market
Correlation to SPY
0.87
Moves with the index
Realised vol 30D
13.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-11.0%
Peak to trough
Max drawdown 5Y
-18.8%
Peak to trough
ATR 14
0.23
0.74% 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.