![]() ![]() A high IV Percentile means the current IV is at a higher level than for most of the past year. IV Percentile: The percentage of days with IV closing below the current IV value over the prior 1-year.Historical Volatility is a measurement of how fast the underlying security has been changing in price back in time. 30-Day Historical Volatility: The average deviation from the average price over the last 30 days.IV is a forward looking prediction of the likelihood of price change of the underlying asset, with a higher IV signifying that the market expects significant price movement, and a lower IV signifying the market expects the underlying asset price to remain within the current trading range. Implied Volatility: The average implied volatility (IV) of the nearest monthly options contract that is 30-days or more out.Highlights important summary options statistics to provide a forward looking indication of investors' sentiment. Sectors: Links to the Industry Groups and/or SIC codes in which the ETF is found.Most Recent Dividend: The most recent dividend paid and the most recent dividend date.Yield is the amount of dividends paid per share, divided by the closing price. The dividend rate is the portion of a company's profit paid to shareholders, quoted as the dollar amount each share receives (dividends per share). Annual Dividend & Yield: The annual dividend rate (trailing twleve months) and yield, calculated from the latest dividend.Companies with negative earnings receive an "NE." ![]() Price/Earnings: Latest closing price divided by the earnings-per-share based on the trailing 12 months.Price/Book: A financial ratio used to compare a company's current market price to its book value.It is based on a 60-month historical regression of the return on the stock onto the return on the S&P 500. 60-Month Beta: Coefficient that measures the volatility of a stock's returns relative to the market (S&P 500).Shares Outstanding: Common shares outstanding as reported by the company on the 10-Q or 10-K.For example, a publicly held company with 10 million shares outstanding that trade at $10 each would have a market capitalization of $100 million. It is computed by multiplying the market price by the number of outstanding shares. Market Capitalization: capitalization or market value of a stock is simply the market value of all outstanding shares.Assets Under Management: The total amount of assets ($K) the ETF controls.Fund Family: Links to the managing fund family's website.Fund Basicsįor ETFs, this section includes key statistics on the fund, with a link to see more. Click the "See More" link to see the full Performance Report page with expanded historical information. This section shows the Highs and Lows over the past 1, 3 and 12-Month periods. Thus, Weighted Alpha is a measure of one-year growth with an emphasis on the most recent price activity.Ī thumbnail of a daily chart is provided, with a link to open and customize a full-sized chart. Barchart takes this Alpha and weights this, assigning more weight to recent activity, and less (0.5 factor) to activity at the beginning of the period. Weighted Alpha: A measure of how much a stock or commodity has risen or fallen over a one-year period.Average Volume: The average number of shares traded over the last 20 days. ![]()
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