SIZ U.S. Market Neutral Size Fund
- Issuer: QuantShares
- Structure: ETF
- Expense Ratio: 1.49%
- ETF Home Page: Home page
- Inception: Sep 07, 2011
- Tax Form: 1099
- Tracks This Index: Dow Jones U.S. Thematic Market Neutral Total Return Size Index
- 52 Week Lo: $20.07
- 52 Week Hi: $24.67
- AUM: $2.1 M
- Shares: 0.1 M
Alternative ETFs in the Long-Short Category
|Type||Ticker||Expense Ratio||Assets||Avg. Daily Vol||YTD Return|
|Most Liquid (Volume)|
|Top YTD Performer|
The index is equal weighted, dollar neutral and sector neutral. The index rebalances monthly by identifying the lowest capitalization stocks as long positions and highest capitalization stocks as short positions, of approximately equal dollar amounts, within each sector.
Realtime Rating Summary
SIZ is a passive ETF that seeks to replicate Dow Jones U.S. Thematic Market Neutral Total Return Size Index. The index is equal weighted, dollar neutral and sector neutral. The index rebalances monthly by identifying the lowest capitalization stocks as long positions and highest capitalization stocks as short positions, of approximately equal dollar amounts, within each sector.
The adjacent table gives investors an individual Realtime Rating for SIZ on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Long-Short with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.
SIZ In-Depth Analysis
The following tables and charts contain in-depth metrics for this ETF and compare it to similar peer ETFs within its ETFdb Category.
SIZ HoldingsFilings Data as of: Feb 02, 2016
Top Ten Holdings
Djus Short Sml Size T
Djus Long Sml Size T
GPOR 0.54%Gulfport Energy Corp
CXW 0.52%Corrections Corp of America
BURL 0.52%Burlington Stores Inc
MSM 0.51%MSC Industrial Direct Co Inc
WMT 0.51%Wal-Mart Stores Inc
VSTO 0.51%Vista Outdoor Inc
NEE 0.51%NextEra Energy Inc
WGL 0.50%WGL Holdings Inc
This section compares how balanced and deep this ETF is relative to the peer group ETFdb Category.
SIZ Expenses & Fees
This section compares the cost efficiency of this ETF to peers in the same ETFdb Category.
Expenses Ratio Analysis
Commission Free Trading
This ETF is not currently available for commission free trading on any platforms.
Category Commission Free Trading
There are 2 other ETFs in the Long-Short ETFdb Category that are also eligible for commission free trading:
This section shows how this ETF has performed relative to its peer group ETFdb Category.
The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.
The following chart also includes the option to compare the performance of SIZ relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.
This section shows how the volatility of this ETF compares to the peer group ETFdb Category.
- 20 Day MA: $21.01
- 60 Day MA: $22.15
- MACD 15 Period: -0.33
- MACD 100 Period: -2.39
- Williams % Range 10 Day: 77.27
- Williams % Range 20 Day: 68.39
- RSI 10 Day: 37
- RSI 20 Day: 36
- RSI 30 Day: 35
- Ultimate Oscillator: 35
- Lower Bollinger (10 Day): $20.46
- Upper Bollinger (10 Day): $21.12
- Lower Bollinger (20 Day): $20.15
- Upper Bollinger (20 Day): $21.87
- Lower Bollinger (30 Day): $20.18
- Upper Bollinger (30 Day): $22.34
Support & Resistance
- Support Level 1: n/a
- Support Level 2: $20.56
- Resistance Level 1: n/a
- Resistance Level 2: $20.56
- Stochastic Oscillator %D (1 Day): 39.55
- Stochastic Oscillator %D (5 Day): 45.03
- Stochastic Oscillator %K (1 Day): 44.63
- Stochastic Oscillator %K (5 Day): 62.78
Latest SIZ News
AdvisorShares Rolls Out SectorSAM ETF (SSAM)
Under The Hood Of QuantShares: Q&A With Bill DeRoche
September ETF Roundup: Launches, Filings, and Closures
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