WBI Power Factor High Dividend ETF
Ticker
WBIY
ISIN
US00400R858
Price
USD 31.19
Change Today
+0.01 / 0.029 %
Price 1 year ago
26.74 / 16.637 %
Morningstar
2
52 Week Low
27.04
52 Week High
32.67
200 Day Moving Average 29.73
29.73
50-day Moving Average
31.40
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.23 |
| Sortino Ratio | -0.35 |
| Maximum Drawdown | -1.2% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -9.32 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.20 |
| Volatility | 3.07% |
| Alpha | +17.65 |
| Beta | None |
| R Squared | +81.96 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.529% |
| Average Annual Volatility | 23.372% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.44 |
| Maximum Drawdown | -49.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.21 |
Company information
Summary
The investment seeks to provide investment results that correspond to the price and yield of its underlying index, the Solactive Power Factor ® High Dividend Index. Under normal circumstances the fund will invest at least 80% of its total assets in the securities of the underlying index. The underlying index is designed to select securities from the Solactive US Broad Market Index that exhibit certain yield and fundamental value characteristics. The parent index includes large, mid- and small-cap securities listed in the U.S., including approximately the 3,000 largest U.S. companies that are selected and weighted according to free float market capitalization.
Market
US
Category
Mid-Cap Value
Expense Ratio
0.70%
Fund family
WBI Investments
Morningstar
2
Yield
0.0508
Exchange
PCX
| Sector | Weight |
|---|---|
| Consumer cyclical | 25.93% |
| Financial services | 20.08% |
| Energy | 16.84% |
| Communication services | 10.57% |
| Basic materials | 9.73% |
| Utilities | 6.19% |
| Healthcare | 6.09% |
| Industrials | 4.36% |
| Technology | 3.00% |
| Consumer defensive | 1.25% |
| Realestate | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| IBM | International Business Machines Corp | 5.97% |
| PM | Philip Morris International Inc | 5.83% |
| ABBV | AbbVie Inc | 5.69% |
| IP | International Paper Co | 5.2% |
| GILD | Gilead Sciences Inc | 5.03% |
| PFE | Pfizer Inc | 4.82% |
| MO | Altria Group Inc | 4.68% |
| VZ | Verizon Communications Inc | 4.67% |
| KMI | Kinder Morgan Inc Class P | 4.6% |
| DOW | Dow Inc | 4.58% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CNRG | SPDR Kensho Clean Power ETF | US78468R655 | PCX | 0.45% | 5 | +29.87 | -- |
| FR0010376996.PA | Amplégest Pricing Power AD | PSX | 5 | ||||
| IJAN | Innovator International Developed Power Buffer ETF - January | CE7N7G6B5IG | PCX | 0.85% | 4 | +9.91 | -- |
| KJAN | Innovator U.S. Small Cap Power Buffer ETF - January | US45782C516 | BTS | 0.79% | 4 | +7.19 | -- |
| PDEC | Innovator U.S. Equity Power Buffer ETF - December | US45782C540 | BTS | 0.79% | 4 | +2.91 | -- |
| PFEB | Innovator U.S. Equity Power Buffer ETF - February | US45782C417 | BTS | 0.79% | 4 | +1.50 | -- |
| PJAN | Innovator U.S. Equity Power Buffer ETF - January | US45782C573 | BTS | 0.79% | 4 | +4.76 | -- |
| PJUL | Innovator S&P 500 Power Buffer ETF — July | US45782C813 | BTS | 0.79% | 4 | +5.27 | -- |
| PNOV | Innovator U.S. Equity Power Buffer ETF - November | US45782C573 | BTS | 0.79% | 4 | +7.22 | -- |
| POCT | Innovator S&P 500 Power Buffer ETF - October | US45782C797 | BTS | 0.79% | 5 | +5.96 | -- |
| PSEP | Innovator S&P 500 Power Buffer ETF - September | US45782C656 | BTS | 0.79% | 4 | +4.60 | -- |
| WOMN | Impact Shares YWCA Women's Empowerment ETF | US45259A100 | PCX | 0.75% | 5 | -0.40 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.