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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 49.04 | 49.04 | 0.00 |
Shares | 50.82 | 54.30 | 3.48 |
Other | 0.13 | 0.13 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 17.84 | 20.70 |
Price to Book | 3.49 | 3.98 |
Price to Sales | 2.18 | 2.68 |
Price to Cash Flow | 12.82 | 14.05 |
Dividend Yield | 1.77 | 1.68 |
5 Years Earnings Growth | 11.82 | 11.35 |
Name | Net % | Category Average |
---|---|---|
Technology | 28.11 | 29.33 |
Healthcare | 13.40 | 13.80 |
Financial Services | 12.36 | 12.55 |
Consumer Cyclical | 10.85 | 10.09 |
Communication Services | 8.87 | 7.27 |
Industrials | 8.16 | 9.35 |
Consumer Defensive | 6.52 | 7.22 |
Energy | 4.72 | 3.58 |
Utilities | 2.41 | 3.38 |
Real Estate | 2.37 | 1.68 |
Basic Materials | 2.21 | 1.75 |
Number of long holdings: 9
Number of short holdings: 8
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Option on S&P 500 PR | - | 16.49 | - | - | |
Option on S&P 500 PR | - | 16.26 | - | - | |
Option on S&P 500 PR | - | 10.16 | - | - | |
Option on S&P 500 PR | - | 8.80 | - | - | |
Option on S&P 500 PR | - | 1.89 | - | - | |
Option on S&P 500 PR | - | 0.69 | - | - | |
ishares S&P 500 | US4642872000 | 0.03 | 572.57 | -0.20% |
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