Direxion All-Cap Insider Sentiment
ALTAR
Score™
0.0% info Recommen-
dation
AVOID
2019E    2020E
P/E
ratio
0.0x P/Sales
ratio
0.0x
P/BV
ratio
0.0x Div.
yield
0.0%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
Direxion All Cap Insider Sentiment Shares is an exchange-traded fund incorporated in the USA. The Fund seeks daily investment results that closely correspond to the total return of the Sabrient Multi-cap Insider/Analyst Quant-weighted Index.

FUND BASICS
Category US Equities
Fund Sponsor Rafferty Asset Management LLC
Website www.direxionshares.com
Inception date Dec 08, 2011
Assets (mns) $104
Currency USD
Expense ratio 59 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-End Investment Company
Custodian Bank of New York Mellon
Weighting Tiered
Index replication Full
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 100
Wgt avg mkt cap (mns) $0
Large cap (>$10bn) 0.0%
Mid cap ($2-10bn) 0.0%
Small cap (<$2bn) 0.0%
Developed mkts 0.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
FS INVESTMENT CORP 2.8 %
ABBVIE INC 2.7 %
PRUDENTIAL FINANCIAL INC 2.5 %
BOSTON PRIVATE FINL HOLDING 2.5 %
ALLSTATE CORP 2.4 %
STATE STREET CORP 2.4 %
PULTE HOMES INC 2.2 %
PHILLIPS 66 2.2 %
SIGNET JEWELERS LIMITED 2.2 %
DOMINION RESOURCES INC/VA 2.2 %
Total 24.1 %

TOP COUNTRY EXPOSURE
0.0 %











HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru November 30)
Year-to-date 1 year 5 years 10 years Since Incep.
18.2% 3.4% 6.8% -- 12.2%

Market Correlations
versus... Beta R-squared
S&P500 1.13 83%
MSCI EAFE 1.01 55%
MSCI Emg. Mkts. 0.67 39%

Technical Indicators
Recent close $38.63
30d moving avg. $38.59
Annualized volatility 15.0%
Short interest (ETF) 0.0%
Short interest (Underlying) 4.5%
Relative strength (RSI) 53

Liquidity measures
Avg. volume (thou.) 13
Turnover 0.5%
Bid/Ask (% of price) 0.14%
ADV underlying (mns) $0

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 20 potential alternatives to the Direxion All-Cap Insider Sentiment ETF based on the alternatives' overlap in portfolio holdings with KNOW. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: KNOW Expense: 59 bp ALTAR Score™: 0.0%


ALTERNATIVE ETFs BASED ON OVERLAP WITH KNOW
Ticker Fund
Name
Overlap1
vs KNOW
(%)
Expense
ratio
(bp)
Savings
vs KNOW
(bp)
ALTAR
Score™
(%)
ALTAR
vs KNOW
(%)
PXLG Invesco Fundamental Pure Large Growth 12.0 35 24 8.1 +8.1
DGRW WisdomTree US Dividend Growth 11.7 28 31 6.8 +6.8
RYF Invesco S&P Equal Weight Financials 11.4 40 19 7.4 +7.4
FLAG Forensic Accounting 11.2 152 -93 8.4 +8.4
ESGS Columbia Sustainable U.S. Equity Income 11.1 35 24 8.3 +8.3
QVM Arrow Investments Trust QVM Equity Factor 10.8 65 -6 8.3 +8.3
QDIV Global X S&P 500 Quality Dividend 10.8 20 39 7.1 +7.1
RPV Invesco S&P 500 Pure Value ETF 10.7 35 24 9.8 +9.8
FEX First Trust Large Cap Core Alphadex 10.5 61 -2 6.4 +6.4
RBUS Nationwide Risk-Based U.S. Equity 10.5 30 29 6.1 +6.1
PQLC PGIM QMA Strategic Alpha Large-Cap Core 10.4 17 42 7.0 +7.0
QSY WisdomTree U.S. Quality Shareholder Yield 10.4 38 21 7.0 +7.0
RSP Invesco S&P 500 Equal Weight 10.3 20 39 6.8 +6.8
ACSI American Customer Satisfaction Core Alpha 10.2 66 -7 7.8 +7.8
PLC Principal U.S. Large-Cap Multi-Factor Core Index 10.2 15 44 5.6 +5.6
MMTM SPDR S&P1500 Momentum Tilt 10.1 12 47 5.4 +5.4
VALQ American Century STOXX U.S. Quality Value 10.0 29 30 8.0 +8.0
FLQL Franklin LibertyQ U.S. Equity 10.0 15 44 6.9 +6.9
TPLC Timothy Plan US Large Cap Core 10.0 52 7 5.6 +5.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity 9.9 9 50 6.1 +6.1

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2014 2015 2016 2017 2018 2019E 2020E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2018 2019E 2020E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
Direxion All-Cap Insider Sentiment
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

AVOID

Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may not be relevant.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 0.0 %
Divided by: Fwd. P/BV 0.0 x
Less: Expense ratio 59 bp
Equals: ALTAR Score 0.0 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.