Hot answers tagged etf
^GSPC is a price index, not a total return index, so it does not include dividends. SPY is an ETF that holds the underlying stocks. When it receives a dividend it keeps it in a cash account (which of course affects the NAV and market value of SPY shares) until the end of the quarter. At that time (on the 3d friday of Mar Jun Sep or Dec) it will pay out the ...
There are plenty of sites you can get this information from. etfdb.com and etf.com are two of the bigger ones. See this for an example: http://etfdb.com/etfdb-category/europe-equities/ http://etfdb.com/tool/etf-stock-exposure-tool/
Firstly, Volume doesn't equal movement. The best thing is to look at what it represents. SHV is the iShares Short Treasury Bond ETF. This means it tracks short-term treasury bonds. Many forms of balanced portfolios require some portion of funds in bonds. This ETV is an easy vehicle to get fractional exposure to bonds. As far as "has not moved much" is ...
I don't have much experience in the matter, but I've been doing some related literature research recently and I think these links can be helpful: A rather recent study from CME A (possible a bit biased) report by BlackRock A report by Lyxor (asset manager affialiated to Societe Generale)
Many funds, that manage ETFs provide this on their webpages. E.g. SDPR (SPY, XL* family) has is in "NAV history" xls file on https://www.spdrs.com/product/fund.seam?ticker=SPY
Model them individualy and as a group. When you model them as a group you are essentially building a stock index that you can compare the performance of individual stocks to and can then calculate a subgroup beta for each stock. You can also calculate a beta coefficient for the group as a whole to the wider market. Since I assume that you are modeling them ...
I'd question the assertion in your question, what proof do you have that leveraged ETFs must go to zero? A plausible price pattern can easily be constructed that leads to a leveraged ETF that climbs forever. That same leveraged portfolio would climb forever as well.
The current contract value is roughly 30k euros. The bidask spread is 1 tick, which equals 10 euros. Lets say you buy the contract and roll 3 times a year and then liquidate your position at expiry. You will hence pay 1 full bidask spread + 3 rolls, which if done via spreads with market orders, are equal to 1 tick each, hence you will pay 40 euros on bidasks ...
ETNs are senior, unsecured and unsubordinated debt securities issued by an underwriter. When you buy an ETN you are essentially lending money to the issuer in exchange for exposure to an index minus some basis points(management fees). As with most debt instruments, if the issuer defaults, you already assumed the credit risk. As for the question of why ETNs ...
I am not too knowledgeable with ETCs but here are some differences between ETFs & ETNs. ETFs emerged from the concept of buying "baskets" of stocks (similar to mutual funds) & became popular because they were cheaper than mutual funds. ETNs just as their name implies are Notes. They are similar to ETFs in the form of representing baskets of stocks ...
The umbrella term is Exchange Traded Product or ETP, so your sentence would become "The fund invests in ETPs". For the second question a simple way of looking at it is, a ETN would have credit risk with the issuer, where an ETC would not.
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