CAPE Barclays ETN+ Shiller CAPE ETN

CLOSING PRICECHANGE (%)VOLUME
$94.40+0.06 (0.06%)2.15K
1:21:00 p.m. (ET) 12/02/2016
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
---- (--)
BID SIZEBID ($)ASK ($)ASK SIZE
--------
Bats BZX Real-Time Quote

Overall Rating

N/A

N/A
as of 12/02/16

Rating Details

N/A
N/A
N/A
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

CAPE Fund Description

The Barclays ETN+ Shiller CAPE ETN tracks an index that selects 4 sectors in the S&P 500 using long-term relative value and price momentum. The 4 sectors are equal weighted. Stocks in each sector are cap-weighted.

CAPE FactSet Analytics Insight

CAPE is a unique offering in the Large CapCAPE covers just 4 of the 9 S&P 500 sectors at any time. segment, as it covers just four of the nine S&P 500 sectors at any time. The underlying index equally weights the four sectors with the strongest relative strength and momentum. This exposure is dynamic, subject to a monthly rebalance that can give investors very different economic and risk exposure month to month. One flaw: CAPE does a poor job disclosing its current exposure. The note's low asset tally makes for thin trading volume, and risk that it might be delisted.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

CAPE Top 10 Countries

CAPE Top 10 Sectors

This chart is unavailable

CAPE Top 10 Holdings

This chart is unavailable

CAPE Summary Data

10/11/12
Exchange-Traded Note
0.45%
$41.85 M
$249.08 K
0.21%

CAPE Portfolio Data

--
--
--
0%
N/A
--

CAPE Index Data

The Shiller Barclays CAPE US Core Sector Index
Tiered
Multi-Factor
MSCI USA Large Cap

Related ETFs to CAPE

SPHD, FEX, GSLC, JKD, ONEV
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

CAPE Portfolio Management

0.45%
--
--
--

CAPE Tax Exposures

20.00% / 39.60%
--
No distributions
No

CAPE Fund Structure

Exchange-Traded Note
No
N/A
0% / 100%
Barclays Bank PLC
Low
Medium
None
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
----
----
----
----
BIDS----
----
----
----
----
LAST 10 TRADES
TIMEPRICESHARES
------
------
------
------
------
------
------
------
------
------
Bats BZX Real-time Quote - 23:59:59
Average Spread
Premium/Discount
Volume

CAPE FactSet Analytics Block Liquidity

As of 12/02/16
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CAPE. CAPE is rated a 0 out of 5.

CAPE Tradability

2,588
$249.08 K
2,065
$187.43 K
0.21%
$0.2
0.03%
2.69% / -1.23%
None
100.00%
25,000
0.08
0%
--
--
$94.34
0

CAPE Performance Statistics

0.94
0.97
0.98
0.97
0.18%
MSCI USA Large Cap