CAPE

Barclays ETN+ Shiller CAPE ETN
CLOSING PRICECHANGE (%)VOLUME
$108.83-0.27 (-0.25%)2.93K
3:41:00 p.m. (ET) 09/25/2017
POST-MARKET SESSION
LAST TRADECHANGE (%)
---- (--)
BID SIZEBID ($)ASK ($)ASK SIZE
--------
N/A

N/A
  • 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 Cap 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
COMPARE
RESET
Select ETFs to compare their performance:

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%
$82.48 M
$444.82 K
0.14%

CAPE Portfolio Data

--
--
--
0.00%%
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, CSM
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
Low
None
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
----
----
----
----
BIDS----
----
----
----
----
LAST 10 TRADES
TIMEPRICESHARES
13:52:41108.9443
------
------
------
------
------
------
------
------
------
Bats BZX Real-time Quote - 16:32:01
Daily Spread
Premium/Discount
Volume

CAPE FactSet Analytics Block Liquidity

As of 09/25/17
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 2 out of 5.

CAPE Tradability

3,983
$444.82 K
2,812
$316.06 K
0.14%
$0.16
0.04%
0.73% / -0.81%
None
100.00%
25,000
0.11
0.00%%
--
--
$109.10
2

CAPE Performance Statistics

0.88
1.03
1.07
1.05
0.16%
MSCI USA Large Cap