NFO

Invesco Insider Sentiment ETF
--

64
*Unless otherwise stated, data provided by FactSet.

NFO Fund Description

NFO tracks an equal-weighted index of the 100 U.S. stocks selected by publicly available buying trends of corporate insiders, price momentum, and trailing 12-month volatility.

NFO Factset Analytics Insight

NFO chooses 100 equally-weighted US-listed large- and midcap stocks base on trading in company stock by corporate insiders, price momentum, and trailing 12-month volatility. Corporate insiders should know more about their firm than anyone, so the idea is to watch public filings to see when officers and directors buy company shares, then mimic their actions. More specifically, the index looks at the increase in insider holding. The index applies additional technical factors for stock selection to maximize total return. The index has a 20% cap for sector exposure to prevent sector concentration. The fund competes directly with KNOW, another insider play.NOTE: On 24 Oct 2016, NFO changed its underlying index to the Guggenheim Nasdaq US Insider Sentiment Index from the Sabrient Insider Sentiment Index. The switch produced material changes with respect to capitalization, sector concentration, and volatility.

NFO MSCI ESG Analytics Insight

Invesco Insider Sentiment ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.35 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Invesco Insider Sentiment ETF ranks in the 26th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

NFO MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

NFO Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
Compare
Reset
Select ETFs to compare their performance:
PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NFO 1.58% 2.23% 24.66% 6.26% 14.40% 9.21% 11.75%
NFO (NAV) 1.01% 1.34% 24.50% 7.44% 14.24% 9.40% 12.33%
Nasdaq US Insider Sentiment Index -- -- -- -- -- -- 12.33%
MSCI USA IMI 2.95% 2.90% 21.56% 4.34% 13.82% 10.28% 13.16%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NFO Summary Data

Invesco
09/21/06
Open-Ended Fund
0.66%
$70.52M
$205.56K
0.07%

NFO Portfolio Data

$37.55B
32.00
3.34
0.84%
12/23/19
101

NFO Index Data

Equal
Multi-Factor
MSCI USA IMI

NFO Portfolio Management

0.66%
--
--
--

NFO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

NFO Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

NFO Factset Analytics Block Liquidity

As of 09/20/19
5
4
3
2
1

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

NFO Tradability

2,892
$205.56K
1,839
$128.35K
0.07%
$0.05
-0.07%
1.96% / -0.93%
None
100.00%
50,000
0.04
0.01%
0.09%
0
$70.51
5

NFO Sector/Industry Breakdown


NFO
Segment Benchmark
20.27%
3.21%
19.16%
17.07%
17.44%
26.09%
14.64%
10.53%
12.47%
13.44%
7.07%
13.46%
3.96%
6.72%
3.11%
2.93%
1.89%
1.92%

NFO Countries


NFO
Segment Benchmark
100.00%
99.92%
--
0.08%

NFO Regions


NFO
Segment Benchmark
100.00%
100.00%

NFO Economic Development


NFO
Segment Benchmark
100.00%
100.00%

NFO Performance Statistics

0.89
0.81
0.82
0.80
0.36%
MSCI USA IMI

NFO MSCI ESG Ratings

BBB
4.35 / 10
11.26
25.84
14.78%
5.58%
786.24

NFO Benchmark Comparison Holdings

101
2426
97
12.28%

NFO Benchmark Comparison Summary


NFO
Segment Benchmark
101
2426
$37.55B
$205.15B
32.00
24.01
3.34
3.16
1.84%
1.84%
Low
Low

NFO Benchmark Comparison Market Cap Size


NFO
Segment Benchmark
58.74%
82.24%
40.25%
13.33%
1.01%
4.00%
0.00%
0.39%