CSM ProShares Credit Suisse 130/30 ETF

Seeks to track, before fees and expenses, the Credit Suisse 130/30 Large Cap Index. The Index follows a 130/30 long/short strategy. The Index selects long and short positions using an "expected alpha" score. The "Alpha" score for each stock is based on 50 factors including fundamental data from financial statements, consensus earnings forecasts, market pricing and volume data. These 50 factors are grouped into ten equal-weighted factor composites in the following categories: 1) Traditional Value; 2) Relative Value; 3) Historical Growth; 4) Expected Growth; 5) Profit Trends; 6) Accelerating Sales; 7) Earnings Momentum; 8) Price Momentum; 9) Price Reversal; and 10) Small Size.

$45.88  +0.13 (0.28%)
As of 03/24/2023 16:00:00 EST     IEX book   CBOE book

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ETF Information

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Sponsor:     ProShares
Category1:  Alternatives
Category2:  Long/short equity
Category3:  US stocks
Morningstar category:  Large Blend
Leverage factor:  1.00
Inception date:  07/13/2009
Index tracking method: Passive replication
Current yield:  1.04%
Historical average yield:  2.45%
Market cap:  $415,848,411
Average volume:  16,999
Fees:     0.4500%

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Index Information

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Credit Suisse 130/30 Large Cap Index
Index symbol:  CS13030
Provider:   Credit Suisse
Index weighting:   Other
Index inception date:  11/21/2018
Backtesting data exists:  
Strategy:  Multi-factor investing