Ossiam
OSLU.DE
LU3138596575
Shiller US Market Neutral - 1C - USD
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Analytics & Allocation

Detailed breakdown by growth drivers, valuation & quality, and asset allocation

Synthetic Replication Note (Swap ETF)

Synthetic (Swap)

The reported holdings, valuation ratios (P/E, etc.), and analyst estimates reflect the fund's underlying collateral/substitute basket, not the actual composition of the tracked index.

Growth Drivers (Estimates)

Largest contributors to earnings and revenue growth

Balance Sheet & Financial Health

Aggregated leverage and valuation structure

Weighted P/E
22.66
Weighted Fwd P/E
16.54
Avg P/FCF
46.98
Avg FCF Yield
2.13%
Avg EV / EBITDA
73.92
Avg EV / Revenue
7.77
Avg Price-to-Book (P/B)
9.59
Avg Price-to-Sales (P/S)
7.92
Avg Dividend Yield
0.01%
P/E Compression (Trailing vs Fwd)
-26.98%
Avg Debt-to-Equity (D/E)
116.19%
<50% (31.83%) 50-150% (36.37%) >150% (10.72%) Unreported (21.08%)

Profitability Analysis

28 Holdings Count
Profitable 100%
Profitable 100%
28 Holdings Count (100%)
Unprofitable 0%
0 Holdings Count (0%)

ETF Concentration (Cumulative Weight)

Cumulative weight of positions (Lorenz curve)

Moderate Concentration
Top 5
30.0%
Top 10
51.9%
Top 25
94.6%
50% Threshold
Top 10
The top 10 positions account for 51.9% of the portfolio. A healthy balance between a strong core and diversification. The steeper the curve initially rises, the more the largest positions dominate the fund volume.

Geographic Distribution

1 Countries
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0% (No exposure)
Tiers:
Low (0.1%+)
Med (24.1%+)
High (62.6%+)
Top (86.7%+)

Country Breakdown

Max: 96.30%
US US US
96.30%

Sector Distribution

7 Sector
Technology
30.91%
Financial Services
20.22%
Industrials
19.98%
Consumer Cyclical
10.82%
Communication Services
7.63%
Healthcare
5.70%
Consumer Defensive
1.04%

Industry Distribution

23 Industries
Semiconductors
16.16%
Software - Infrastructure
10.05%
Banks - Diversified
9.95%
Internet Retail
7.38%
Credit Services
6.08%
Railroads
4.81%
Specialty Industrial Machinery
4.39%
Capital Markets
4.19%
Other
33.29%

Market Cap Distribution

28 Holdings Count
Mega Cap (> 200B)
(13) 50.77%
Large Cap (10B - 200B)
(15) 45.53%
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