Ossiam
LU1446552652
LU1446552652
Shiller US - 1C - EUR H
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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
26.57
Weighted Fwd P/E
19.61
Avg P/FCF
38.5
Avg FCF Yield
2.12%
Avg EV / EBITDA
107.32
Avg EV / Revenue
19.99
Avg Price-to-Book (P/B)
32.49
Avg Price-to-Sales (P/S)
19.67
Avg Dividend Yield
0.00%
P/E Compression (Trailing vs Fwd)
-26.21%
Avg Debt-to-Equity (D/E)
525.24%
<50% (68.83%) 50-150% (17.01%) >150% (6.98%) Unreported (7.18%)

Profitability Analysis

101 Holdings Count
Profitable 99.74%
Profitable 99.74%
100 Holdings Count (99.01%)
Unprofitable 0.26%
1 Holdings Count (0.99%)

ETF Concentration (Cumulative Weight)

Cumulative weight of positions (Lorenz curve)

Moderate Concentration
Top 5
35.8%
Top 10
52.7%
Top 25
75.7%
50% Threshold
Top 9
The top 10 positions account for 52.7% 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

4 Countries
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0% (No exposure)
Tiers:
Low (0.1%+)
Med (24.0%+)
High (62.5%+)
Top (86.5%+)

Country Breakdown

Max: 96.13%
US US US
96.13%
UY UY UY
1.74%
AU AU AU
1.53%
SE SE SE
0.09%

Sector Distribution

10 Sector
Technology
56.41%
Consumer Cyclical
16.22%
Financial Services
13.09%
Communication Services
7.27%
Industrials
2.15%
Healthcare
2.07%
Other
2.28%

Industry Distribution

46 Industries
Software - Infrastructure
18.79%
Semiconductors
17.59%
Auto Manufacturers
9.04%
Software - Application
7.82%
Insurance - Diversified
6.31%
Internet Content & Information
4.33%
Computer Hardware
3.88%
Internet Retail
3.71%
Other
28.01%

Market Cap Distribution

101 Holdings Count
Mega Cap (> 200B)
(21) 59.34%
Large Cap (10B - 200B)
(57) 35.54%
Mid Cap (2B - 10B)
(20) 4.41%
Small / Micro Cap (< 2B)
(3) 0.21%
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