Volshares Large Cap ETF (VSL): Price and Financial Metrics ETF

Volshares Large Cap ETF (VSL) ETF Bio

The investment objective of the Volshares Large Cap ETF seeks to track an index that is driven by a quantitative algorithm known as the Whitford Model. The ETF’s index uses the Solactive US Large Cap Index, which essentially covers the 500 largest U.S.-listed common stocks and REITs, as its selection universe. From there, the methodology considers each company’s opening and closing prices to determine their likelihood of appreciation during the following week and their volatility levels relative to the broader market. The quantitative model is implemented to determine which stocks are most likely to exhibit the highest short-term appreciation relative to their expected volatility. The Whitford Model analyzes stocks based on the proximity of such company stock’s opening and closing prices to their mean, the frequency with which prices deviated significantly from their mean, the security’s performance, and volatility to identify the most attractive securities for short-term appreciation relative to their expected volatility.