RevenueShares Added

In the recent revision to MasterDATA’s compilation list, three RevenueShares ETFs ranked in the top 200 trade volume ETFs for the first time.  Previously, we were not collecting constituents lists on RevenueShares.  We now do.  Here are the new issues:

REVENUESHARES LARGE CAP FUND (RWL)
REVENUESHARES MID CAP FUND (RWK)
REVENUESHARES SMALL CAP FUND (RWJ)

Breadth data is now available on these three indexes with the MasterDATACSV Plus and MasterDATA Composite Plug-in Plus subscriptions.  Daily updated constituent lists are now included in Constituent List subscriptions.  Free charts and reports are available at MasterDATA or click on the issue names above.

More On this Quarter’s Compilation List Update

This is the first quarterly revision since subscriptions became two tier.  The “standard” subscription continued providing access to breadth data on the top 111 ETFs (measured by trade volume).  At the time this was put in place, the breadth data of another 70 ETFs was available with the “Plus” subscription.  So subscription was for either 111 ETFs or 181 EFTs.  Both provided access to the 33 stock indexes we compile.

This makes revising the compilation list this quarter a bit more complicated.  Of course, to make things even more complicated, I decided to increase the number of ETFs in the “Plus” subscription to 200.  Just to stir the pot a bit more, some of the ETFs (RevenueShares) are new to us in terms of collecting constituent lists.  That code is still to be written.  So here is the breakdown of what happens in each subscription type this quarter:

 Standard Subscription

(for both MasterDATACSV and MasterDATA Composite Plug-in)
 

Three ETFs are removed from this subscription as follows:

iShares Goldman Sachs Semiconductor Index Fund (IGW)
ProShares Ultra MidCap400 (MVV)
PowerShares Dividend Achievers (PEY)

They are replaced by the following three ETFs:

First Trust Amex Biotech Index Fund (FBT)
iShares Russell Top 200 Growth Index Fund (IWY)
iShares Russell Top 200 Value Index Fund (IWX)

 “Plus” Subscription

(for both MasterDATACSV and MasterDATA Composite Plug-in)
 

The three removed were actually moved down the list and remain in the “Plus” subscription.  By expanding the “Plus” subscription to 200 ETFs we also now access ETFs from RevenueShares for the first time.  The code to collect constituent lists from RevenueShares will be written in the next few days and data compilation will begin on their three covered ETFs.  Many WisdomTree, Rydex and First Trust ETFs are also included in the “Plus” subscription.  34 new ETFs were added to our list and 14 deleted.  For details, please see the previous post.

 To download the current compilation list for the standard subscription, click here.

To download the current compilation list for the “Plus” subscription, click here.

Or go to the website at http://www.masterdata.com/Content/IndexesETFs.htm for the complete list, with links to charts and reports on each index and ETF.

I will work on my writing skills to try doing a better job on explaining all this next quarter, but, hopefully, this removes some of the confusion this time around.  Please let me know any questions or comments.  Thank you.

Breadth Data Compilation List Updated For 1st Quarter 2010

The quarterly revision of the MasterDATA Compilation List is now complete and now reflects the top 200 trade volume ETFs as well as 33 major stock indexes.   Subject to our inclusion criteria, this list is revised quarterly to reflect the most highly traded, liquid US equity Exchange Traded Funds.

To review all of the past additions / deletions to MasterDATA’s Compilation List since the beginning, click here or on “Compilation List Revisions” in the left column under “Categories”.

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For the current MasterDATA Compilation List, please click here.
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Click on the Index or ETF names below to see breadth charts on that issue.  These charts and indicators are available nowhere else on the Internet.

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New ETF Additions
These new additions ranked in the top 200 trade volume ETFs on April 1, 2010:

Deleted ETFs:
The deleted ETFs below experienced trade volume less than the top 200 ETFs at the end of the quarter.

  • PowerShares XTF: Dynamic Market Portfolio (PWC)
  • ProShares UltraShort Russell2000 Growth (SKK)
  • PowerShares Dynamic Small Cap Value (PWY)
  • PowerShares Dynamic Pharmaceuticals (PJP)
  • ProShares Short MidCap400 (MYY)
  • PowerShares Dynamic Food & Beverage (PBJ)
  • PowerShares Value Line Timeliness (PIV)
  • First Trust Large Cap Value Opportunities AlphaDEX Fund (FTA)
  • ProShares Ultra Russell2000 Growth (UKK)
  • First Trust Value Line 100 Fund (FVL)
  • Rydex Inverse 2x Russell 2000? ETF (RRZ)
  • First Trust NASDAQ Clean Edge U.S. Liquid Series Index Fund (QCLN)
  • iShares Morningstar Large Core Index Fund (JKD)
  • Rydex S&P Equal Weight Health Care ETF (RYH)
  • PowerShares BLDRS Asia 50 ADR Index Fund (ADRA)