The reports section of the
MasterDATA.com website is revamped to make access to all website
reports and charts more centralized.  In other words, everything is in one
place.  Reports reflect many breadth measurements  as well as price
and volume.  Here is the link to the newly revised page:

http://www.masterdata.com/Reports/RelativeReports/index.htm

You will also notice a new feature available for many reports. 
Click on the

icon next to the report name to view or download a .csv format file of the
report.

This reports section is now directly accessible from any page
on the MasterDATA.com website.  In the upper left of any page is a link as
follows:

While not really meant to identify a particular best trade,
the available reports provide the kind of insight that will generate ideas from
a different perspective.  Veteran investors know that approaching trades
from a different direction can often make all the difference.

The quarterly revision of the compilation list is done.  Charts, reports and datafiles are now updated to reflect the revised list are now complete and posted on the website. 

Leveraged or inverse ProShares, Direxion or Rydex|SGI sponsored ETFs do not have a “normal” list of constituents like other equity and fixed income ETFs.  Certainly they have constituents, but may include swaps, futures contracts and other derivatives constructed to achieve their stated objective.  They usually are constructed, however, to reflect an index made up of traditional constituent issues.  If a current and readily accessible constituent list is available for that index, we will add the index and display its constituents and breadth data for not only the index, but also the leveraged or inverse ETF.  If that seems a little confusing, here is a current example:

Because we are adding the ProShares Ultra Healthcare (RXL) we will also add a new index,  Dow Jones US Healthcare Index ($DJUSHC), the index which RXL is supposed to reflect.  So both of these issues are now on the compilation list.  We will use the constituent list and breadth data from the index for the ETF.  If a current, readily accessible constituent list for the base index is available, the leveraged or inverse ETF can be included in our compilation list.  ProShares happen to use indexes that are available.  Direxion not so much.

Click on the ETFs listed below as additions for their breadth report and numerous breadth charts.

The following ETFs are now added to the top 111 ETF list:

The following ETFs are removed from the top 111 ETF list (they are still available in the top 200 list, however):

The following ETFs are added to the top 200 ETF list (plus the added ETFs listed above)

The following ETFs are removed from the top 200 ETF list:

We just completed a very thorough review of all known US ETF sponsors.  As a result, 55 new ETFs are added to the “Complete ETF List“.  The removals are mostly due to Rydex|SGI discontinuing a number of their ETFs.  To download the list and/or for details, go to http://www.masterdata.com/HelpFiles/ETF_List.htm.  The list has probably never been more accurate as it is now.

This review reflects a new project that is now underway.  With a few exceptions, all US traded ETFs will be added to our constituent list datafile.  Currently, this list contains the current constituent lists of 651 indexes and ETFs.  Much additional information is also included such as weightings, industry group, and constituent EPS, RE Ratio, shares outstanding and market capitalization.  For more information on the daily updated constituent list datafiles go to http://constituent-lists.masterdata.com/.

Charts, reports and data are now current on the website.  We apologize for the delay.  Thank you.

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.

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

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

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.

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:

• Claymore/Raymond James SB-1 Equity ETF (RYJ)
• First Trust Amex Biotech Index Fund (FBT)
• First Trust DB Strategic Value ETF (FDV)
• First Trust Energy AlphaDEX Fund (FXN)
• First Trust Mid Cap Core AlphaDEX (FNX)
• First Trust NASDAQ-100 Equal Weighted Index Fund (QQEW)
• First Trust Technology AlphaDEX (FXL)
• HOLDRS B2B Internet (BHH)
• HOLDRS Internet Infrastructure (IIH)
• HOLDRS Merrill Lynch Software (SWH)
• iShares Dow Jones U.S. Insurance Index Fund (IAK)
• iShares FTSE NAREIT Mortgage REITs Index Fund (REM)
• iShares Morningstar Small Core Index Fund (JKJ)
• iShares Russell Top 200 Growth Index Fund (IWY)
• iShares Russell Top 200 Value Index Fund (IWX)
• iShares S&P 1500 Index Fund (ISI)
• PowerShares Active Multi-Cap Fund (PQZ)
• PowerShares Dynamic Consumer Staples (PSL)
• PowerShares Dynamic Leisure & Entertainment Portfolio (PEJ)
• PowerShares Dynamic Networking (PXQ)
• PowerShares Dynamic Software (PSJ)
• PowerShares Dynamic Utilities (PUI)
• ProShares UltraShort Industrials (SIJ)
• REVENUESHARES LARGE CAP FUND (RWL)
• REVENUESHARES MID CAP FUND (RWK)
• REVENUESHARES SMALL CAP FUND (RWJ)
• Rydex 2x S&P MidCap 400 ETF (RMM)
• Rydex S&P 500 Pure Growth ETF (RPG)
• Rydex S&P 500 Pure Value ETF (RPV)
• Rydex S&P Equal Weight Financial ETF (RYF)
• Rydex S&P MidCap 400 Pure Growth ETF (RFG)
• Rydex S&P MidCap 400 Pure Value ETF (RFV)
• SPDR S&P Pharmaceuticals ETF (XPH)
• WisdomTree Trust SmallCap Dividend Fund (DES) 

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)

4-5-2010:  As of 2:00 pm est, charts, reports and data are up to date.  Thank you for your patience.

The most thorough update of our “Complete” ETF list to date is now posted on the web site at http://www.masterdata.com/HelpFiles/ETF_List.htm.   The update adds 41 new or newly found ETFs to the list and removes 10 discontinued ETFs.  As a result, the list now includes 845 Exchange Traded Funds.

We are starting a new section on the MasterDATA.com website about breadth indicators.  One indicator at a time will be added and discussed starting with the Advance Decline Line (AD Line).  On a regular basis, many additional breadth indicators will be presented.  Here is the URL:

http://www.masterdata.com/Indicators/Advance-Decline-Line.htm

My hope is to not only introduce many well establish, market tools, but also to start a growing conversation.  The more breadth analysis is talked about, the wider the usage and the more this approach will expand.  Towards this end, if you want to comment on the new section or using breadth data in general, your input is always greatly appreciated.  I hope you will share your input by commenting below (Click on “Comments”).

Thank you.