Constituent dispersion · breadth vs the index

SMH — VanEck Semiconductor

25/25 covered · 100% by weight · benchmark: SMH price · closes through 2026-09-04 ·holdings as of 2026-06-16

Concentration 45.99% in top 5 14.93 effective names · HHI 670
RS vs S&P 500 21d -0.99pp sector return − SPY
RS vs Nasdaq-100 21d -1.38pp sector return − QQQ
Weakening below the surface - the A/D line is falling while price holds up; leadership is narrowing. Last 21 sessions — price -0.78% · A/D -13 (-0.52/name)
SMH price
Cumulative advance / decline of constituents — rises when more names are up than down; turns before price at inflections

Divergence over time — price vs breadth, by horizon

The hero read is the 1-month picture; here the same price↔breadth divergence across 1 week / 1 month / 1 quarter, computed over the 126-session history. A/D /name is net advancers-minus-decliners per covered constituent; % beating Δ and median−ETF Δ show how participation shifted. Price rising while those fall = the move is narrowing under the surface.

HorizonPriceA/D /name% beating ΔMedian−ETF ΔRead
1 week +2.51% +0.6 +4pp +2.25pp Confirming ↑
1 month -0.78% -0.52 +12pp +1.70pp Weakening
1 quarter -0.47% -2.68 -12pp -0.64pp Weakening

Over the last 126 sessions: price up +43.78%, breadth up (+7.08/name) · % beating 48→36 · median−ETF -1.51pp→-2.21pp.

Stocks above their moving average — participation breadth

Of the 25 covered constituents, the share trading above each simple moving average — the classic breadth gauge. A firm index price with a low %-above-MA is a narrow, top-heavy tape. As of 2026-09-04.

5-day 84% 21/25 above
20-day 40% 10/25 above
50-day 20% 5/25 above
100-day 32% 8/25 above
150-day 60% 15/25 above
200-day 68% 17/25 above
% of constituents above their 50-day average — breadth over the last year; 50% is the participation midpoint

New highs & new lows — by horizon

How many of the 25 covered constituents closed today at a new high (or low) over each window, and the net. A shrinking net as the index holds up = fewer names leading.

HorizonNew highsNew lowsNet
5-Day 17 (68%) 2 (8%) +15
1-Month 3 (12%) 2 (8%) +1
3-Month 1 (4%) 1 (4%) +0
6-Month 0 (0%) 0 (0%) +0
52-Week 0 (0%) 0 (0%) +0
YTD 0 (0%) 0 (0%) +0

Generation Rotation — breadth by layer

The chip chain split into four layers. Which layer leads shows where leadership sits — the front-end Architects, the Equipment + EDA toolmakers, Memory + Substrates, or the Power + Cooling + Optical enablers. Sorted by 21-day median; the leading layer is highlighted. "21d contrib" is the layer's weight-times-return contribution to SMH's 21-day move.

LayerNamesWeight Median 1d5d21d Up / Dn21d contrib
Memory + Packaging + Substratesmemory + substrates 2 15.18% +5.30% +8.03% +5.66% 2 / 0 +0.86pp
Architectscompute + foundry 5 40.9% +0.84% +2.73% +2.56% 5 / 0 +0.13pp
Power + Cooling + Opticalpower, analog, interconnect 10 18.6% +1.71% +2.17% -2.97% 10 / 0 -0.45pp
Equipment + EDAtools + design software 8 25.28% +4.24% +0.86% -5.54% 6 / 2 -1.35pp

Dispersion by window

WindowETFMedianMedian − ETF Up / DownBeat / Lag±1% bandDispersion
1d +2.61% +2.85% +0.25pp 23 / 2 13 / 12 5 of 25 ±3.34%
5d +2.51% +2.44% -0.08pp 19 / 6 12 / 13 8 of 25 ±5.65%
21d -0.78% -2.99% -2.21pp 8 / 17 9 / 16 2 of 25 ±7.53%
YTD +57.45% +45.70% -11.75pp 21 / 3 11 / 13 0 of 24 ±65.38%

Median − ETF below zero means the typical name is lagging the cap-weighted index — the move is top-heavy. "Beat" counts constituents outperforming the ETF over the window. Dispersion is the cross-sectional standard deviation of constituent returns — high = a stock-picker's tape, low = pure beta.

What drove the move — contribution = weight × return

Today (1d)

  • MU+6.10%+0.46pp
  • KLAC+7.32%+0.37pp
  • AMD+4.69%+0.34pp
  • INTC+4.51%+0.34pp
  • MRVL+7.05%+0.29pp
  • SNPS-5.40%-0.1pp
  • CDNS-4.00%-0.08pp

This month (21d)

  • MU+15.33%+1.16pp
  • NVDA+5.19%+0.74pp
  • MRVL+6.18%+0.25pp
  • TSM+2.56%+0.24pp
  • QCOM+5.21%+0.22pp
  • AVGO-14.90%-0.89pp
  • AMAT-13.80%-0.65pp
  • TXN-7.17%-0.32pp
  • INTC-4.02%-0.3pp
  • CDNS-13.51%-0.28pp

Each name's contribution = its index weight × its return — the percentage points it added to (green) or subtracted from (red) the ETF's move. Computed across covered names.

Leaders & laggards (21-day)

  • MU+15.33%
  • SWKS+10.74%
  • MRVL+6.18%
  • QCOM+5.21%
  • NVDA+5.19%
  • AVGO-14.90%
  • AMAT-13.80%
  • CDNS-13.51%
  • ARM-12.07%
  • MPWR-9.95%

SMH — constituent leadership race

$100 in each covered SMH constituent at 2025-12-30, rebased to 100. Watch leadership change hands.

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Each covered constituent started at $100 at the window open; the bars race by total return (top 12 shown). Decision-support, not investment advice.

Constituents — 25 covered · click a column to sort

Symbol Weight Last 1d 5d 21d YTD RS rank
NVDA Nvidia Corp 14.31% 230.36 +0.84% +5.89% +5.19% +23.67% 80
TSM Taiwan Semiconductor ADR 9.19% 428.91 +2.85% +2.73% +2.56% +41.46% 76
MU Micron Technology 7.60% 1016.59 +6.10% +8.98% +15.33% +256.34% 96
INTC Intel Corp 7.58% 95.80 +4.51% +7.07% -4.02% +159.62% 36
AMD Adv Micro Devices 7.29% 477.57 +4.69% +2.58% -2.39% +123.00% 52
AVGO Broadcom Ltd 5.95% 357.90 +0.21% -2.95% -14.90% +3.62% 0
KLAC K L A-Tencor Corp 5.07% 185.60 +7.32% +5.73% -3.84% 44
LRCX Lam Research Corp 4.89% 307.65 +5.12% +1.90% +0.61% +80.07% 68
AMAT Applied Materials 4.72% 454.71 +4.31% -1.51% -13.80% +77.16% 4
TXN Texas Instruments 4.42% 258.44 +1.82% -0.08% -7.17% +49.94% 24
ASML ASML Holdings NY Reg ADR 4.36% 1714.88 +4.17% +1.10% +0.62% +60.85% 72
QCOM Qualcomm Inc 4.16% 168.74 +0.10% +3.33% +5.21% -0.72% 84
MRVL Marvell Technology Inc 4.12% 223.55 +7.05% +3.20% +6.18% +163.38% 88
ADI Analog Devices 3.82% 362.25 +1.61% +0.43% -3.99% +33.99% 40
CDNS Cadence Design Sys 2.09% 292.70 -4.00% -14.01% -13.51% -6.36% 8
SNPS Synopsys Inc 1.77% 393.84 -5.40% -11.02% -2.99% -16.15% 48
STM Stmicroelectronics N.V. ADR 1.24% 52.24 +1.87% +5.79% -1.95% +101.96% 56
ARM Arm Holdings Plc ADR 1.19% 252.09 +3.92% +5.45% -12.07% +130.62% 12
TER Teradyne Inc 1.19% 357.03 +5.49% +0.62% -7.24% +84.53% 20
NXPI Nxp Semiconductors 1.19% 227.84 +1.26% +1.90% -1.70% +5.51% 60
MPWR Monolithic Power Sys 1.10% 1223.86 +0.84% -2.58% -9.95% +35.30% 16
ALAB Astera Labs Inc 0.92% 310.40 +9.75% +7.23% -6.37% +86.58% 28
MCHP Microchip Technology 0.91% 74.17 +1.45% +1.70% -0.26% +17.09% 64
ON On Semiconductor 0.70% 74.38 +0.99% +2.44% -5.04% +37.36% 32
SWKS Skyworks Solutions 0.18% 74.02 +3.52% +12.51% +10.74% +19.15% 92

RS rank = the constituent's 21-day return percentile within the index (100 = strongest of the covered names). Weight is the index weight; returns use adjusted closes. Default sort: weight.

Other ETFs & indices

Dispersion is computed across the constituents we cover in our data lake (see coverage badge). Decision-support, not investment advice.

FAQ · from the current data

SMH dispersion — data Q&A

Is SMH's move broad or carried by a few names (21 sessions)?

As of 2026-09-04: over 21 sessions the fund returned -0.78% while its median constituent returned -2.99% — a dispersion of 7.53 pp; 36% of 25 members beat the fund. Weakening below the surface - the A/D line is falling while price holds up; leadership is narrowing.

How did SMH's members trade in the last session?

As of 2026-09-04: fund +2.61%, median member +2.85%, 23 advancers vs 2 decliners.

What does the dispersion page for SMH measure?

It splits the fund into its members: the fund's own return against the median constituent, how many members beat the fund, advancers vs decliners, and a cumulative advance/decline line that tends to lead price. A firm fund price with a weak median and a falling A/D line is a narrow, top-heavy tape; a broad move shows the median keeping up. 25 constituents covered, re-baked nightly from the Closelook lake.

Is this investment advice?

No — a data surface in an investment research diary. It describes breadth inside a fund; it makes no recommendation.