⚠ QuantPlus EarningsPro is a financial publication, not an investment adviser. QuantPlus Analytics, LLC is not registered as an investment adviser with the Securities and Exchange Commission or with the Ohio Division of Securities. Nothing published here is personalised investment advice, a recommendation to buy, sell or hold any security, or a forecast of what any security will do. Our figures measure what companies have already reported to the Securities and Exchange Commission. Past results do not indicate future results. All investing involves risk, including the loss of the amount you invest. Consider speaking to a qualified professional about your own situation before acting on anything you read here. The founder owns shares of some of the securities covered. Rankings are produced by applying the same method to every company and are not influenced by those positions.
Important Disclosures · What We Do Not Do · Terms of Service · Privacy Policy · Cancellations and Refunds
Backwardation is a market condition where near-term futures contracts trade at a premium to longer-dated contracts — the opposite of contango. It often signals near-term supply tightness or strong immediate demand.
Backwardation is positive for commodity ETF investors — the ETF earns a roll yield when it sells the expensive near-term contract and buys the cheaper future-dated one.
Further reading: Wikipedia
← Back to the glossary