iShares Edge MSCI USA Value Factor ETF (VLUE)

87.11 -0.52  -0.59% BATS Nov 13, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 87.62
Discount or Premium to NAV 0.01%
Turnover Ratio 35.00%
1 Year Fund Level Flows 257.25M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 7.67% 7.64% 4.68% 6
3M 13.09% 13.07% 7.14% 4
6M 10.39% 10.38% 7.11% 4
YTD 23.40% 23.56% 20.95% 23
1Y 9.38% 9.39% 9.22% 78
3Y 12.02% 12.06% 10.31% 18
5Y 8.62% 8.64% 7.48% 27
10Y -- -- 10.67% --
15Y -- -- 7.28% --
20Y -- -- 6.80% --
As of Nov. 12, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.32% 0.32% 0.00%
Stock 99.68% 99.68% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Nov. 11, 2019

Region Exposure

Americas 98.82%
North America 98.82%
Latin America 0.00%
Greater Europe 0.40%
United Kingdom 0.40%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.78%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.78%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.24%
As of Nov. 11, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.85%
Communication Services 11.56%
Consumer Cyclical 8.78%
Consumer Defensive 5.99%
Energy 4.87%
Financial Services 12.55%
Healthcare 15.97%
Industrials 9.33%
Real Estate 3.19%
Technology 22.97%
Utilities 2.93%
As of Nov. 11, 2019

Stock Market Capitalization

Giant 32.05%
Large 44.98%
Medium 22.88%
Small 0.09%
Micro 0.00%
As of Nov. 11, 2019

Stock Style Exposure

Large Cap Value 68.56%
Large Cap Blend 8.59%
Large Cap Growth 0.09%
Mid Cap Value 15.94%
Mid Cap Blend 5.91%
Mid Cap Growth 0.82%
Small Cap Value 0.09%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Nov. 11, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
T AT&T Inc 9.44% 39.10 -0.18%
INTC Intel Corp 8.24% 57.95 -0.43%
IBM International Business Machines Corp 3.42% 134.35 -0.91%
BAC Bank of America Corp 3.14% 32.80 -0.88%
MU Micron Technology Inc 3.13% 46.26 -1.36%
C Citigroup Inc 2.66% 73.94 -1.51%
CVX Chevron Corp 2.58% 122.28 +1.09%
GM General Motors Co 2.54% 37.25 -3.47%
PFE Pfizer Inc 2.46% 36.60 -1.00%
WBA Walgreens Boots Alliance Inc 2.40% 62.26 -0.73%
As of Nov. 11, 2019
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI USA Enhanced Value Index composed of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is based on a traditional market capitalization-weighted parent index, the MSCI USA Index (the "parent index"). The parent index includes U.S. large- and mid- capitalization stocks.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Value
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Enhanced Value GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.21 yrs
Amy Whitelaw 0.58 yrs
Diane Hsiung 6.21 yrs
Greg Savage 6.21 yrs
Jennifer Hsui 6.21 yrs
Rachel Aguirre 0.58 yrs

Net Fund Flows

1M 226.65M
3M 290.18M
6M 444.17M
YTD -129.60M
1Y 257.25M
3Y 2.169B
5Y 2.792B
10Y --
As of Oct. 31, 2019

Risk Info

Beta (5Y) 1.118
Max Drawdown (All) 22.15%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.009
30-Day Rolling Volatility 14.12%
Daily Value at Risk (VaR) 1% (All) 2.61%
Monthly Value at Risk (VaR) 1% (All) 10.10%

Fundamentals

Dividend Yield TTM (11-13-19) 2.61%
30-Day SEC Yield (12-17-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 12.73
Weighted Average Price to Sales Ratio 0.8406
Weighted Average Price to Book Ratio 1.589
Weighted Median ROE 15.62%
Weighted Median ROA 5.49%
Forecasted Dividend Yield 3.14%
Forecasted PE Ratio 10.92
Forecasted Price to Sales Ratio 0.8130
Forecasted Price to Book Ratio 1.542
Number of Holdings 153
As of Nov. 11, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.63%
Forecasted Book Value Growth 5.37%
Forecasted Cash Flow Growth 11.00%
Forecasted Earnings Growth 11.09%
Forecasted Revenue Growth 6.56%
As of Nov. 11, 2019

Comparables

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Attributes

Key Dates
Inception Date 4/16/2013
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2018
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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