iShares Edge MSCI USA Value Factor ETF (VLUE)
84.65
+0.06 +0.07%
BATS
Sep 13, 20:00
Delayed 2m
USD
Key Stats
| Net Asset Value | Upgrade |
| Discount or Premium to NAV | Upgrade |
| Turnover Ratio | Upgrade |
| 1 Year Fund Level Flows | Upgrade |
View All VLUE News
News
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WireHeadlineTime (ET)
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Yahoo09/13 10:50
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Yahoo09/11 12:11
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Yahoo07/02 11:25
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Business Wire06/30 16:00
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Business Wire05/12 11:20
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SA Breaking News09/13 09:00
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SA Breaking News03/05 13:02
Performance & Returns
| Total Return (Price) | Total Return (NAV) | Cat. Total Return (NAV) | % Rank in Cat. (NAV) | |
|---|---|---|---|---|
| 1M | 7.00% | 7.03% | 4.17% | 1 |
| 3M | 7.69% | 7.73% | 4.05% | 1 |
| 6M | 6.60% | 6.65% | 5.64% | 33 |
| YTD | 18.41% | 18.63% | 17.49% | 36 |
| 1Y | -1.14% | -1.11% | 2.81% | 86 |
| 3Y | 12.24% | 12.35% | 10.44% | 14 |
| 5Y | 8.23% | 8.19% | 7.20% | 31 |
| 10Y | -- | -- | 10.88% | -- |
| 15Y | -- | -- | 7.42% | -- |
| 20Y | -- | -- | 6.62% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 0.25% | 0.26% | 0.01% |
| Stock | 99.75% | 99.75% | 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% |
Region Exposure
| Americas | 98.76% |
| North America | 98.76% |
| Latin America | 0.00% |
| Greater Europe | 0.47% |
| United Kingdom | 0.47% |
| Europe Developed | 0.00% |
| Europe Emerging | 0.00% |
| Africa/Middle East | 0.00% |
| Greater Asia | 0.77% |
| Japan | 0.00% |
| Australasia | 0.00% |
| Asia Developed | 0.77% |
| Asia Emerging | 0.00% |
| Market Classification | |
| % Developed Markets | 100.0% |
| % Emerging Markets | 0.24% |
Stock Sector Exposure
| Basic Materials | 2.11% |
| Communication Services | 10.40% |
| Consumer Cyclical | 10.37% |
| Consumer Defensive | 8.29% |
| Energy | 4.77% |
| Financial Services | 12.35% |
| Healthcare | 13.29% |
| Industrials | 8.91% |
| Real Estate | 3.21% |
| Technology | 23.13% |
| Utilities | 3.18% |
Stock Market Capitalization
| Giant | 31.92% |
| Large | 43.31% |
| Medium | 24.67% |
| Small | 0.10% |
| Micro | 0.00% |
Stock Style Exposure
| Large Cap Value | 65.13% |
| Large Cap Blend | 6.63% |
| Large Cap Growth | 3.66% |
| Mid Cap Value | 17.47% |
| Mid Cap Blend | 6.43% |
| Mid Cap Growth | 0.57% |
| Small Cap Value | 0.10% |
| Small Cap Blend | 0.00% |
| Small Cap Growth | 0.00% |
View More Holdings
As of Sept. 12, 2019
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| T | AT&T Inc | 9.56% | 37.91 | -1.22% |
| INTC | Intel Corp | 7.78% | 52.54 | -0.89% |
| IBM | International Business Machines Corp | 3.77% | 143.67 | +0.03% |
| MU | Micron Technology Inc | 3.55% | 50.50 | +0.12% |
| BAC | Bank of America Corporation | 2.92% | 30.17 | +1.69% |
| CVX | Chevron Corp | 2.69% | 121.50 | +0.07% |
| GM | General Motors Co | 2.66% | 38.86 | -0.54% |
| PFE | Pfizer Inc | 2.58% | 36.91 | -0.99% |
| C | Citigroup Inc | 2.53% | 70.39 | +1.57% |
| WBA | Walgreens Boots Alliance Inc | 2.22% | 55.99 | +0.77% |
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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 | |
| 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 | -133.68M |
| 3M | 41.40M |
| 6M | -356.28M |
| YTD | -553.46M |
| 1Y | -413.92M |
| 3Y | 2.127B |
| 5Y | 2.664B |
| 10Y | -- |
Risk Info
| Beta (5Y) | 1.109 |
| Max Drawdown (All) | 22.15% |
| Historical Sharpe Ratio (10Y) | -- |
| Historical Sortino (All) | 0.8864 |
| 30-Day Rolling Volatility | 23.39% |
| Daily Value at Risk (VaR) 1% (All) | 2.62% |
| Monthly Value at Risk (VaR) 1% (All) | 10.11% |
Fundamentals
| Dividend Yield TTM (9-13-19) | 2.62% |
| 30-Day SEC Yield (12-17-18) | 0.00% |
| 7-Day SEC Yield | -- |
| Weighted Average PE Ratio | 11.27 |
| Weighted Average Price to Sales Ratio | 0.7971 |
| Weighted Average Price to Book Ratio | 1.486 |
| Weighted Median ROE | 16.74% |
| Weighted Median ROA | 5.94% |
| Forecasted Dividend Yield | 3.38% |
| Forecasted PE Ratio | 10.04 |
| Forecasted Price to Sales Ratio | 0.7659 |
| Forecasted Price to Book Ratio | 1.430 |
| Number of Holdings | 153 |
Growth Estimates
| Forecasted 5 Yr Earnings Growth | 7.99% |
| Forecasted Book Value Growth | 5.37% |
| Forecasted Cash Flow Growth | 11.28% |
| Forecasted Earnings Growth | 15.93% |
| Forecasted Revenue Growth | 6.59% |
Attributes
| Key Dates | |
|---|---|
| Inception Date | 4/16/2013 |
| Termination Date | |
| Last Annual Report Date | 7/31/2018 |
| 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 |
Excel Add-In Codes
- Name: =YCI("VLUE","name")
- Broad Asset Class: =YCI("VLUE", "broad_asset_class")
- Broad Category: =YCI("VLUE", "broad_category_group")
- Prospectus Objective: =YCI("VLUE", "prospectus_objective")
To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.
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