iShares Edge MSCI USA Value Factor ETF (VLUE)

89.87 -0.55  -0.61% BATS Feb 18, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 89.86
Discount or Premium to NAV 0.01%
Turnover Ratio 35.00%
1 Year Fund Level Flows 736.50M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.55% -0.60% 0.38% 49
3M 2.87% 2.83% 4.49% 50
6M 17.49% 17.48% 15.21% 3
YTD 0.16% 0.09% 0.85% 53
1Y 13.35% 13.31% 15.54% 55
3Y 9.34% 9.35% 9.05% 39
5Y 8.65% 8.68% 7.81% 31
10Y -- -- 11.31% --
15Y -- -- 7.25% --
20Y -- -- 7.33% --
As of Feb. 18, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.33% 0.33% 0.00%
Stock 99.67% 99.67% 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 Feb. 14, 2020

Region Exposure

Americas 99.11%
North America 99.11%
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 0.42%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.42%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.24%
As of Feb. 14, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.00%
Communication Services 10.09%
Consumer Cyclical 8.59%
Consumer Defensive 6.14%
Energy 3.85%
Financial Services 13.23%
Healthcare 14.92%
Industrials 9.04%
Real Estate 3.72%
Technology 24.93%
Utilities 3.49%
As of Feb. 14, 2020

Stock Market Capitalization

Giant 29.35%
Large 44.13%
Medium 26.52%
Small 0.00%
Micro 0.00%
As of Feb. 14, 2020

Stock Style Exposure

Large Cap Value 65.99%
Large Cap Blend 5.97%
Large Cap Growth 1.52%
Mid Cap Value 19.52%
Mid Cap Blend 6.46%
Mid Cap Growth 0.54%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Feb. 14, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
INTC Intel Corp 9.17% 66.14 -1.68%
T AT&T Inc 7.93% 38.26 +0.03%
IBM International Business Machines Corp 3.78% 151.10 +0.27%
MU Micron Technology Inc 3.66% 57.75 -1.28%
BAC Bank of America Corp 3.28% 34.27 -1.66%
C Citigroup Inc 2.81% 77.58 -1.54%
PFE Pfizer Inc 2.29% 36.32 -0.52%
GM General Motors Co 2.15% 34.41 -1.01%
CVS CVS Health Corp 1.81% 72.00 +0.88%
WBA Walgreens Boots Alliance Inc 1.72% 51.86 -1.87%
As of Feb. 14, 2020
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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 3.80 yrs
Amy Whitelaw 1.17 yrs
Greg Savage 6.80 yrs
Jennifer Hsui 6.80 yrs
Rachel Aguirre 1.17 yrs

Net Fund Flows

1M 35.69M
3M 579.14M
6M 903.06M
YTD 35.69M
1Y 736.50M
3Y 1.721B
5Y 3.224B
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) 1.123
Max Drawdown (All) 22.15%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.042
30-Day Rolling Volatility 14.29%
Daily Value at Risk (VaR) 1% (All) 2.61%
Monthly Value at Risk (VaR) 1% (All) 10.03%

Fundamentals

Dividend Yield TTM (2-18-20) 2.60%
30-Day SEC Yield (12-17-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 13.41
Weighted Average Price to Sales Ratio 0.8079
Weighted Average Price to Book Ratio 1.591
Weighted Median ROE 13.90%
Weighted Median ROA 4.18%
Forecasted Dividend Yield 3.04%
Forecasted PE Ratio 10.77
Forecasted Price to Sales Ratio 0.8101
Forecasted Price to Book Ratio 1.473
Number of Holdings 153
As of Feb. 14, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.32%
Forecasted Book Value Growth 6.11%
Forecasted Cash Flow Growth 3.66%
Forecasted Earnings Growth 11.66%
Forecasted Revenue Growth 5.87%
As of Feb. 14, 2020

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 11/29/2019
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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