iShares Edge MSCI USA Value Factor ETF (VLUE)
73.88
-0.35 -0.47%
BATS
Aug 6, 15:33
USD
Key Stats
| Expense Ratio | 0.15% |
| Total Assets Under Management | 5.708B |
| Share Class Assets Under Management | 5.708B |
| 30-Day Average Daily Volume | 755757.1 |
| Net Asset Value | 74.23 |
| Discount or Premium to NAV | 0.00% |
| Turnover Ratio | 35.00% |
| 1 Year Fund Level Flows | 2.621B |
View All VLUE News
News
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WireHeadlineTime (ET)
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Yahoo06/09 07:00
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Yahoo05/08 14:01
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SA Breaking News10/28 08:34
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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 | 3.10% | 3.07% | 4.25% | 96 |
| 3M | 10.76% | 10.75% | 12.03% | 66 |
| 6M | -16.31% | -16.32% | -10.46% | 89 |
| YTD | -15.88% | -15.93% | -11.44% | 85 |
| 1Y | -2.29% | -2.30% | -2.73% | 71 |
| 3Y | 2.24% | 2.25% | 3.14% | 64 |
| 5Y | 5.16% | 5.16% | 5.39% | 55 |
| 10Y | -- | -- | 9.29% | -- |
| 15Y | -- | -- | 6.05% | -- |
| 20Y | -- | -- | 6.11% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 0.24% | 0.24% | 0.00% |
| Stock | 99.76% | 99.76% | 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 | 98.92% |
| North America | 98.92% |
| Latin America | 0.00% |
| Greater Europe | 0.27% |
| United Kingdom | 0.27% |
| Europe Developed | 0.00% |
| Europe Emerging | 0.00% |
| Africa/Middle East | 0.00% |
| Greater Asia | 0.81% |
| Japan | 0.00% |
| Australasia | 0.00% |
| Asia Developed | 0.41% |
| Asia Emerging | 0.40% |
| Market Classification | |
| % Developed Markets | 99.60% |
| % Emerging Markets | 0.40% |
Stock Sector Exposure
| Basic Materials | 2.11% |
| Communication Services | 10.79% |
| Consumer Cyclical | 9.86% |
| Consumer Defensive | 7.80% |
| Energy | 2.67% |
| Financial Services | 9.96% |
| Healthcare | 15.64% |
| Industrials | 9.32% |
| Real Estate | 3.25% |
| Technology | 25.57% |
| Utilities | 3.03% |
Stock Market Capitalization
| Giant | 21.54% |
| Large | 45.63% |
| Medium | 32.83% |
| Small | 0.00% |
| Micro | 0.00% |
Stock Style Exposure
| Large Cap Value | 59.39% |
| Large Cap Blend | 8.00% |
| Large Cap Growth | 0.00% |
| Mid Cap Value | 23.81% |
| Mid Cap Blend | 8.80% |
| Mid Cap Growth | 0.00% |
| Small Cap Value | 0.00% |
| Small Cap Blend | 0.00% |
| Small Cap Growth | 0.00% |
View More Holdings
As of Aug. 4, 2020
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| T | AT&T Inc | 8.29% | 29.78 | -0.23% |
| INTC | Intel Corp | 7.78% | 48.42 | -1.02% |
| IBM | International Business Machines Corp | 3.64% | 125.99 | +0.43% |
| MU | Micron Technology Inc | 3.64% | 48.60 | -4.80% |
| PFE | Pfizer Inc | 2.48% | 38.31 | -0.36% |
| GM | General Motors Co | 2.47% | 26.66 | +1.25% |
| C | Citigroup Inc | 2.43% | 50.87 | -0.33% |
| TGT | Target Corp | 2.01% | 129.14 | -0.18% |
| CVS | CVS Health Corp | 1.80% | 64.19 | -0.33% |
| LRCX | Lam Research Corp | 1.69% | 378.04 | -1.42% |
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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 | 4.30 yrs |
| Amy Whitelaw | 1.67 yrs |
| Greg Savage | 7.30 yrs |
| Jennifer Hsui | 7.30 yrs |
| Rachel Aguirre | 1.67 yrs |
Net Fund Flows
| 1M | -34.41M |
| 3M | 894.42M |
| 6M | 1.718B |
| YTD | 1.754B |
| 1Y | 2.621B |
| 3Y | 3.491B |
| 5Y | 4.928B |
| 10Y | -- |
Risk Info
| Beta (5Y) | 1.122 |
| Max Drawdown (All) | 39.47% |
| Historical Sharpe Ratio (10Y) | -- |
| Historical Sortino (All) | 0.4709 |
| 30-Day Rolling Volatility | 22.20% |
| Daily Value at Risk (VaR) 1% (All) | 3.52% |
| Monthly Value at Risk (VaR) 1% (All) | 18.03% |
Fundamentals
| Dividend Yield TTM (8-6-20) | 3.04% |
| 30-Day SEC Yield (3-31-20) | 3.89% |
| 7-Day SEC Yield | -- |
| Weighted Average PE Ratio | 13.52 |
| Weighted Average Price to Sales Ratio | 0.7713 |
| Weighted Average Price to Book Ratio | 1.444 |
| Weighted Median ROE | 13.61% |
| Weighted Median ROA | 4.86% |
| Forecasted Dividend Yield | 3.80% |
| Forecasted PE Ratio | 11.77 |
| Forecasted Price to Sales Ratio | 0.7133 |
| Forecasted Price to Book Ratio | 1.258 |
| Number of Holdings | 155 |
Growth Estimates
| Forecasted 5 Yr Earnings Growth | 7.53% |
| Forecasted Book Value Growth | 7.21% |
| Forecasted Cash Flow Growth | 4.23% |
| Forecasted Earnings Growth | -0.55% |
| Forecasted Revenue Growth | 5.66% |
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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