NUMV

NuShares ESG Mid-Cap Value ETF
N/A

N/A
  • Overview
  • Efficiency
  • Tradability
  • Fit

NUMV Fund Description

The NuShares ESG Mid-Cap Value ETF tracks an index of US midcap value stocks that score highly on environmental, social, and governance criteria. The fund is optimized to keep risk and return characteristics in line with the midcap value market.

NUMV Factset Analytics Insight

NUMV aims to invest in the most socially responsible companies while still providing reasonably marketlike exposure to value stocks. The fund takes its holdings from the MSCI USA Mid-Cap Value Index, which selects value stocks according to price/book, forward price/earnings, and dividend yield. From there, NUMV screens out companies involved in controversial businesses, such as alcohol, weapons, nuclear power, and gambling. Companies that exceed carbon emissions thresholds are also excluded. The remaining firms are scored on environmental, social, and governance factors, and the highest scoring firms within each sector (the top 50% by market cap) are selected for inclusion in the fund. NUMV’s portfolio is weighted according to an optimization algorithm which tries to minimize any risk and return distortions created by the fund’s ESG screen. NUMV looks pricey next to ultra-cheap vanilla funds, but its fee is reasonable for its specialized exposure.

NUMV MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of January 15, 2018 the NuShares ESG Mid-Cap Value ETF MSCI ESG Fund Quality Score is 5.80 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. NUMV ranks in the 100th percentile within its peer group and in the 62nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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NUMV Top 10 Countries

NUMV Top 10 Sectors

NUMV Top 10 Holdings View All

NUMV Summary Data

Nuveen
NuShares
12/13/16
Open-Ended Fund
0.40%
$38.92M
$343.64K
0.09%

NUMV Portfolio Data

$12.69B
26.21
1.89
0.81%
12/22/17
74

NUMV Index Data

Multi-Factor
Principles-based
MSCI USA Mid Value

Related ETFs to NUMV

IWS, VOE, IJJ, MDYV, IVOV
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

NUMV Portfolio Management

0.40%
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NUMV Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

NUMV Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Medium
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
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LAST 10 TRADES
TIMEPRICESHARES
13:15:1128.9516
11:45:3728.92186
11:45:3428.92400
09:30:0029.167
09:30:0029.16100
09:30:0029.16100
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Bats BZX Real-time Quote - 20:03:02
Daily Spread
Premium/Discount
Volume

NUMV Factset Analytics Block Liquidity

As of 01/16/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of NUMV. NUMV is rated a 5 out of 5.

NUMV Tradability

9,504
$343.64K
1,034
$84.45K
0.09%
$0.02
0.04%
2.50% / -1.98%
None
100.00%
50,000
0.02
0.04%
0.03%
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$28.98
5

NUMV Sector/Industry BreakdownView All

NUMVSegment Benchmark
37.79% 36.94%
17.34% 16.11%
7.07% 10.92%
12.87% 8.58%
6.30% 5.41%
3.63% 4.43%
5.27% 4.00%
3.82% 3.99%

NUMV Geographic Exposure

NUMVSegment Benchmark
100.00% 100.00%

NUMVSegment Benchmark
100.00% 100.00%
0.00% / 0.00% 0.00% / 0.00%

NUMV Performance Statistics

0.94
1.02
1.02
1.01
0.13%
MSCI USA Mid Value

NUMV MSCI ESG Ratings

5.80 / 10
99.61
62.28
4.12%
2.21%
183.79

NUMV BENCHMARK COMPARISON

    NUMV
    74 Holdings
    Segment Benchmark
    166 Constituents
    Shared Holdings
    74 (Count)
     
    42.33% (Weight)
NUMVSegment Benchmark
40.89% 42.78%
59.11% 57.22%
0.00% 0.00%
0.00% 0.00%
2.52% 2.64%