VAMO

Cambria Value & Momentum ETF
LAST TRADECHANGE (%)VOLUME
$23.74-0.19 (-0.79%)1.10K
10:34:03 a.m. (ET) 04/28/2017
BID SIZEBID ($)ASK ($)ASK SIZE
10023.7023.902,000

Overall Rating

D

30
as of 04/27/17

Rating Details

74
49
30
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

VAMO Fund Description

The Cambria Value and Momentum ETF is an actively managed portfolio of large-, mid- and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio.

VAMO FactSet Analytics Insight

VAMO, launched in September 2015, offersVAMO's equity hedge and its CAPE approach to value set it apart value- and momentum-based exposure to US equities with an active equity hedge overlay. The fund’s managers take the long view on value, looking back 5 to 10 years at earnings, dividends, cash flow and the like, and adjusting for inflation. Details are sparse on the momentum screens beyond characterizations as absolute and relative and a 1-year time frame. At the least, the momentum screens should weed out stocks with tanking prices that might otherwise look appealing in value screens. The equity hedge can be reset weekly, with broad bounds from 0% to 100%, aiming to take chips off the table when nothing looks cheap or markets are down. The fund charges a reasonable fee relative to its few active peer ETFs. In all, VAMO’s equity hedge and its CAPE approach to value set it apart from most multi-factor indexed-based peer ETFs.

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

VAMO Top 10 Sectors

VAMO Top 10 Holdings

This chart is unavailable

VAMO Summary Data

09/09/15
Open-Ended Fund
0.59%
$8.34 M
$67.2 K
0.71%

VAMO Portfolio Data

$6.8 B
40.75
1.65
0.52%
06/27/16
100

VAMO Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Investable Markets

Related ETFs to VAMO

TTFS, RFDA, RFFC, TTAC, CWS
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

VAMO Portfolio Management

0.59%
--
--
--

VAMO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VAMO Fund Structure

Open-Ended Fund
No
No
0% / 100%
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS10023.98
1,20023.95
60023.93
30023.91
2,00023.90
BIDS10023.70
20023.65
20023.63
10023.62
40023.61
LAST 10 TRADES
TIMEPRICESHARES
10:34:0323.74442
10:34:0323.801
10:34:0323.932
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Bats BZX Real-time Quote - 11:50:39
Average Spread
Premium/Discount
Volume

VAMO FactSet Analytics Block Liquidity

As of 04/27/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VAMO. VAMO is rated a 4 out of 5.

VAMO Tradability

2,805
$67.2 K
1,926
$45.49 K
0.71%
$0.17
0.35%
1.59% / -0.95%
None
100.00%
50,000
0.04
0.06%
0.18%
--
$24.07
4

VAMO Performance Statistics

0.49
0.70
0.45
0.56
0.52%
MSCI USA Investable Markets