DEEP Roundhill Acquirers Deep Value ETF

*Unless otherwise stated, data provided by FactSet.

DEEP Fund Description

DEEP tracks an equal-weighted index of 100 smallest US stocks, by market-cap, that are potentially undervalued based on their fundamentals.

DEEP Factset Analytics Insight

DEEP holds deeply undervalued names from the smallest 75% of US stocks, including micro-cap, that are fundamentally strong. The underlying index uses its own valuation metric called The Acquirer’s Multiple. This model evaluates constituents in multiple stages to arrive at a very narrow selection of value stocks. Stocks are first examined and ranked individually based on their assets, earnings and cash flows. Potential components are further screened for fraud, earnings manipulation, and financial distress, with margin of safety being considered in the examination including wide discount, strong liquid balance sheet, and free cash flow. Finally, each remaining components are carefully examined for forensic-accounting review on their financial statements. The top 100 stocks that pass each stage form the portfolio, with each name receiving an equal weight of 1%. The index is to be rebalanced and reconstituted every quarter. Prior to October 26, 2020, DEEP was focused on large-caps only.

PERFORMANCE [as of 10/04/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEEP -3.99% -1.09% -20.22% -15.63% 3.44% 2.90% --
DEEP (NAV) -3.92% -1.12% -20.10% -15.40% 3.50% 2.92% --
Acquirers Deep Value Index -- -- -- -- -- -- --
MSCI USA SMID Value -2.90% 0.74% -14.82% -9.46% 6.87% 5.04% 9.78%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEEP Summary Data

Roundhill
09/23/14
Open-Ended Fund
0.80%
$38.43M
$135.04K
0.23%

DEEP Portfolio Data

$1.02B
6.68
1.65
1.46%
N/A
101

DEEP Index Data

Acquirers Deep Value Index
Tiered
Fundamental
MSCI USA SMID Value

DEEP Portfolio Management

0.80%
--
--
--

DEEP Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEEP Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

DEEP Factset Analytics Block Liquidity

As of 10/05/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DEEP. DEEP is rated a 3 out of 5.

DEEP Tradability

4,422
$135.04K
2,275
$70.24K
0.23%
$0.07
-0.03%
0.71% / -2.48%
None
100.00%
50,000
0.05
0.01%
0.57%
52
$29.53
3

DEEP Sector/Industry Breakdown


DEEP
Segment Benchmark
14.63%
--
13.56%
--
12.63%
--
10.42%
--
7.92%
--
7.92%
--
5.97%
--
4.28%
--
4.23%
--
4.22%
--

DEEP Top 10 Holdings[View All]

Atkore Inc 1.09%
11.04%

DEEP Countries


DEEP
Segment Benchmark
99.55%
--

DEEP Regions


DEEP
Segment Benchmark
99.55%
--

DEEP Economic Development


DEEP
Segment Benchmark
99.55%
0.00%
0.00%
0.00%

DEEP Performance Statistics

0.87
1.01
1.02
0.93
0.53%
MSCI USA SMID Value

DEEP Benchmark Comparison Holdings

101
--
63
0.96%

DEEP Benchmark Comparison Summary


DEEP
Segment Benchmark
101
--
$1.02B
--
6.68
--
1.65
--
1.72%
--
Low
--

DEEP Benchmark Comparison Market Cap Size


DEEP
Segment Benchmark
0.00%
--
2.08%
--
65.69%
--
31.74%
--