IVAL
Alpha Architect International Quantitative Value ETFIVAL Fund Description
IVAL tracks an equal-weighted index of developed-market ex-US value stocks, screened for forensic accounting and earnings quality.
IVAL Factset Analytics Insight
IVAL cuts down the developed ex-US equity market to a concentrated portfolio of stocks that meet its eligibility screens. The fund uses a single metric EV/EBIT to select approximately 40-50 securities of its universe with additional screens for competitive advantage and financial strength, assessed using a number of financial-statement-derived metrics. Additionally, the fund uses a proprietary forensic accounting model to screen out companies that may be attempting to disguise low-quality cash flows. Selected securities are weighted equally at each quarterly reconstitution. IVAL launched as an actively managed fund but began tracking a new homegrown index in January 2017, a change which did not significantly alter the fund’s strategy or holdings. On October 1, 2020, IVAL was supposed to transition to being actively managed again but it did not pushed through.
IVAL MSCI ESG Analytics Insight
Alpha Architect International Quantitative Value ETF has an MSCI ESG Fund Rating of AA based on a score of 7.60 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
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. Alpha Architect International Quantitative Value ETF ranks in the 80th percentile within its peer group and in the 94th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
IVAL MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
IVAL Summary Data
IVAL Portfolio Data
IVAL Index Data
IVAL Portfolio Management
IVAL Tax Exposures
IVAL Fund Structure
IVAL Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of IVAL. IVAL is rated a 4 out of 5.
IVAL Tradability
IVAL Sector/Industry Breakdown
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IVAL Top 10 Holdings[View All]
IVAL Countries
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IVAL Regions
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IVAL Economic Development
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IVAL Performance Statistics
IVAL MSCI ESG Ratings
IVAL Benchmark Comparison Summary
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IVAL Benchmark Comparison Market Cap Size
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.