JHMS John Hancock Multifactor Consumer Staples ETF
JHMS Fund Description
JHMS tracks an index of large- and mid-cap of US equities from the consumer staples sector. Stocks are selected by market cap and weighted by multiple factors: size, value, profitability, and momentum.
JHMS Factset Analytics Insight
The security is being delisted. The last day of trading is October 24, 2022. JHMS offers multi-factor exposure to the US consumer staples sector. The fund selects stocks by market cap, pulling industrials names from the largest 1,000 US stocks. The fund’s factors—size, value (relative price) and profitability—are not used in selection, and serve to modify rather than completely replace market-cap weighting. The size factor breaks the eligible universe into three buckets, with the smallest funds (ranked 201 to 1000 by size) receiving the largest overweight, expect a bias to mid-caps rather than small-caps. The value factor relies on price/book as a signal and groups stocks accordingly into five buckets. Stocks with the lowest valuation receive the greatest overweight. The profitability factor (operating profit to book value) is treated in the same manner as the value factor. The momentum factor, based on 11-month returns, wherein smaller low-momentum stocks are barred from receiving an overweight they might otherwise earn.
JHMS Summary Data
JHMS Portfolio Data
JHMS Index Data
JHMS Portfolio Management
JHMS Tax Exposures
JHMS Fund Structure
JHMS Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of JHMS. JHMS is rated a 5 out of 5.
JHMS Sector/Industry Breakdown
JHMS Top 10 Holdings[View All]
JHMS Economic Development
JHMS Performance Statistics
JHMS Benchmark Comparison Summary
JHMS Benchmark Comparison Market Cap Size