JQUAJPMorgan U.S. Quality Factor ETF
JQUA Fund Description
JQUA selects companies from the Russell 1000 using three quality factors: profitability, earnings, and solvency.
JQUA Factset Analytics Insight
JQUA selects and ranks the companies the 1000 largest publicly traded US companies on three quality metrics: profitability, quality of earnings, and solvency. These are combined into a quality factor, which determines which securities will be included in the index and their weights. Companies are market cap-weighted using a proprietary optimization methodology that aims to match the sector weights of the Russell 1000 Index. JQUA does not constrain sector or industry exposure, so investors could experience significant portfolio tilts towards one sector or another depending on the market environment. Holdings include common stock, REITs, and preferreds. The underlying index undergoes quarterly review.
JQUA MSCI ESG Analytics Insight
JPMorgan U.S. Quality Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.28 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. JPMorgan U.S. Quality Factor ETF ranks in the 54th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JQUA 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.
JQUA Summary Data
JQUA Portfolio Data
JQUA Index Data
JQUA Portfolio Management
JQUA Tax Exposures
JQUA Fund Structure
JQUA Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of JQUA. JQUA is rated a 5 out of 5.
JQUA Sector/Industry Breakdown
JQUA Economic Development
JQUA Performance Statistics
JQUA MSCI ESG Ratings
JQUA Benchmark Comparison Summary
JQUA Benchmark Comparison Market Cap Size