JVALJPMorgan U.S. Value Factor ETF
JVAL Fund Description
JVAL tracks an index of large-cap US equities that are selected and weighted by four relative valuation factors: book yield, earnings yield, dividend yield and cash flow yield.
JVAL Factset Analytics Insight
JVAL selects value companies from the Russell 1000. The underlying index selects and ranks the companies based on four fundamental metrics: book yield, earnings yield, dividend yield, and cash flow yield. These are combined into a relative valuation factor, which determines which securities are included. Companies are market cap-weighted using a proprietary optimization methodology that aims to match the sector weights of the Russell 1000 Index. JVAL 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.
JVAL MSCI ESG Analytics Insight
JPMorgan U.S. Value Factor ETF has an MSCI ESG Fund Rating of A based on a score of 5.80 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. Value Factor ETF ranks in the 40th percentile within its peer group and in the 43th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JVAL 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.
JVAL Summary Data
JVAL Portfolio Data
JVAL Index Data
JVAL Portfolio Management
JVAL Tax Exposures
JVAL Fund Structure
JVAL Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of JVAL. JVAL is rated a 5 out of 5.
JVAL Sector/Industry Breakdown
JVAL Economic Development
JVAL Performance Statistics
JVAL MSCI ESG Ratings
JVAL Benchmark Comparison Summary
JVAL Benchmark Comparison Market Cap Size