JVAL

JPMorgan U.S. Value Factor ETF
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81
*Unless otherwise stated, data provided by FactSet.

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’s underlying index targets value stocks by scoring the 1000 largest publicly traded US companies 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 in the index and their weights. The index does not constrain sector or industry exposure, so investors may experience significant portfolio tilts towards one sector or another depending on the market environment. For a factor fund, JVAL is aggressively priced versus the competition—a win for investors.

JVAL MSCI ESG Analytics Insight

JPMorgan U.S. Value Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.80 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 36th percentile within its peer group and in the 20th 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 CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JVAL -6.89% -2.06% 9.89% -2.79% -- -- --
JVAL (NAV) -7.29% -2.89% 9.23% -2.48% -- -- --
MSCI USA Large Cap Value -5.80% -1.07% 9.94% 1.72% 7.79% 7.21% 11.19%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JVAL Summary Data

JPMorgan
11/08/17
Open-Ended Fund
0.12%
$54.03M
$129.75K
0.14%

JVAL Portfolio Data

$121.05B
16.91
2.00
2.53%
09/24/19
294

JVAL Index Data

J.P. Morgan U.S. Value Factor Index
Proprietary
Fundamental
MSCI USA Large Cap Value

JVAL Portfolio Management

0.12%
--
--
--

JVAL Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

JVAL Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Medium
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

JVAL Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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 Tradability

4,470
$129.75K
1,139
$38.43K
0.14%
$0.04
0.03%
2.20% / -1.71%
None
100.00%
50,000
0.02
0.08%
0.00%
--
$25.04
5

JVAL Sector/Industry Breakdown


JVAL
Segment Benchmark
22.10%
10.49%
18.46%
22.44%
14.39%
7.75%
13.65%
17.31%
12.33%
7.81%
5.99%
13.54%
4.91%
9.36%
3.37%
1.60%
2.83%
5.30%
1.96%
4.40%

JVAL TOP 10 HOLDINGS[View All]

Apple Inc. 2.22%
17.72%

JVAL Countries


JVAL
Segment Benchmark
100.00%
100.00%

JVAL Regions


JVAL
Segment Benchmark
100.00%
100.00%

JVAL Economic Development


JVAL
Segment Benchmark
100.00%
100.00%

JVAL Performance Statistics

0.82
1.08
1.14
1.11
0.46%
MSCI USA Large Cap Value

JVAL MSCI ESG Ratings

BBB
4.80 / 10
20.29
35.96
5.45%
5.26%
183.89

JVAL BENCHMARK COMPARISON HOLDINGS

294
189
88
45.55%

JVAL BENCHMARK COMPARISON SUMMARY


JVAL
Segment Benchmark
294
189
$121.05B
$149.91B
16.91
18.33
2.00
2.43
2.86%
2.88%
Low
Low

JVAL BENCHMARK COMPARISON MARKET CAP SIZE


JVAL
Segment Benchmark
70.18%
99.51%
28.27%
0.49%
1.55%
0.00%
0.00%
0.00%