LRGFiShares US Equity Factor ETF
LRGF Fund Description
LRGF tracks an index of US large- and mid-cap equities. Stocks are selected and weighted to maximize exposure to five factors: momentum, quality, value, low volatility, and size.
LRGF Factset Analytics Insight
LRGF provides a multi-factor take on US equities. Eligible large- and mid-cap securities are given a multi-factor score according to momentum, quality, value, low volatility, and size. Momentum is based on earnings announcement drift, earnings momentum, and price momentum signals. Quality is measured by gross profitability, share dilution, accruals, changes in net operating assets, carbon emissions intensity, and greenhouse gas reduction targets. Value is based on book-to-price, cash flow yield, dividend yield, and earnings yield, whereas low volatility is measured by the prior 12-month volatility. To select and weight securities, an optimization process is used to increase exposure to the factors, without exceeding the expected risk of the parent index. The index reconstitutes and rebalances quarterly. Before June 1, 2022, the fund was named iShares MSCI USA Multifactor ETF and tracked the MSCI USA Diversified Multiple-Factor Index.
LRGF Summary Data
LRGF Portfolio Data
LRGF Index Data
LRGF Portfolio Management
LRGF Tax Exposures
LRGF Fund Structure
LRGF Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of LRGF. LRGF is rated a 5 out of 5.
LRGF Sector/Industry Breakdown
LRGF Economic Development
LRGF Performance Statistics
LRGF Benchmark Comparison Summary
LRGF Benchmark Comparison Market Cap Size