LRGF
iShares US Equity Factor ETFLRGF 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 Tradability
LRGF Sector/Industry Breakdown
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LRGF Top 10 Holdings[View All]
LRGF Countries
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LRGF Regions
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LRGF Economic Development
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LRGF Performance Statistics
LRGF Benchmark Comparison Summary
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LRGF Benchmark Comparison Market Cap Size
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.