LSAFLeaderShares AlphaFactor U.S. Core Equity ETF
LSAF Fund Description
LSAF tracks an equal-weighted index of US stocks selected by multiple fundamental factors.
LSAF Factset Analytics Insight
LSAF screens the 1000 largest US stocks using a rather opaque rules-based methodology. Screening factors include multiple fundamental measures such as net share count reduction, free cash flow growth, and debt/asset ratios, as well as liquidity and market capitalization. The portfolio is equal-weighted, rebalanced and reconstituted quarterly.
LSAF MSCI ESG Analytics Insight
LeaderShares AlphaFactor U.S. Core Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.10 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. LeaderShares AlphaFactor U.S. Core Equity ETF ranks in the 49th percentile within its peer group and in the 59th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
LSAF 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.
LSAF Summary Data
LSAF Portfolio Data
LSAF Index Data
LSAF Portfolio Management
LSAF Tax Exposures
LSAF Fund Structure
LSAF Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of LSAF. LSAF is rated a 5 out of 5.
LSAF Sector/Industry Breakdown
LSAF Top 10 Holdings[View All]
LSAF Economic Development
LSAF Performance Statistics
LSAF MSCI ESG Ratings
LSAF Benchmark Comparison Summary
LSAF Benchmark Comparison Market Cap Size