QVAL
Alpha Architect U.S. Quantitative Value ETFQVAL Fund Description
QVAL tracks an equal-weighted index of US value stocks, with screens for forensic accounting and earnings quality.
QVAL Factset Analytics Insight
QVAL whittles down the US equity market to a relative handful of stocks that meet its stringent screens. The fund uses a single metric—EV/EBIT—to select the cheapest 10% of its universe, with additional screens for competitive advantage and financial strength, assessed using a number of financial-statement-derived metrics. Additionally, the fund uses a proprietary forensic accounting model to screen out companies that may be attempting to disguise low-quality cash flows. The few dozen holdings that emerge from this process are weighted equally. QVAL launched as an actively managed fund but began tracking a new homegrown index in January 2017, a change which did not significantly alter the fund’s strategy or holdings. Lukewarm trading increases round-trip costs for QVAL.
QVAL MSCI ESG Analytics Insight
Alpha Architect U.S. Quantitative Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.98 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. Alpha Architect U.S. Quantitative Value ETF ranks in the 42nd percentile within its peer group and in the 91st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
QVAL 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.
QVAL Charts And Performance
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QVAL Summary Data
QVAL Portfolio Data
QVAL Index Data
QVAL Portfolio Management
QVAL Tax Exposures
QVAL Fund Structure
QVAL Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of QVAL. QVAL is rated a 5 out of 5.
QVAL Tradability
QVAL Sector/Industry Breakdown
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QVAL Top 10 Holdings[View All]
QVAL Countries
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QVAL Regions
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QVAL Economic Development
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QVAL Performance Statistics
QVAL MSCI ESG Ratings
QVAL Benchmark Comparison Summary
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QVAL 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.