QVALAlpha Architect U.S. Quantitative Value ETF
QVAL 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.
QVAL MSCI ESG Analytics Insight
Alpha Architect U.S. Quantitative Value ETF has an MSCI ESG Fund Rating of A based on a score of 6.60 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 58th percentile within its peer group and in the 83th 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 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 Sector/Industry Breakdown
QVAL Economic Development
QVAL Performance Statistics
QVAL MSCI ESG Ratings
QVAL Benchmark Comparison Summary
QVAL Benchmark Comparison Market Cap Size