QVAL

Alpha Architect U.S. Quantitative Value ETF
*Unless otherwise stated, data provided by FactSet.

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. 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 5.57 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 53th percentile within its peer group and in the 97th 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

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/20/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QVAL 5.83% 14.28% 20.64% 9.16% 8.44% 3.91% --
QVAL (NAV) 5.95% 14.25% 19.92% 9.28% 8.44% 3.91% --
Alpha Architect Quantitative Value Index 5.95% 14.39% 19.97% 9.12% -- -- --
MSCI USA IMI Value Index 3.60% 8.09% 20.76% 12.97% 10.03% 8.09% 11.66%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QVAL Summary Data

10/22/14
Open-Ended Fund
0.49%
$99.64M
$419.26K
0.10%

QVAL Portfolio Data

$25.12B
11.16
2.57
1.78%
N/A
42

QVAL Index Data

Alpha Architect Quantitative Value Index
Equal
Fundamental
MSCI USA IMI Value Index

QVAL Portfolio Management

0.49%
0.01%
0.23%
-0.25%

QVAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QVAL Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

QVAL Factset Analytics Block Liquidity

As of 11/21/19
5
4
3
2
1

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

14,416
$419.26K
6,693
$185.16K
0.10%
$0.03
0.02%
0.82% / -0.57%
None
100.00%
50,000
0.13
0.02%
0.04%
0
$29.81
5

QVAL Sector/Industry Breakdown


QVAL
Segment Benchmark
41.35%
9.17%
19.54%
7.73%
16.26%
13.85%
12.39%
2.84%
5.29%
7.48%
2.61%
11.71%
2.55%
9.15%

QVAL Top 10 Holdings[View All]

27.63%

QVAL Countries


QVAL
Segment Benchmark
100.00%
99.94%
--
0.06%

QVAL Regions


QVAL
Segment Benchmark
100.00%
100.00%

QVAL Economic Development


QVAL
Segment Benchmark
100.00%
100.00%

QVAL Performance Statistics

0.78
1.33
1.23
1.24
0.65%
MSCI USA IMI Value Index

QVAL MSCI ESG Ratings

BBB
5.57 / 10
97.48
52.94
4.99%
5.34%
187.93

QVAL Benchmark Comparison Holdings

42
1509
32
5.56%

QVAL Benchmark Comparison Summary


QVAL
Segment Benchmark
42
1509
$25.12B
$113.81B
11.16
20.16
2.57
2.11
2.45%
2.92%
Medium
Low

QVAL Benchmark Comparison Market Cap Size


QVAL
Segment Benchmark
41.26%
81.43%
56.27%
13.45%
2.47%
4.60%
0.00%
0.51%