QVAL

Alpha Architect U.S. Quantitative Value ETF
B

40
*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

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 18, 2019 the Alpha Architect U.S. Quantitative Value ETF MSCI ESG Fund Quality Score is 4.99 out of 10.

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. QVAL ranks in the 23th percentile within its peer group and in the 33th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

QVAL CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 04/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QVAL 6.00% 10.23% 21.51% -0.41% 11.31% -- --
QVAL (NAV) 5.97% 10.14% 20.81% 0.06% 11.32% -- --
Alpha Architect Quantitative Value Index 5.97% 10.13% 20.90% 0.13% -- -- --
MSCI USA IMI Value Index 1.54% 6.88% 14.22% 6.58% 11.11% 8.62% 13.70%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QVAL Top 10 Countries

QVAL Top 10 Sectors

QVAL Top 10 Holdings [View All]

QVAL Summary Data

10/22/14
Open-Ended Fund
0.49%
$105.98M
$328.72K
0.11%

QVAL Portfolio Data

$16.91B
10.21
2.49
1.46%
N/A
40

QVAL Index Data

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

QVAL Portfolio Management

0.49%
-0.23%
0.01%
-0.36%

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 -
Daily Spread
Premium/Discount
Volume

QVAL Factset Analytics Block Liquidity

As of 04/19/19
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

11,211
$328.72K
4,962
$144.72K
0.11%
$0.03
0.00%
0.88% / -1.17%
None
100.00%
50,000
0.10
0.02%
0.05%
--
$30.33
5

QVAL Sector/Industry Breakdown


QVAL
Segment Benchmark
37.21%
7.79%
26.11%
9.13%
15.05%
2.64%
12.39%
8.36%
2.26%
13.74%
2.13%
8.57%
2.08%
11.23%

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

0.73
1.20
1.18
1.06
0.58%
MSCI USA IMI Value Index

QVAL MSCI ESG Ratings

4.99 / 10
22.75
33.33
2.65%
5.46%
136.48

QVAL BENCHMARK COMPARISON HOLDINGS

40
1494
34
4.02%

QVAL BENCHMARK COMPARISON SUMMARY


QVAL
Segment Benchmark
40
1494
$16.91B
$111.44B
10.21
19.18
2.49
2.15
2.37%
2.89%
Medium
Low

QVAL BENCHMARK COMPARISON MARKET CAP SIZE


QVAL
Segment Benchmark
35.90%
80.40%
59.57%
14.45%
4.54%
4.68%
0.00%
0.47%