QVMLInvesco S&P 500 QVM Multi-Factor ETF
QVML Fund Description
QVML tracks a market-cap-weighted index that selects the top 90% of stocks in the S&P 500 based on three factors: quality, value, and momentum.
QVML Factset Analytics Insight
QVML uses a multi-factor approach to screen out stocks with the weakest quality, value, and momentum characteristics from the S&P 500—a broad US index comprising the largest 500 stocks. Each security in the parent index is assigned a multi-factor score by taking the average of quality (based on ROE, accruals and financial leverage), value (based on P/B, P/E and P/S), and momentum scores. Securities are ranked accordingly, and the bottom 10% or about 50 stocks are taken out of the index. Holdings are weighted by market-cap and rebalanced on a quarterly basis.
QVML MSCI ESG Analytics Insight
Invesco S&P 500 QVM Multi-Factor ETF has an MSCI ESG Fund Rating of undefined 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. Invesco S&P 500 QVM Multi-Factor ETF ranks in the 45th percentile within its peer group and in the 36th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
QVML Summary Data
QVML Portfolio Data
QVML Index Data
QVML Portfolio Management
QVML Tax Exposures
QVML Fund Structure
QVML Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of QVML. QVML is rated a 4 out of 5.
QVML Sector/Industry Breakdown
QVML Top 10 Holdings[View All]
QVML Economic Development
QVML Performance Statistics
QVML MSCI ESG Ratings
QVML Benchmark Comparison Summary
QVML Benchmark Comparison Market Cap Size
Options Strategies for Outcome Investing
A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.
A covered call is an income strategy constructed by writing a call option against a holding of the underlying security.