SPVMInvesco S&P 500 Value with Momentum ETF
SPVM Fund Description
SPVM tracks an index of S&P 500 stocks selected by value and momentum and weighted by value.
SPVM Factset Analytics Insight
SPVMs name reflects its straightforward approach to value with momentum, with the emphasis on value. Starting from the S&P 500, its index selects 200 names with highest value score, derived from book to price, (trailing) earnings to price and sales to price. It then picks the top half of these based on a momentum score, using 12-month performance excluding the most recent month and favoring stocks with lower volatility. The 100 names are weighted by the value score. Firm size (market cap) does not play a direct role in weighting, so the fund may lean toward the smaller firms in the S&P 500. Prior to June 24, 2019 the fund tracked a Russell pure value index under a different name and ticker (PXLV). The current index retains pure value flavor given its value weighting.
SPVM MSCI ESG Analytics Insight
Invesco S&P 500 Value with Momentum ETF has an MSCI ESG Fund Rating of AA based on a score of 7.24 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 Value with Momentum ETF ranks in the 82nd percentile within its peer group and in the 95th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
SPVM 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.
SPVM Summary Data
SPVM Portfolio Data
SPVM Index Data
SPVM Portfolio Management
SPVM Tax Exposures
SPVM Fund Structure
SPVM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of SPVM. SPVM is rated a 5 out of 5.
SPVM Sector/Industry Breakdown
SPVM Top 10 Holdings[View All]
SPVM Economic Development
SPVM Performance Statistics
SPVM MSCI ESG Ratings
SPVM Benchmark Comparison Summary
SPVM Benchmark Comparison Market Cap Size