SQLVRoyce Quant Small-Cap Quality Value ETF
SQLV Fund Description
SQLV is an actively managed fund that uses a multi-factor scoring system to select US small-cap stocks that are weighted based on fundamental composite scores.
SQLV Factset Analytics Insight
SQLV selects small-cap stocks based on both value and quality factors. The fund defines ‘quality’ as high, stable profitability (high return on invested capital and low variance of return on assets) and strong debt coverage (cash flow-to-debt) compared to companies in the same sector. For value factors, the fund focuses on free cash flow-to-enterprise value. After stocks are scored by quality and value factors, the fund assigns each company a momentum score (based on price performance over 30 days) to determine when a stock can be bought or sold. Holdings are weighted by a fundamental composite score (including book value, revenue, free cash flow, and dividends paid). As an actively managed fund, the portfolio managers have full discretion to make investment decisions to meet their objectives. Prior to May 10, 2022, the fund was called Legg Mason Small-Cap Quality Value ETF that tracked the Royce Small-Cap Quality Value Index.
SQLV Summary Data
SQLV Portfolio Data
SQLV Index Data
SQLV Portfolio Management
SQLV Tax Exposures
SQLV Fund Structure
SQLV Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of SQLV. SQLV is rated a 4 out of 5.
SQLV Sector/Industry Breakdown
SQLV Top 10 Holdings[View All]
SQLV Economic Development
SQLV Performance Statistics
SQLV Benchmark Comparison Summary
SQLV Benchmark Comparison Market Cap Size