STLCiShares Factors US Blend Style ETF
STLC Fund Description
STLC tracks an index of large cap US equities selected based on a combination of five investment factors.
STLC Factset Analytics Insight
The fund is being delisted. The last day of trading will be August 23, 2021. STLC selects equities from the Russell 1000 based on multiple factors — momentum, quality, value, size, and low volatility. The fund then assigns a weighted composite score of those five factors for each security using a proprietary model. Value score is calculated from 12-month trailing B/P ratio, dividend, earnings and cash flow yield, momentum score from price, earnings momentum and earnings announcement drift, quality score from gross profitability, dilution, accruals and changes in net operating assets, volatility score from 12-month trailing realized volatility, and lastly size score compares market cap of each company from the Russell 1000 Index. STLV’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors while maintaining total risk similar to that of the parent Index. STLC is the broad-based version of STLV and STLG.
STLC Portfolio Management
STLC Tax Exposures
STLC Fund Structure
STLC Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of STLC. STLC is rated a N/A out of 5.
STLC Economic Development
STLC Performance Statistics
STLC Benchmark Comparison Summary
STLC Benchmark Comparison Market Cap Size