STLGiShares Factors U.S. Growth Style ETF
STLG Fund Description
STLG tracks an index of US large and midcap growth stocks selected based on a combination of five investment factors.
STLG Factset Analytics Insight
STLG selects equities from the growth version of 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 Growth Index. STLG’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors.
STLG Summary Data
STLG Portfolio Data
STLG Index Data
STLG Portfolio Management
STLG Tax Exposures
STLG Fund Structure
STLG Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of STLG. STLG is rated a 4 out of 5.
STLG Sector/Industry Breakdown
STLG Economic Development
STLG Performance Statistics
STLG Benchmark Comparison Summary
STLG Benchmark Comparison Market Cap Size