STLViShares Factors US Value Style ETF
STLV Fund Description
STLV tracks an index of US large and midcap value stocks selected based on a combination of five investment factors.
STLV Factset Analytics Insight
STLV selects equities from the value 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 Value Index. STLV’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors.
STLV MSCI ESG Analytics Insight
iShares Factors US Value Style ETF has an MSCI ESG Fund Rating of A based on a score of 5.85 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. iShares Factors US Value Style ETF ranks in the 45th percentile within its peer group and in the 58th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
STLV Summary Data
STLV Portfolio Data
STLV Index Data
STLV Portfolio Management
STLV Tax Exposures
STLV Fund Structure
STLV Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of STLV. STLV is rated a 4 out of 5.
STLV Sector/Industry Breakdown
STLV Top 10 Holdings[View All]
STLV Economic Development
STLV Performance Statistics
STLV MSCI ESG Ratings
STLV Benchmark Comparison Summary
STLV Benchmark Comparison Market Cap Size