STLV iShares Factors US Value Style ETF
STLV Fund Description
STLV tracks an index of US large and mid-cap 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 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 Benchmark Comparison Summary
STLV Benchmark Comparison Market Cap Size