STMBiShares Factors US Mid Blend Style ETF
STMB Fund Description
STMB tracks an index of midcap US equities selected based on a combination of five investment factors.
STMB Factset Analytics Insight
The fund is being delisted. The last day of trading will be August 23, 2021. STMB is a passively-managed fund that offers access to the midcap segment of the US equity market. The fund has exposure to five factors — momentum, quality, value, size, and low volatility. The index scores the component stocks of the Russell Midcap Index using a rules-based model based on these five factors in selecting its securities. The 20% least liquid constituents of the parent index are excluded. STMB’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.
STMB MSCI ESG Analytics Insight
iShares Factors US Mid Blend Style ETF has an MSCI ESG Fund Rating of A based on a score of 6.11 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 Mid Blend Style ETF ranks in the 49th percentile within its peer group and in the 78th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
STMB MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
STMB Summary Data
STMB Portfolio Data
STMB Index Data
STMB Portfolio Management
STMB Tax Exposures
STMB Fund Structure
STMB Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of STMB. STMB is rated a N/A out of 5.
STMB Sector/Industry Breakdown
STMB Economic Development
STMB Performance Statistics
STMB MSCI ESG Ratings
STMB Benchmark Comparison Summary
STMB Benchmark Comparison Market Cap Size