Alpha Architect U.S. Quantitative Value ETFAlpha Architect U.S. Quantitative Value ETFAlpha Architect U.S. Quantitative Value ETF

Alpha Architect U.S. Quantitative Value ETF

No trades
See on Supercharts

Key stats

Assets under management (AUM)
‪348.88 M‬USD
Fund flows (1Y)
‪32.67 M‬USD
Dividend yield (indicated)
1.60%
Discount/Premium to NAV
0.6%

About Alpha Architect U.S. Quantitative Value ETF

Issuer
Empirical Finance LLC
Brand
Alpha Architect
Expense ratio
0.29%
Inception date
Oct 22, 2014
Index tracked
No Underlying Index
Management style
Active
QVAL whittles down the US equity market to a relative handful of stocks that meet its stringent screens. The fund uses a single metric EV/EBIT to select the cheapest 10% of its universe, with additional screens for competitive advantage and financial strength, assessed using a number of financial-statement-derived metrics. Additionally, the fund uses a proprietary forensic accounting model to screen out companies that may be attempting to disguise low-quality cash flows. The few dozen holdings that emerge from this process are weighted equally. QVAL launched as an actively managed fund but began tracking a new homegrown index in January 2017. On January 31, 2022, the fund switched back to being actively managed. These changes did not significantly alter the funds strategy or holdings.

Classification

Asset Class
Equity
Category
Size and style
Focus
Total market
Niche
Value
Strategy
Active
Weighting scheme
Proprietary
Selection criteria
Proprietary

Returns

1 month3 monthsYear to date1 year3 years5 years
Price performance
NAV total return

What's in the fund

As of May 16, 2024
Exposure type
StocksBonds, Cash & Other
Energy Minerals
Producer Manufacturing
Stocks99.49%
Energy Minerals18.71%
Producer Manufacturing11.62%
Retail Trade9.94%
Consumer Durables8.32%
Health Services8.28%
Consumer Non-Durables6.27%
Process Industries6.07%
Industrial Services5.82%
Electronic Technology4.03%
Commercial Services3.99%
Technology Services3.93%
Health Technology2.25%
Transportation2.24%
Non-Energy Minerals2.03%
Consumer Services2.00%
Communications1.99%
Distribution Services1.98%
Bonds, Cash & Other0.51%
Mutual fund0.36%
Cash0.16%
Stock breakdown by region
100%
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings

Dividends

Dividend payout history

Assets under management (AUM)

Fund Flows