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Values as of: 2019-07-15
Values as of: 2019-07-15
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the Russell 1000 Low Volatility Focused Factor Index. Under normal market conditions, the fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to reflect the performance of a segment of large-capitalization U.S. equity securities demonstrating a combination of core factors (high value, high quality, and low size characteristics), with a focus factor comprising low volatility characteristics. The fund is non-diversified.
Company Website : www.spdrs.com
Currency: USD
Country : USA
Inception Date: 01/12/2015
Primary Benchmark: Russell 1000 LV Fcsd Fctr TR USD
Primary Index: S&P 500 TR USD
Gross Expense Ratio: 0.2%
Management Expense Ratio: 0.20 %
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| Symbol | Company Name | Allocation |
|---|---|---|
| BW | Babcock & Wilcox Enterprises Inc | 1.49 % |
| MPC | Marathon Petroleum Corp | 1.17 % |
| MCK | McKesson Corporation | 1.16 % |
| CNC | Centene Corp | 1.11 % |
| CAH | Cardinal Health Inc | 1.03 % |
| CTSH | Cognizant Technology Solutions Corp Class A | 1.01 % |
| CDW | CDW Corp | 0.88 % |
| RS | Reliance Steel & Aluminum Co | 0.86 % |
| NVR | NVR Inc | 0.83 % |
| VLO | Valero Energy Corporation | 0.82 % |
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| Symbol | Name | Mer | Price(Change) | Market Cap |
|---|---|---|---|---|
| SOJE | SOJE | 0.00 % |
+0.70 (+3.66%) |
USD 65.72B |
| JEPI | JPMorgan Equity Premium Income.. | 0.00 % |
+0.44 (+0.79%) |
USD 32.43B |
| DTB | DTB | 0.00 % |
+1.19 (+6.19%) |
USD 26.58B |
| DFAC | Dimensional U.S. Core Equity 2.. | 0.00 % |
+0.36 (+1.19%) |
USD 26.00B |
| GBTC | Grayscale Bitcoin Trust (BTC) | 0.00 % |
-0.05 (-0.08%) |
USD 23.75B |
| JPST | JPMorgan Ultra-Short Income ET.. | 0.00 % |
+0.02 (+0.04%) |
USD 22.73B |
| SGOV | iShares® 0-3 Month Treasury B.. | 0.00 % |
+0.01 (+0.01%) |
USD 19.79B |
| AVUV | Avantis® U.S. Small Cap Value.. | 0.00 % |
+1.53 (+1.72%) |
USD 10.49B |
| DFUV | Dimensional US Marketwide Valu.. | 0.00 % |
+0.37 (+0.94%) |
USD 10.15B |
| DFAT | Dimensional U.S. Targeted Valu.. | 0.00 % |
+0.59 (+1.15%) |
USD 9.40B |
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| Market Performance vs. Industry/Classification (Others) | Market Performance vs. Exchange (NYSE Arca) | ||||||
| Value | Sector Median | Percentile Rank | Grade | Market Median | Percentile Rank | Grade | |
| YTD | |||||||
| Capital Gain | 20.77% | 81% | B- | 72% | C | ||
| Dividend Return | 1.07% | 50% | F | 33% | F | ||
| Total Return | 21.84% | 82% | B | 71% | C- | ||
| Trailing 12 Months | |||||||
| Capital Gain | 8.90% | 86% | B+ | 78% | C+ | ||
| Dividend Return | 1.47% | 40% | F | 27% | F | ||
| Total Return | 10.37% | 86% | B+ | 74% | C | ||
| Trailing 5 Years | |||||||
| Capital Gain | N/A | N/A | N/A | N/A | F | ||
| Dividend Return | N/A | N/A | N/A | N/A | F | ||
| Total Return | N/A | N/A | N/A | N/A | F | ||
| Average Annual (5 Year Horizon) | |||||||
| Capital Gain | 5.58% | 31% | F | 57% | F | ||
| Dividend Return | 7.70% | 35% | F | 57% | F | ||
| Total Return | 2.12% | 92% | A | 53% | F | ||
| Risk Return Profile | |||||||
| Volatility (Standard Deviation) | 7.37% | 92% | A | 91% | A- | ||
| Risk Adjusted Return | 104.47% | 100% | F | 94% | A | ||
| Market Capitalization | 0.42B | 75% | C | 48% | F | ||
| Target Price Action | Rating Action | Analyst | Rating | Price | Date |
|---|
This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.
This stock has performed well, on a risk adjusted basis, compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile.
The stock has outperformed its sector peers on average annual total returns basis in the past 5 years (for a hold period of at least 12 months) and is in the top quartile.
The stock’s annual returns have been stable and consistent compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile. Although stability is good, also keep in mind it can limit returns.
The company had positive total cash flow in the most recent four quarters.
The stock is trading high compared to its peers on a price to cash flow basis. It is priced above the median for its sectors. Proceed with caution if you are considering to buy.
The stock is trading high compared to its peers on a price to earning basis and is above the sector median.
The company’s average income yield over the past 5 years has been low compared to its peers. However, it is not a problem if you are not looking for income.
