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Values as of: 2019-10-16
Values as of: 2019-10-16
The investment seeks to track the performance of the MSCI USA Factor Mix A-Series Capped Index. The fund invests at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the equity market performance of large-and mid-cap companies across the U.S. equity market. It aims to represent the performance of a combination of three factors: value, quality, and low volatility. It is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Index. The fund is non-diversified.
Company Website : www.spdrs.com
Currency: USD
Country : USA
Inception Date: 15/04/2015
Primary Benchmark: MSCI USA Factor Mix A-SersCap(USD)NR USD
Primary Index: S&P 500 TR USD
Gross Expense Ratio: 0.15%
Management Expense Ratio: 0.15 %
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Symbol | Company Name | Allocation |
---|---|---|
MSFT | Microsoft Corporation | 3.00 % |
META | Meta Platforms Inc. | 2.79 % |
NVDA | NVIDIA Corporation | 2.70 % |
AAPL | Apple Inc | 2.42 % |
AVGO | Broadcom Inc | 2.36 % |
LLY | Eli Lilly and Company | 2.25 % |
UNH | UnitedHealth Group Incorporated | 1.88 % |
V | Visa Inc. Class A | 1.76 % |
JNJ | Johnson & Johnson | 1.63 % |
MA | Mastercard Inc | 1.50 % |
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Symbol | Name | Mer | Price(Change) | Market Cap |
---|---|---|---|---|
SOJE | SOJE | 0.00 % |
-0.42 (-2.11%) |
USD 65.72B |
JEPI | JPMorgan Equity Premium Income.. | 0.00 % |
-0.31 (-0.55%) |
USD 32.43B |
DTB | DTB | 0.00 % |
-0.23 (-1.13%) |
USD 26.58B |
DFAC | Dimensional U.S. Core Equity 2.. | 0.00 % |
-0.14 (-0.46%) |
USD 26.00B |
GBTC | Grayscale Bitcoin Trust (BTC) | 0.00 % |
+0.70 (+1.23%) |
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 % |
+0.05 (+0.05%) |
USD 19.79B |
AVUV | Avantis® U.S. Small Cap Value.. | 0.00 % |
-0.35 (-0.39%) |
USD 10.49B |
DFUV | Dimensional US Marketwide Valu.. | 0.00 % |
-0.18 (-0.46%) |
USD 10.15B |
DFAT | Dimensional U.S. Targeted Valu.. | 0.00 % |
-0.31 (-0.60%) |
USD 9.40B |
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 | 22.27% | 88% | B+ | 76% | C+ | ||
Dividend Return | N/A | N/A | N/A | N/A | F | ||
Total Return | 22.27% | 86% | B+ | 72% | C | ||
Trailing 12 Months | |||||||
Capital Gain | 10.15% | 83% | B | 72% | C | ||
Dividend Return | N/A | N/A | N/A | N/A | F | ||
Total Return | 10.15% | 79% | B- | 67% | D+ | ||
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 | 9.11% | 89% | A- | 78% | C+ | ||
Dividend Return | 10.43% | 88% | B+ | 75% | C | ||
Total Return | 1.32% | 41% | F | 30% | F | ||
Risk Return Profile | |||||||
Volatility (Standard Deviation) | 7.40% | 68% | D+ | 82% | B | ||
Risk Adjusted Return | 140.84% | 98% | N/A | 97% | N/A | ||
Market Capitalization | 0.01B | 67% | D+ | 39% | F |
Target Price Action | Rating Action | Analyst | Rating | Price | Date |
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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 is trading high compared to its peers on a price to earning basis and is above the sector median.
The company has under performed its peers on annual average total returns in the past 5 years.