QVAL ValueShares U.S. Quantitative Value ETF

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QVAL ValueShares U.S. Quantitative Value ETF

Seeks to track, before fees and expenses, the Alpha Architect Quantitative Value Index. The process consists of 5 sequential steps: 1. Identify Investable Universe: The Index universe generally consists of mid to large capitalization U.S. exchange traded stocks. 2. Forensic Accounting Screens: The Index algorithm uses statistical models to avoid firms that may incur financial distress or are at risk for financial statement manipulation. 3. Valuation Screens: The Index screens for stocks with low enterprise values relative to operating earnings. 4. Quality Screens: The Index ranks the cheapest stocks on their long-term business fundamentals and current financial strength. 5. Invest.

Prior to January 31, 2017, the Fund was actively-managed using a quantitative strategy substantially similar to the methodology of the Index.

$35.12  -0.14 (-0.40%)
As of 01/27/2023 16:00:00 EST     IEX book   CBOE book


ETF Information
Sponsor:     alpha architect
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Morningstar category:  Mid-Cap Value
Leverage factor:  1.00
Inception date:  10/22/2014
Index tracking method: Passive replication
Current yield:  1.88%
Historical average yield:  1.60%
Market cap:  $250,346,000
Average volume:  36,612
Fees:     0.4900%

Index Information
Alpha Architect International Quantitative Value Index
Index symbol:  QVALIndex
Provider:   alpha architect
Index weighting:   Equal weighted
Index inception date:  01/31/2017
Backtesting data exists:   No
Factors used to select securities:

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