(EFAV) MSCI EAFE Min Vol Factor - Overview
Etf: International, Stocks, Low-Volatility, Diversified
Dividends
| Dividend Yield | 3.28% |
| Yield on Cost 5y | 4.32% |
| Yield CAGR 5y | 9.79% |
| Payout Consistency | 90.7% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 10.1% |
| Relative Tail Risk | 1.54% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.89 |
| Alpha | 21.67 |
| Character TTM | |
|---|---|
| Beta | 0.239 |
| Beta Downside | 0.146 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.21% |
| CAGR/Max DD | 1.67 |
Description: EFAV MSCI EAFE Min Vol Factor January 08, 2026
The iShares MSCI EAFE Min Vol Factor ETF (BATS: EFAV) seeks to track an index of large-cap international equities that exhibit lower overall volatility than the broader MSCI EAFE universe, allocating at least 80 % of assets to securities that closely match the index’s composition.
Key metrics (as of 2024-Q4) include an expense ratio of 0.20 %, assets under management of roughly $10 billion, and a 12-month realized volatility of about 10 % versus ~13 % for the MSCI EAFE Index. The fund’s sector tilt leans toward defensive areas-consumer staples, health care, and utilities-while its top-five holdings are weighted in Europe’s large-cap blue-chip stocks, which tend to be less sensitive to global growth cycles.
Because EFAV’s performance is closely linked to global interest-rate trends and currency movements (particularly the euro and yen), monitoring central-bank policy shifts and FX volatility can provide early signals of risk-adjusted return changes.
For a deeper quantitative breakdown, you might explore the EFAV profile on ValueRay.
What is the price of EFAV shares?
Over the past week, the price has changed by +2.31%, over one month by +5.14%, over three months by +8.28% and over the past year by +28.54%.
Is EFAV a buy, sell or hold?
What are the forecasts/targets for the EFAV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 106.5 | 16.3% |
EFAV Fundamental Data Overview February 09, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 5.43b USD (5.43b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 5.43b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 5.43b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.80% (E(5.43b)/V(5.43b) * Re(6.80%) + (debt-free company))
Discount Rate = 6.80% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)