EMGF ETF Analysis: Emerging Markets Multifactor | BATS

Diversified Emerging Mkts | BATS, USA | Market Cap: 1.914m USD | 12M Return: 33% | Charts, Fundamentals & Technical Analysis

Emerging Equities, Multifactor Stocks, Large-Cap, Mid-Cap
Total Rating 66
Safety 62
Buy Signal -0.07
Diversified Emerging Mkts
Category Rotation: -19.3
TER: 0.25%
AUM: 1.91B
Avg Turnover: 9.23M
Risk 3d forecast
Volatility26.5%
VaR 5th Pctl4.66%
VaR vs Median-2.28%
Reward TTM
Sharpe Ratio1.15
Rel. Str. IBD64.2
Rel. Str. Peer Group71.7
Character TTM
Beta0.920
Beta Downside0.829
Hurst Exponent0.423
Drawdowns 3y
Max DD17.65%
CAGR/Max DD1.23
CAGR/Mean DD5.91

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +2.3% 26
Feb -1.1% 14
Mar -0.1% 0
Apr -0.6% 17
May +0.1% 5
Jun -0.2% 0
Jul +0.1% 8
Aug -0.3% 17
Sep -0.9% 20
Oct -1.1% 22
Nov -0.4% 8
Dec +1.4% 21

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: EMGF Emerging Markets Multifactor

The iShares MSCI Emerging Markets Multifactor ETF (EMGF) tracks an index of large- and mid-capitalization stocks drawn from the STOXX Emerging Markets Index, with holdings selected and weighted through an optimization process targeting five specific factors: momentum, quality, value, low volatility, and size. As a multifactor product, it represents a rules-based approach to emerging markets investing that combines several investment characteristics in a single portfolio rather than tracking a broad market-cap-weighted benchmark.

Factor-based ETFs are part of the broader smart-beta segment of the exchange-traded fund industry, which applies quantitative screens to traditional indices in an effort to enhance risk-adjusted returns. Emerging markets funds typically invest in publicly traded companies across developing economies, spanning sectors such as financials, technology, consumer goods, and energy, though EMGFs factor tilts influence its country, sector, and security composition relative to a standard emerging markets index.

Headlines to Watch Out For
  • US dollar weakness lifts emerging market equity returns
  • Factor rotation into value and quality boosts multifactor ETF inflows
  • Rising competition pressures fee margins across low-cost EM ETFs
What is the price of EMGF shares?

As of July 23, 2026, the stock is trading at USD 69.33 with a total of 76,498 shares traded. Over the past week, the price has changed by -1.00%, over one month by -9.11%, over three months by +3.49% and over the past year by +32.98%.

Current recommended Stop Loss: 64.70 (which is 6.7% or 2.6 ATR below the current price).

Is EMGF a buy, sell or hold?

Emerging Markets Multifactor has no consensus analysts rating.