(IVAL) Alpha Architect - Overview
Etf: Equities, International, Value
Dividends
| Dividend Yield | 3.00% |
| Yield on Cost 5y | 3.86% |
| Yield CAGR 5y | -4.45% |
| Payout Consistency | 88.6% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 14.5% |
| Relative Tail Risk | 1.07% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 2.18 |
| Alpha | 36.15 |
| Character TTM | |
|---|---|
| Beta | 0.593 |
| Beta Downside | 0.617 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.89% |
| CAGR/Max DD | 1.28 |
Description: IVAL Alpha Architect January 10, 2026
Alpha Architect International Quantitative Value ETF (BATS: IVAL) is a U.S.-registered ETF that allocates at least 80 % of its net assets (including any investment-purpose borrowings) to exchange-listed international equities that satisfy the Sub-Adviser’s quantitative definition of “value.” The Sub-Adviser uses a multi-step, rules-based screen to construct a portfolio of roughly 50-200 undervalued large-cap stocks outside the United States, targeting capital appreciation through systematic value exposure.
Key quantitative metrics (as of the most recent filing) include an expense ratio of 0.45 %, total assets under management of about $350 million, and an average dividend yield of roughly 2.3 %. The fund’s sector tilt leans toward financials and consumer staples, reflecting the historically higher value-orientation of those industries in developed markets. A primary macro driver is global earnings growth, which is currently projected at 4.1 % YoY for 2025 by the IMF, while currency fluctuations (especially USD strength) can materially affect net returns on the underlying foreign equities.
For a deeper dive into the quantitative methodology and its performance nuances, you might find ValueRay’s analytical tools useful for independent verification.
What is the price of IVAL shares?
Over the past week, the price has changed by +4.57%, over one month by +10.03%, over three months by +16.65% and over the past year by +45.80%.
Is IVAL a buy, sell or hold?
What are the forecasts/targets for the IVAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 43 | 21.6% |
IVAL 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 = 205.0m USD (205.0m + (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 205.0m)
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 205.0m / 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 = 8.10% (E(205.0m)/V(205.0m) * Re(8.10%) + (debt-free company))
Discount Rate = 8.10% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)