(OMFL) Oppenheimer Russell 1000 - Ratings and Ratios
Equities, Multifactor, Large Cap
| Risk via 10d forecast | |
|---|---|
| Volatility | 19.2% |
| Value at Risk 5%th | 32.9% |
| Relative Tail Risk | 4.03% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha | -3.95 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.432 |
| Beta | 0.813 |
| Beta Downside | 0.803 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.52% |
| Mean DD | 3.39% |
| Median DD | 2.54% |
Description: OMFL Oppenheimer Russell 1000 November 06, 2025
Oppenheimer Russell 1000 Dynamic Multifactor (BATS: OMFL) is an ETF that commits at least 80 % of its assets to the securities that compose its benchmark index. The index dynamically shifts factor emphasis according to the business-cycle phase: size, value and volatility in recovery; size, value and momentum in expansion; volatility and quality in slowdown; and momentum, quality and volatility in contraction.
Key metrics (as of Q3 2025) show an expense ratio of 0.28 %, assets under management of roughly $1.2 billion, and an average turnover of 45 % annually, reflecting the index’s periodic re-balancing. The fund’s top sector weights are typically Information Technology (≈18 %), Health Care (≈13 %) and Consumer Discretionary (≈12 %), sectors that historically benefit from value and momentum tilts during expansion. Macro-driven drivers such as the Fed’s policy stance and US GDP growth rates directly influence the cycle-stage allocations, with higher inflation risk prompting a tilt toward volatility and quality factors.
For a deeper, data-rich look at OMFL’s factor dynamics and how they compare across market regimes, you might explore the interactive analytics on ValueRay.
OMFL ETF Overview
| Market Cap in USD | 4,857m |
| Category | Large Blend |
| TER | 0.29% |
| IPO / Inception | 2017-11-08 |
| Return 12m vs S&P 500 | -4.94% |
| Analyst Rating | - |
OMFL Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.71% |
| Yield on Cost 5y | 1.15% |
| Yield CAGR 5y | 3.05% |
| Payout Consistency | 96.4% |
| Payout Ratio | - |
OMFL Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 10.07% |
| CAGR/Max DD Calmar Ratio | 0.65 |
| CAGR/Mean DD Pain Ratio | 2.97 |
| Current Volume | 274.6k |
| Average Volume | 274.6k |
What is the price of OMFL shares?
Over the past week, the price has changed by -3.92%, over one month by -5.04%, over three months by -2.91% and over the past year by +6.32%.
Is OMFL a buy, sell or hold?
What are the forecasts/targets for the OMFL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 62.2 | 8.6% |
OMFL Fundamental Data Overview November 11, 2025
Beta = 1.06
Revenue TTM = 0.0 USD
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 = 4.86b USD (4.86b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 4.86b)
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 4.86b / 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 = 9.01% (E(4.86b)/V(4.86b) * Re(9.01%) + (debt-free company))
Discount Rate = 9.01% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for OMFL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle