(OMFS) Oppenheimer Russell 2000 - Overview
Etf: Small-Cap Stocks, Dynamic Multifactor, Russell 2000
Dividends
| Dividend Yield | 0.83% |
| Yield on Cost 5y | 0.95% |
| Yield CAGR 5y | 6.30% |
| Payout Consistency | 87.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 21.2% |
| Relative Tail Risk | -3.56% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.67 |
| Alpha | 2.98 |
| Character TTM | |
|---|---|
| Beta | 0.940 |
| Beta Downside | 0.935 |
| Drawdowns 3y | |
|---|---|
| Max DD | 22.35% |
| CAGR/Max DD | 0.48 |
Description: OMFS Oppenheimer Russell 2000 December 29, 2025
The Oppenheimer Russell 2000 Dynamic Multifactor ETF (BATS: OMFS) commits at least 80% of its assets to the stocks that compose its benchmark, a custom index that blends multiple factor-based strategies (e.g., value, momentum, low-volatility) selected for historical outperformance across different phases of the economic cycle. The index draws its investable universe from the Russell 2000, representing roughly 2,000 U.S. small-cap companies.
Key quantitative points to consider: the fund’s expense ratio is 0.45% (above the average 0.35% for small-cap blend ETFs, which may erode net returns if the factor premium is modest); its average daily turnover is about 15%, indicating moderate portfolio churn and potential transaction costs. Recent data (as of Q3 2024) show a 12-month rolling return of ~8.2%, outpacing the Russell 2000’s 6.5% but lagging pure value or momentum sub-indices, suggesting the multi-factor blend smooths extremes. Economic drivers that typically influence this space include U.S. small-business earnings growth, Fed policy on short-term rates (which affect discount rates for small caps), and sector exposure to technology and consumer discretionary, which together account for roughly 35% of the index’s weight.
For a deeper dive into how OMFS’s factor tilts compare to peers, you might explore the analytics on ValueRay to see the underlying driver scores and scenario projections.
What is the price of OMFS shares?
Over the past week, the price has changed by +3.26%, over one month by +5.41%, over three months by +12.88% and over the past year by +17.59%.
Is OMFS a buy, sell or hold?
What are the forecasts/targets for the OMFS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 52.1 | 7.3% |
OMFS Fundamental Data Overview February 03, 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 = 275.1m USD (275.1m + (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 275.1m)
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 275.1m / 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 = 9.38% (E(275.1m)/V(275.1m) * Re(9.38%) + (debt-free company))
Discount Rate = 9.38% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)