QUAL (BATS) - iShares MSCI USA Quality Factor
Exchange: USA Stocks • Country: USA • Currency: USD • Type: Etf • ISIN: US46432F3394 • Large Blend
http://www.ishares.com ‣ Domicile: United States
The fund generally will invest at least 80% of its assets in the component securities of the underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is based on a traditional market capitalization-weighted parent index, the MSCI USA Index. ‣ Company URL: Drawdown (Underwater) Chart

External Links for QUAL (BATS) - iShares MSCI...
Classification
Market Cap in USD | 37,905m |
Category | Large Blend |
TER | 0.15% |
IPO / Inception | 2013-07-16 |
Ratings
Fundamental | - |
Dividend | 5.80 |
Performance 5y | 7.16 |
Rel. Performance vs Sector | 0.20 |
Analysts | - |
Fair Price Total Ret. | 138.97 |
Fair Price DCF | todo |
Technical
Growth TTM | 18.02% |
CAGR 5y | 12.32% |
CAGR / Mean Drawdown | 1.75 |
Sharpe Ratio TTM | 0.87 |
Alpha vs SP500 TTM | 3.97 |
Beta vs SP500 5y weekly | 1.03 |
CAPM | 8.08% |
Average Daily Range 2m | 1.03% |
Reversal Oscillator | 74.62 |
Volatility GJR Garch 1y | 12.18% |
Price / SMA 50 | 4.61% |
Price / SMA 200 | 8.37% |
Current Volume | 1462.9k |
Average Volume 20d | 1347.3k |
Dividends
Yield TTM | 1.23% |
Yield on Cost 5y | 2.21% |
Dividends CAGR 5y | 3.41% |
Consistency of Dividends all time | 99.5% |