QUAL (BATS) - iShares MSCI USA Quality Factor

Exchange: USA Stocks • Country: USA • Currency: USD • Type: Etf • ISIN: US46432F3394 • Large Blend
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: http://www.ishares.com ‣ Domicile: United States

Drawdown (Underwater) Chart

Drawdown / Underwater Chart for QUAL (BATS) - iShares MSCI USA Quality Factor


Market Cap in USD 37,905m
Category Large Blend
TER 0.15%
IPO / Inception 2013-07-16


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


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


Yield TTM 1.23%
Yield on Cost 5y 2.21%
Dividends CAGR 5y 3.41%
Consistency of Dividends all time 99.5%