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
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% |