(QUAL) USA Quality Factor - BATS

ETF Category: Large Blend | Exchange: BATS (USA) | Market Cap: 45.336m USD | Total Return: 23.4% in 12m

Large-Cap Stocks, Equity Derivatives, Cash Equivalents
Total Rating 56
Safety 41
Buy Signal -0.24
Large Blend
Category Rotation: -9.4
TER: 0.15%
AUM: 45.3B
Avg Turnover: 384M
Risk 3d forecast
Volatility16.0%
VaR 5th Pctl2.98%
VaR vs Median3.88%
Reward TTM
Sharpe Ratio1.46
Rel. Str. IBD54.1
Rel. Str. Peer Group24.7
Character TTM
Beta0.886
Beta Downside0.891
Hurst Exponent0.521
Drawdowns 3y
Max DD18.00%
CAGR/Max DD1.07
CAGR/Mean DD9.20

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Description: QUAL USA Quality Factor

The iShares MSCI USA Quality Factor ETF (QUAL) tracks the MSCI USA Sector Neutral Quality Index, focusing on U.S. large- and mid-cap stocks characterized by high return on equity, stable year-over-year earnings growth, and low financial leverage. Under its mandate, the fund invests a minimum of 80% of its assets in index components, with the remaining 20% reserved for derivatives and cash equivalents to manage liquidity or track the index more efficiently.

The underlying index utilizes a quality-score overlay on the MSCI USA Index, effectively screening for companies with robust balance sheets and consistent profitability across various economic cycles. This methodology often leads to higher concentrations in the Information Technology and Healthcare sectors, where business models frequently generate high free cash flow and require lower capital expenditures. Investors can utilize ValueRay to compare these quality metrics against broader market benchmarks. By prioritizing fundamental strength over simple market capitalization, the fund aims to mitigate volatility during periods of market contraction.

Headlines to Watch Out For
  • High profitability and low debt companies drive underlying index performance
  • S&P 500 earnings growth correlates with heavy technology and healthcare weightings
  • Federal Reserve interest rate shifts impact valuations of high-quality growth stocks
  • Corporate earnings resilience determines relative outperformance during economic slowdowns
  • Institutional demand for factor-based strategies influences fund inflow and liquidity levels
What is the price of QUAL shares?

As of June 20, 2026, the stock is trading at USD 215.89 with a total of 1,813,140 shares traded.
Over the past week, the price has changed by +0.17%, over one month by +2.54%, over three months by +11.44% and over the past year by +23.42%.

Is QUAL a buy, sell or hold?

USA Quality Factor has no consensus analysts rating.