(QVAL) Alpha Architect U.S. - Ratings and Ratios
Undervalued, U.S., Equity, Securities, Portfolio
Dividends
| Dividend Yield | 1.36% |
| Yield on Cost 5y | 2.65% |
| Yield CAGR 5y | 10.17% |
| Payout Consistency | 92.9% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.0% |
| Value at Risk 5%th | 25.0% |
| Relative Tail Risk | -5.33% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.29 |
| Alpha | -4.36 |
| CAGR/Max DD | 0.81 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.460 |
| Beta | 0.867 |
| Beta Downside | 0.843 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.41% |
| Mean DD | 4.10% |
| Median DD | 3.15% |
Description: QVAL Alpha Architect U.S. October 26, 2025
The Alpha Architect U.S. Quantitative Value ETF (QVAL) uses a multi-step, rules-based quantitative model to assemble a basket of roughly 50-200 U.S. equities that the Sub-Adviser deems undervalued-i.e., trading below the price they estimate would reflect the company’s intrinsic worth.
Key metrics as of the latest filing show an expense ratio of 0.35%, an average dividend yield near 2.1%, and a turnover rate around 30% per year. The fund’s sector tilt leans toward financials (≈22% of assets) and industrials, while its average forward price-to-earnings multiple sits near 9.5×, indicating a strong value bias. Macro-level drivers such as the Federal Reserve’s interest-rate stance and domestic GDP growth tend to influence mid-cap value stocks more than large-cap growth names, making QVAL sensitive to shifts in monetary policy and U.S. economic momentum.
If you want to see the exact factor scores and valuation inputs that guide QVAL’s selections, the ValueRay platform provides a transparent, data-rich view that can help you assess the model’s assumptions and potential fit for your portfolio.
What is the price of QVAL shares?
Over the past week, the price has changed by +1.66%, over one month by +4.07%, over three months by +6.92% and over the past year by +9.04%.
Is QVAL a buy, sell or hold?
What are the forecasts/targets for the QVAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 56.6 | 14.4% |
QVAL Fundamental Data Overview December 03, 2025
Beta = 1.11
Revenue TTM = 0.0 USD
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 = 432.8m USD (432.8m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 432.8m)
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 432.8m / 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 = 9.21% (E(432.8m)/V(432.8m) * Re(9.21%) + (debt-free company))
Discount Rate = 9.21% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for QVAL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle