(TILT) FlexShares Morningstar US - Ratings and Ratios
Equities, Size, Value
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.9% |
| Value at Risk 5%th | 29.9% |
| Relative Tail Risk | 1.77% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.30 |
| Alpha | -3.19 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.382 |
| Beta | 0.965 |
| Beta Downside | 0.988 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.85% |
| Mean DD | 2.95% |
| Median DD | 1.82% |
Description: TILT FlexShares Morningstar US November 12, 2025
The FlexShares Morningstar US Market Factors Tilt Index Fund (BATS:TILT) tracks an index that seeks to outperform the Morningstar® U.S. Market Extended Index by overweighting the size (small-cap) and value factors, while still being a float-adjusted market-cap weighted basket of large, mid, and small-cap U.S. equities. In practice, the ETF is required to hold at least 80 % of its assets in the securities that compose this factor-tilted index.
Key quantitative attributes (as of the latest filing) include an expense ratio of 0.30 %, assets under management of roughly $1.2 billion, and an annual turnover near 30 %, reflecting the modest rebalancing needed to maintain the factor tilt. The fund’s exposure to the value factor averages about +0.35 % relative to the parent index, while its small-cap tilt adds roughly +0.20 % to the market-cap weighting. Recent performance has been sensitive to the macro environment: higher real-interest rates and a tightening monetary policy cycle tend to compress value multiples, which can pressure the fund’s returns relative to growth-focused peers.
If you want a data-driven deep-dive into TILT’s factor composition and risk profile, checking out ValueRay’s analytical tools can provide the granular metrics you need to assess whether the fund aligns with your investment thesis.
TILT ETF Overview
| Market Cap in USD | 1,789m |
| Category | Large Blend |
| TER | 0.25% |
| IPO / Inception | 2011-09-16 |
| Return 12m vs S&P 500 | -3.06% |
| Analyst Rating | - |
TILT Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.17% |
| Yield on Cost 5y | 2.15% |
| Yield CAGR 5y | 5.32% |
| Payout Consistency | 95.1% |
| Payout Ratio | - |
TILT Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 16.31% |
| CAGR/Max DD Calmar Ratio | 0.82 |
| CAGR/Mean DD Pain Ratio | 5.52 |
| Current Volume | 8.3k |
| Average Volume | 3.6k |
What is the price of TILT shares?
Over the past week, the price has changed by -3.04%, over one month by -3.28%, over three months by +2.08% and over the past year by +8.42%.
Is TILT a buy, sell or hold?
What are the forecasts/targets for the TILT price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 265.8 | 12.7% |
TILT Fundamental Data Overview November 19, 2025
Beta = 1.09
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 = 1.79b USD (1.79b + (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 1.79b)
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 1.79b / 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 = 9.57% (E(1.79b)/V(1.79b) * Re(9.57%) + (debt-free company))
Discount Rate = 9.57% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for TILT ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle