(BAFE) Brown Advisory Flexible - Ratings and Ratios
Equity, Large-Cap, Mid-Cap, Small-Cap
| Risk via 10d forecast | |
|---|---|
| Volatility | 18.5% |
| Value at Risk 5%th | 30.6% |
| Relative Tail Risk | 0.51% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.00 |
| Alpha | -9.32 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.363 |
| Beta | 0.940 |
| Beta Downside | 0.939 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.37% |
| Mean DD | 3.48% |
| Median DD | 2.06% |
Description: BAFE Brown Advisory Flexible November 13, 2025
Brown Advisory Flexible Equity ETF (NASDAQ: BAFE) aims to allocate at least 80% of its net assets-plus any investment-purpose borrowings-to equity securities across large, mid, and small-cap U.S. companies that the adviser judges to have durable or improving business fundamentals whose market prices lag those attributes.
Key metrics as of the latest filing: expense ratio ≈ 0.38%, assets under management ≈ $1.2 billion, and a 12-month total return of roughly +7% (versus the S&P 500’s +12% over the same period). The fund’s sector tilt leans toward technology (≈ 22% weight) and consumer discretionary (≈ 18%), both of which are sensitive to the Fed’s policy stance and household disposable-income trends. Recent quarterly data show a modest increase in the average free-cash-flow yield of holdings (≈ 4.5%), suggesting a focus on companies with cash generation capacity that can support share-price re-ratings.
If you’re interested in a deeper quantitative breakdown of BAFE’s factor exposures and how they compare to peer ETFs, ValueRay’s analytics platform offers a free, interactive screen that can help you test the fund’s risk-adjusted performance under different macro scenarios.
BAFE ETF Overview
| Market Cap in USD | 1,407m |
| Category | Large Blend |
| IPO / Inception | 2024-11-15 |
| Return 12m vs S&P 500 | -8.58% |
| Analyst Rating | - |
BAFE Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.06% |
| Yield on Cost 5y | 0.06% |
| Yield CAGR 5y | 0.00% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
BAFE Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 2.49% |
| CAGR/Max DD Calmar Ratio | 0.14 |
| CAGR/Mean DD Pain Ratio | 0.71 |
| Current Volume | 33.4k |
| Average Volume | 33.4k |
What is the price of BAFE shares?
Over the past week, the price has changed by -3.10%, over one month by -4.78%, over three months by -2.69% and over the past year by +2.25%.
Is BAFE a buy, sell or hold?
What are the forecasts/targets for the BAFE price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 25.9 | 0.6% |
BAFE Fundamental Data Overview November 21, 2025
Beta = 0.0
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 = 1.41b USD (1.41b + (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 1.41b)
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 1.41b / 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 = 9.48% (E(1.41b)/V(1.41b) * Re(9.48%) + (debt-free company))
Discount Rate = 9.48% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for BAFE ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle