(AUSF) Adaptive U.S. Factor - Overview
Etf: Equities, Value, Momentum, Low-Volatility
Dividends
| Dividend Yield | 3.57% |
| Yield on Cost 5y | 5.55% |
| Yield CAGR 5y | 16.10% |
| Payout Consistency | 93.8% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 11.8% |
| Relative Tail Risk | -2.30% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.91 |
| Alpha | 6.52 |
| Character TTM | |
|---|---|
| Beta | 0.601 |
| Beta Downside | 0.710 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.29% |
| CAGR/Max DD | 1.68 |
Description: AUSF Adaptive U.S. Factor December 26, 2025
The Global X Adaptive U.S. Factor ETF (AUSF) tracks an index that dynamically allocates across three sub-indices-value, momentum and low-volatility-aiming to capture the strongest factor in the U.S. mid-cap universe at any given time. At least 80 % of the fund’s assets must be invested in the index, and the 80 % policy can only be altered with a 60-day written notice to shareholders.
Key metrics (as of Q3 2024) include an expense ratio of 0.35 %, assets under management of roughly $1.2 billion, and an annual turnover near 30 %, reflecting the index’s adaptive rebalancing. The fund’s performance is sensitive to macro-driven shifts: rising interest rates tend to favor low-volatility stocks, while strong earnings growth can boost momentum exposure, and periods of market compression often enhance value tilt.
For a deeper quantitative view of how AUSF’s factor exposures evolve over time, you might explore ValueRay’s analytics platform.
What is the price of AUSF shares?
Over the past week, the price has changed by +2.34%, over one month by +4.77%, over three months by +11.14% and over the past year by +17.75%.
Is AUSF a buy, sell or hold?
What are the forecasts/targets for the AUSF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 60.6 | 22.1% |
AUSF Fundamental Data Overview February 04, 2026
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 = 785.0m USD (785.0m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 785.0m)
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 785.0m / 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 = 8.13% (E(785.0m)/V(785.0m) * Re(8.13%) + (debt-free company))
Discount Rate = 8.13% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)