(AUSF) Global X Adaptive U.S. - Ratings and Ratios
Stocks, Value, Momentum, Low-Volatility
| Risk via 10d forecast | |
|---|---|
| Volatility | 12.4% |
| Value at Risk 5%th | 20.0% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha Jensen | -8.43 |
| Character | |
|---|---|
| Hurst Exponent | 0.354 |
| Beta | 0.840 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.29% |
| Mean DD | 2.50% |
Description: AUSF Global X Adaptive U.S. October 23, 2025
The Global X Adaptive U.S. Factor ETF (NYSE ARCA:AUSF) commits at least 80% of its assets to the securities that compose its underlying index, and this 80% allocation rule is non-fundamental-meaning it cannot be altered without a 60-day written notice to shareholders. The index itself rebalances dynamically among three sub-indices that capture U.S. equities exhibiting value, momentum, or low-volatility characteristics, aiming to shift exposure as factor performance regimes evolve.
As of the latest filing, AUSF carries an expense ratio of roughly 0.45% and manages around $210 million in assets, with a turnover rate near 45% annually-reflecting the frequent reallocation required to chase factor regimes. The fund’s sector tilt leans toward mid-cap financials and industrials, which historically benefit from value and low-volatility factors, while its momentum exposure tends to be weighted toward technology and consumer discretionary stocks. Macro-economic drivers such as Federal Reserve policy cycles and corporate earnings momentum can materially affect the relative performance of these factors, making AUSF’s adaptive approach sensitive to shifts in interest-rate expectations and earnings growth trends.
For a deeper, data-driven look at how AUSF’s factor tilt compares to peers, the ValueRay platform offers granular analytics you may find useful.
AUSF ETF Overview
| Market Cap in USD | 722m |
| Category | Mid-Cap Value |
| TER | 0.27% |
| IPO / Inception | 2018-08-24 |
| Return 12m vs S&P 500 | -8.62% |
| Analyst Rating | - |
AUSF Dividends
| Dividend Yield | 2.88% |
| Yield on Cost 5y | 6.08% |
| Yield CAGR 5y | 9.94% |
| Payout Consistency | 93.1% |
| Payout Ratio | - |
AUSF Growth Ratios
| CAGR | 16.62% |
| CAGR/Max DD Calmar Ratio | 1.35 |
| CAGR/Mean DD Pain Ratio | 6.64 |
| Current Volume | 31.3k |
| Average Volume | 50.8k |
What is the price of AUSF shares?
Over the past week, the price has changed by +1.53%, over one month by +0.86%, over three months by +2.40% and over the past year by +5.50%.
Is Global X Adaptive U.S. a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of AUSF is around 47.23 USD . This means that AUSF is currently overvalued and has a potential downside of 4.12%.
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 | 53 | 16.7% |
AUSF Fundamental Data Overview November 04, 2025
Beta = 0.84
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 = 722.4m USD (722.4m + (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 722.4m)
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 722.4m / 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 = 9.11% (E(722.4m)/V(722.4m) * Re(9.11%) + (debt-free company))
Discount Rate = 9.11% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for AUSF ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle