(FVAL) Fidelity Value Factor - Ratings and Ratios
Stocks, Large-Cap, Mid-Cap, US
Dividends
| Dividend Yield | 1.59% |
| Yield on Cost 5y | 3.14% |
| Yield CAGR 5y | 10.74% |
| Payout Consistency | 99.2% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 10.3% |
| Value at Risk 5%th | 17.4% |
| Relative Tail Risk | 2.81% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.79 |
| Alpha | 3.02 |
| CAGR/Max DD | 1.14 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.298 |
| Beta | 0.920 |
| Beta Downside | 0.941 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.39% |
| Mean DD | 2.39% |
| Median DD | 1.30% |
Description: FVAL Fidelity Value Factor November 17, 2025
The Fidelity® Value Factor ETF (FVAL) aims to track the Fidelity U.S. Value Factor Index by allocating at least 80% of its assets to large- and mid-cap U.S. stocks that exhibit relatively low price multiples and high earnings yields, i.e., “attractive valuations.” The fund may also generate additional income by lending securities to counterparties.
Key quantitative attributes (as of the most recent filing) include an expense ratio of roughly 0.15%, a trailing twelve-month dividend yield near 2.4%, and a median price-to-earnings ratio of about 13×, which is modestly below the S&P 500 average of ~18×. The portfolio is weighted toward sectors that historically benefit from a lower-rate environment-financials, consumer staples, and industrials-while exposure to high-growth, high-multiple sectors such as technology is limited. Recent macro drivers that could affect performance are the Federal Reserve’s policy stance (interest-rate cuts tend to boost value stocks) and corporate earnings resilience amid moderate inflation pressures.
For a deeper dive into FVAL’s sector tilt, valuation metrics, and how it compares to peer value ETFs, you might find ValueRay’s analytical tools useful.
What is the price of FVAL shares?
Over the past week, the price has changed by +0.60%, over one month by +3.18%, over three months by +7.02% and over the past year by +20.37%.
Is FVAL a buy, sell or hold?
What are the forecasts/targets for the FVAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 87.2 | 19.3% |
FVAL Fundamental Data Overview December 23, 2025
Beta = 0.95
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 = 1.11b USD (1.11b + (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 1.11b)
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 1.11b / 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 = 9.41% (E(1.11b)/V(1.11b) * Re(9.41%) + (debt-free company))
Discount Rate = 9.41% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FVAL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle