(LRGF) U.S. Equity Factor - Overview
Etf: Momentum, Quality, Value, Low-Volatility, Size
Dividends
| Dividend Yield | 1.25% |
| Yield on Cost 5y | 2.17% |
| Yield CAGR 5y | 13.06% |
| Payout Consistency | 94.8% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 15.4% |
| Relative Tail Risk | 4.64% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.47 |
| Alpha | -3.07 |
| Character TTM | |
|---|---|
| Beta | 0.968 |
| Beta Downside | 0.979 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.44% |
| CAGR/Max DD | 1.06 |
Description: LRGF U.S. Equity Factor January 12, 2026
The iShares U.S. Equity Factor ETF (LRGF) aims to allocate at least 80% of its net assets to the securities that comprise its benchmark, the STOXX USA 900 factor-optimized index. That index selects large- and mid-cap U.S. stocks and weights them through an optimization that targets five systematic factors-momentum, quality, value, low volatility, and size-so the ETF’s performance is driven primarily by the combined exposure to these drivers rather than by any single sector or style.
Key quantitative metrics (as of the most recent quarter) include a weighted average market-cap of roughly $55 billion, a dividend yield near 1.8%, and a 12-month rolling factor score that places the fund in the top 20% of U.S. equity ETFs for multi-factor tilt. The fund’s factor exposure tends to outperform in environments where earnings growth is stable and interest rates are moderate, because quality and low-volatility components benefit from lower cost-of-capital pressures, while momentum and value can capture sector rotations driven by macro-policy shifts.
For a deeper dive into how LRGF’s factor mix aligns with your risk-return objectives, you might explore ValueRay’s analytics platform for additional performance attribution and scenario analysis.
What is the price of LRGF shares?
Over the past week, the price has changed by -0.49%, over one month by -0.39%, over three months by +0.18% and over the past year by +12.03%.
Is LRGF a buy, sell or hold?
What are the forecasts/targets for the LRGF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 82 | 17.6% |
LRGF Fundamental Data Overview February 09, 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 = 3.16b USD (3.16b + (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 3.16b)
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 3.16b / 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(3.16b)/V(3.16b) * Re(9.48%) + (debt-free company))
Discount Rate = 9.48% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)