Overview Dividends

(LRGF) iShares U.S. Equity Factor - Ratings and Ratios

Exchange: NYSE ARCA • Country: USA • Currency: USD • Type: Etf • ISIN: US46434V2824

Large-Cap Stocks, Mid-Cap Stocks, Momentum Factor, Quality Factor, Value Factor

Risk via 10d forecast
Volatility 18.8%
Value at Risk 5%th 32.2%
Relative Tail Risk 4.20%
Reward TTM
Sharpe Ratio 0.40
Alpha -1.04
Character TTM
Hurst Exponent 0.500
Beta 0.971
Beta Downside 0.986
Drawdowns 3y
Max DD 19.44%
Mean DD 2.39%
Median DD 1.32%

Description: LRGF iShares U.S. Equity Factor November 09, 2025

The iShares U.S. Equity Factor ETF (NYSE ARCA: LRGF) commits at least 80 % of its capital to the securities that make up its benchmark, a customized version of the STOXX USA 900 that is filtered through an optimization engine to tilt toward five systematic factors-momentum, quality, value, low-volatility and size. In practice, the fund holds large- and mid-cap U.S. stocks whose combined factor scores are maximized relative to the index, while any non-index holdings must exhibit “substantially identical” economic characteristics.

Key quantitative points (as of Q3 2024) that help gauge the ETF’s risk-return profile:

  • Expense ratio ≈ 0.30 % (mid-range for factor-tilted ETFs, implying a modest drag on returns).
  • Assets under management ≈ $1.2 billion, indicating sufficient liquidity but also exposure to potential outflows in a market-wide risk-off scenario.
  • Annual turnover ≈ 30 % – reflecting the periodic rebalancing needed to maintain factor weights as market valuations shift.
  • Factor exposure breakdown (average over the past 12 months): momentum ≈ +0.45, quality ≈ +0.30, value ≈ +0.25, low-volatility ≈ +0.20, size ≈ -0.10 (negative size exposure denotes a tilt toward larger caps).
These metrics suggest the ETF’s performance is most sensitive to macro drivers that affect factor premiums-e.g., a rising interest-rate environment tends to compress the value premium, while heightened market volatility can boost the low-volatility tilt.

If you want a deeper, data-driven look at LRGF’s factor composition, risk metrics, and scenario analysis, ValueRay’s interactive toolkit offers a convenient way to explore the numbers yourself.

LRGF ETF Overview

Market Cap in USD 2,958m
Category Large Blend
TER 0.08%
IPO / Inception 2015-04-28
Return 12m vs S&P 500 -1.34%
Analyst Rating -

LRGF Dividends

Metric Value
Dividend Yield 1.13%
Yield on Cost 5y 2.24%
Yield CAGR 5y 9.81%
Payout Consistency 94.4%
Payout Ratio -

LRGF Growth Ratios

Metric Value
CAGR 3y 19.48%
CAGR/Max DD Calmar Ratio 1.00
CAGR/Mean DD Pain Ratio 8.16
Current Volume 528k
Average Volume 185.2k

What is the price of LRGF shares?

As of November 21, 2025, the stock is trading at USD 66.58 with a total of 528,015 shares traded.
Over the past week, the price has changed by -3.28%, over one month by -3.63%, over three months by +1.08% and over the past year by +10.36%.

Is LRGF a buy, sell or hold?

iShares U.S. Equity Factor has no consensus analysts rating.

What are the forecasts/targets for the LRGF price?

Issuer Target Up/Down from current
Wallstreet Target Price - -
Analysts Target Price - -
ValueRay Target Price 77.3 16.1%

LRGF Fundamental Data Overview November 21, 2025

Market Cap USD = 2.96b (2.96b USD * 1.0 USD.USD)
Beta = 1.02
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 = 2.96b USD (2.96b + (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 2.96b)
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 2.96b / 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 = 9.59% (E(2.96b)/V(2.96b) * Re(9.59%) + (debt-free company))
Discount Rate = 9.59% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)

Additional Sources for LRGF ETF

News: Wall Street Journal | Benzinga | Yahoo Finance
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle