(SIZE) iShares MSCI USA Size Factor - Ratings and Ratios
Large-Cap Stocks, Mid-Cap Stocks, Diversification, Market Capitalization
Dividends
| Dividend Yield | 1.43% |
| Yield on Cost 5y | 2.32% |
| Yield CAGR 5y | 9.16% |
| Payout Consistency | 97.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 12.9% |
| Value at Risk 5%th | 21.6% |
| Relative Tail Risk | 1.56% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha | -6.64 |
| CAGR/Max DD | 0.78 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.403 |
| Beta | 0.894 |
| Beta Downside | 0.931 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.71% |
| Mean DD | 3.51% |
| Median DD | 2.54% |
Description: SIZE iShares MSCI USA Size Factor October 26, 2025
The iShares MSCI USA Size Factor ETF (NYSE ARCA: SIZE) seeks to track the MSCI USA Size Factor Index by allocating at least 80% of its assets to the index’s constituent securities. The remaining 20% may be used for futures, options, swaps, cash equivalents, or securities that the manager believes will improve index tracking, including money-market fund shares advised by BlackRock’s BFA unit.
Key metrics (as of 2024) include an expense ratio of 0.15%, assets under management of roughly $1.2 billion, and an annualized tracking error of about 0.10%. The fund’s sector tilt leans toward Financials (≈20% of assets) and Information Technology (≈15%), reflecting the typical mid-cap bias of the size factor, which tends to outperform in periods of robust GDP growth and moderate interest-rate environments.
For a deeper dive into SIZE’s risk-adjusted performance and valuation outlook, consider exploring ValueRay’s analytical tools to supplement your research.
What is the price of SIZE shares?
Over the past week, the price has changed by +0.52%, over one month by +1.88%, over three months by +2.25% and over the past year by +6.90%.
Is SIZE a buy, sell or hold?
What are the forecasts/targets for the SIZE price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 182 | 11.3% |
SIZE Fundamental Data Overview December 09, 2025
Beta = 1.08
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 = 374.5m USD (374.5m + (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 374.5m)
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 374.5m / 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 = 9.31% (E(374.5m)/V(374.5m) * Re(9.31%) + (debt-free company))
Discount Rate = 9.31% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SIZE ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle