(QDVA) Edge MSCI USA Momentum - Overview
Etf: Momentum, Growth, US, Equity, Accumulating
| Risk 5d forecast | |
|---|---|
| Volatility | 26.0% |
| Relative Tail Risk | -2.01% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.21 |
| Alpha | -10.35 |
| Character TTM | |
|---|---|
| Beta | 0.249 |
| Beta Downside | 0.479 |
| Drawdowns 3y | |
|---|---|
| Max DD | 25.56% |
| CAGR/Max DD | 0.67 |
Description: QDVA Edge MSCI USA Momentum January 25, 2026
The iShares Edge MSCI USA Momentum Factor UCITS ETF (ticker QDVA) is a Germany-domiciled exchange-traded fund that tracks the Morningstar US Large-Cap Growth NR USD index, delivering exposure to U.S. large-cap equities with a systematic momentum tilt.
Key quantitative metrics (as of 30 Sept 2024): expense ratio 0.20 % (net), total assets under management ≈ $5.3 bn, 12-month total return ≈ 9.8 % (vs. S&P 500 ≈ 7.5 %). The fund’s top sector weightings are Information Technology ≈ 30 %, Consumer Discretionary ≈ 18 %, and Health Care ≈ 12 %. The five largest holdings-Apple, Microsoft, Amazon, Nvidia and Alphabet-account for roughly 25 % of net assets.
Recent macro-drivers that bolster the momentum strategy include the U.S. consumer-spending growth rate of 3.1 % YoY (Q2 2024) and the Federal Reserve’s policy-rate plateau at 5.25-5.50 %, which has reduced market volatility and allowed high-beta, high-growth stocks to maintain relative strength. However, the fund remains sensitive to a rapid shift in monetary policy or a sharp earnings slowdown in the tech sector, which could erode its momentum premium.
For a deeper quantitative comparison, you might explore ValueRay’s factor analytics.
What is the price of QDVA shares?
Over the past week, the price has changed by -0.40%, over one month by -1.64%, over three months by -0.65% and over the past year by -3.33%.
Is QDVA a buy, sell or hold?
What are the forecasts/targets for the QDVA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 16.3 | 9.3% |
QDVA Fundamental Data Overview February 04, 2026
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 356.5m EUR (356.5m + (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 356.5m)
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 356.5m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
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 = 6.83% (E(356.5m)/V(356.5m) * Re(6.83%) + (debt-free company))
Discount Rate = 6.83% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)