iShares Factors US Mid Blend Style ETF
ALTAR
Score™
5.3% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
23.3x P/Sales
ratio
1.8x
P/BV
ratio
2.6x Div.
yield
1.7%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
STMB tracks an index of midcap US equities selected based on a combination of five investment factors.

FUND BASICS
Category US Equities
Fund Sponsor Blackrock
Website www.blackrock.com
Inception date Apr 14, 2020
Assets (mns) $5
Currency USD
Expense ratio 30 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian
Weighting Multi-Factor
Index replication
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 369
Wgt avg mkt cap (mns) $13,441
Large cap (>$10bn) 53.7%
Mid cap ($2-10bn) 41.7%
Small cap (<$2bn) 2.6%
Developed mkts 99.8%
Emerging mkts 0.2%

TOP TEN HOLDINGS
OTIS WORLDWIDE CORPORATION 1.4 %
BOOZ ALLEN HAMILTON HOLDINGS 1.1 %
EVERCORE PARTNERS INC-CL A 1.1 %
VONTIER CORP 1.1 %
MSCI INC-A 0.9 %
VERISIGN INC 0.9 %
CADENCE DESIGN SYS INC 0.9 %
CROWDSTRIKE HOLDINGS, INC. CLASS A 0.9 %
ALLY FINANCIAL INC 0.9 %
MOTOROLA SOLUTIONS 0.8 %
Total 9.8 %

TOP COUNTRY EXPOSURE
UNITED STATES 93.0 %
BRITAIN 1.3 %
IRELAND 1.1 %
PUERTO RICO 0.7 %
BRAZIL 0.5 %
BERMUDA 0.5 %
CHINA 0.4 %
CANADA 0.4 %
CAYMAN ISLANDS 0.4 %
SWITZERLAND 0.3 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru November 30)
Year-to-date 1 year 5 years 10 years Since Incep.
35.5% -- -- -- 35.5%

Market Correlations
versus... Beta R-squared
S&P500 -- --
MSCI EAFE -- --
MSCI Emg. Mkts. -- --

Technical Indicators
Recent close $35.29
30d moving avg. $33.25
Annualized volatility 0.0%
Short interest (ETF) 0.0%
Relative strength (RSI) 64

Liquidity measures
Avg. volume (thou.) 0
Turnover 0.0%
Bid/Ask (% of price) 0.15%
ADV underlying (mns) $38,601

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 99 potential alternatives to the iShares Factors US Mid Blend Style ETF ETF based on the alternatives' overlap in portfolio holdings with STMB. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: STMB Expense: 30 bp ALTAR Score™: 5.3%


ALTERNATIVE ETFs BASED ON OVERLAP WITH STMB
Ticker Fund
Name
Overlap1
vs STMB
(%)
Expense
ratio
(bp)
Savings
vs STMB
(bp)
ALTAR
Score™
(%)
ALTAR
vs STMB
(%)
STLC iShares Factors US Blend Style ETF 47.5 25 5 5.0 -0.3
STLV iShares Factors US Value Style ETF 45.9 25 5 6.9 +1.6
IWR iShares Russell Midcap ETF 39.4 19 11 5.0 -0.2
JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF 37.4 24 6 5.7 +0.4
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF 36.0 30 0 5.3 +0.1
JHMM John Hancock Multifactor Mid Cap ETF 35.4 42 -12 5.1 -0.2
ONEO SPDR Russell 1000 Momentum Focus ETF 34.5 20 10 6.0 +0.7
IWP iShares Russell Mid-Cap Growth ETF 34.4 24 6 2.8 -2.4
BKMC BNY Mellon US Mid Cap Core Equity ETF 34.2 4 26 4.9 -0.4
DEUS Xtrackers Russell 1000 Comprehensive Factor ETF 31.9 17 13 6.0 +0.7
ONEV SPDR Russell 1000 Low Volatility Focus ETF 31.6 20 10 6.5 +1.2
VO Vanguard Mid-Cap Index Fund 29.9 4 26 4.8 -0.5
IWS iShares Russell Mid-Cap Value ETF 29.6 24 6 6.3 +1.1
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 28.9 29 1 6.3 +1.0
EQAL Invesco Russell 1000 Equal Weight ETF 28.4 20 10 5.3 +0.1
STLG iShares Factors US Growth Style ETF 26.8 25 5 4.2 -1.1
SCHM Schwab U.S. Mid-Cap ETF 26.1 4 26 5.4 +0.2
OMFL Invesco Russell 1000 Dynamic Multifactor ETF 25.8 29 1 8.1 +2.8
TPLC Timothy Plan US Large Cap Core ETF 25.7 52 -22 4.7 -0.5
SIZE iShares MSCI USA Size Factor ETF 25.3 15 15 5.5 +0.3
JPUS JPMorgan Diversified Return U.S. Equity ETF 25.0 18 12 5.8 +0.6
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 24.8 35 -5 5.4 +0.2
CFA VictoryShares US 500 Volatility Weighted Index ETF 24.7 35 -5 5.4 +0.1
EUSA iShares MSCI USA Equal Weighted ETF 24.7 15 15 5.6 +0.3
RVRS Reverse Cap Weighted U.S. Large Cap ETF 24.6 29 1 6.6 +1.4
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 23.8 9 21 5.5 +0.2
RSP Invesco S&P 500 Equal Weight ETF 23.7 20 10 5.9 +0.7
BBMC JPMorgan BetaBuilders U.S. Mid Cap Equity ETF 23.1 7 23 4.7 -0.6
FEX First Trust Large Cap Core AlphaDEX Fund 23.0 60 -30 5.0 -0.3
JKH iShares Morningstar Mid-Cap Growth ETF 22.8 30 0 1.9 -3.4
SFYX Sofi Next 500 ETF 22.5 0 30 5.4 +0.1
ROUS Hartford Multifactor US Equity ETF 22.4 19 11 6.2 +0.9
VOE Vanguard Mid-Cap Value Index Fund 21.9 7 23 7.0 +1.7
QSY WisdomTree U.S. LargeCap Value Fund 21.9 38 -8 6.1 +0.8
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 21.7 35 -5 5.2 -0.1
JMOM JPMorgan U.S. Momentum Factor ETF 21.3 12 18 3.2 -2.0
ONEY SPDR Russell 1000 Yield Focus ETF 21.2 20 10 7.8 +2.6
TUSA First Trust Total US Market AlphaDEX ETF 21.1 70 -40 5.2 -0.0
USMF WisdomTree U.S. Multifactor Fund 21.1 28 2 5.6 +0.3
FNX First Trust Mid Cap Core AlphaDEX Fund 20.9 61 -31 5.8 +0.6
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 20.7 17 13 6.4 +1.1
VB Vanguard Small-Cap ETF 20.5 5 25 4.9 -0.4
DON WisdomTree U.S. MidCap Dividend Fund 20.5 38 -8 7.0 +1.7
FAD First Trust Multi Cap Growth AlphaDEX Fund 20.4 66 -36 2.0 -3.3
EZM WisdomTree U.S. MidCap Earnings Fund 20.3 38 -8 7.8 +2.6
RBUS Nationwide Risk-Based U.S. Equity ETF 20.1 30 0 4.7 -0.6
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 19.8 75 -45 4.0 -1.3
FTC First Trust Large Cap Growth AlphaDEX Fund 19.8 61 -31 2.4 -2.9
AFMC First Trust Active Factor Mid Cap ETF 19.7 65 -35 5.9 +0.7
SMMD iShares Russell 2500 ETF 19.4 15 15 5.2 -0.1
FSMD Fidelity Small-Mid Factor ETF 19.4 29 1 5.8 +0.5
FAB First Trust Multi Cap Value AlphaDEX Fund 18.9 71 -41 8.5 +3.3
PSM Principal U.S. Small-MidCap Multi-Factor Core Index ETF 18.7 20 10 8.0 +2.7
BFOR Barron's 400 ETF 18.2 65 -35 6.2 +0.9
JVAL JPMorgan U.S. Value Factor ETF 18.1 12 18 7.6 +2.3
ULVM VictoryShares USAA MSCI USA Value Momentum ETF 18.0 20 10 7.1 +1.8
JHML John Hancock Multifactor Large Cap ETF 17.9 29 1 5.1 -0.2
VXF Vanguard Extended Market Index Fund 17.8 6 24 2.9 -2.4
EXT WisdomTree U.S. Total Earnings Fund 17.8 28 2 5.2 -0.0
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF 17.7 60 -30 5.9 +0.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 17.6 9 21 5.3 0.0
VOT Vanguard Mid-Cap Growth Index Fund 17.5 7 23 2.9 -2.4
VBR Vanguard Small Cap Value Index Fund 17.4 7 23 7.3 +2.0
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 17.3 15 15 6.3 +1.0
FNK First Trust Mid Cap Value AlphaDEX Fund 17.3 70 -40 8.9 +3.7
AFLG First Trust Active Factor Large Cap ETF 17.3 55 -25 4.9 -0.3
VFQY Vanguard U.S. Quality Factor ETF 17.1 13 17 6.0 +0.7
VALQ American Century STOXX U.S. Quality Value ETF 17.0 29 1 7.9 +2.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 17.0 30 0 6.1 +0.9
VUSE Vident Core US Equity Fund 16.9 48 -18 8.2 +2.9
JQUA JPMorgan U.S. Quality Factor ETF 16.8 12 18 5.2 -0.1
QGRO American Century STOXX U.S. Quality Growth ETF 16.7 29 1 3.1 -2.1
BKSE BNY Mellon US Small Cap Core Equity ETF 16.6 4 26 5.2 -0.1
RNMC Mid Cap US Equity Select ETF 16.6 60 -30 6.5 +1.3
MDY SPDR S&P Midcap 400 ETF Trust 16.6 23 7 5.8 +0.5
SPMD SPDR Portfolio Mid Cap ETF 16.6 5 25 6.0 +0.7
IJH iShares Core S&P Mid-Cap ETF 16.6 5 25 6.0 +0.7
JDIV JPMorgan U.S. Dividend ETF 16.5 12 18 7.1 +1.8
JKG iShares Morningstar Mid-Cap ETF 16.4 25 5 5.0 -0.3
IVOO Vanguard S&P Mid-Cap 400 ETF 16.3 10 20 5.9 +0.7
MIDF iShares Edge MSCI Multifactor USA Mid-Cap ETF 16.2 25 5 7.2 +1.9
FCTR First Trust Lunt U.S. Factor Rotation ETF 16.1 65 -35 2.5 -2.8
ACWF iShares FactorSelect MSCI Global ETF 16.0 35 -5 7.5 +2.3
JKI iShares Morningstar Mid-Cap Value ETF 16.0 30 0 7.9 +2.7
SMDY Syntax Stratified MidCap ETF 16.0 30 0 6.0 +0.8
PBSM Invesco PureBeta MSCI USA Small Cap ETF 15.9 6 24 4.6 -0.7
ETHO Etho Climate Leadership U.S. ETF 15.9 47 -17 4.0 -1.2
JHMT John Hancock Multifactor Technology ETF 15.8 40 -10 4.4 -0.9
LRGF iShares Edge MSCI Multifactor USA ETF 15.8 20 10 6.9 +1.6
FLQL Franklin LibertyQ U.S. Equity ETF 15.7 15 15 5.9 +0.7
ESML iShares MSCI USA Small-Cap ESG Optimized ETF 15.7 17 13 4.4 -0.9
EWMC Invesco S&P MidCap 400 Equal Weight ETF 15.6 40 -10 6.4 +1.1
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 15.4 29 1 5.3 +0.0
LSAF LeaderShares AlphaFactor US Core Equity ETF 15.2 75 -45 5.4 +0.1
RNLC Large Cap US Equity Select ETF 15.1 60 -30 5.6 +0.3
REVS Columbia Research Enhanced Value ETF 15.0 19 11 7.2 +2.0
VBK Vanguard Small-Cap Growth Index Fund 14.9 7 23 2.0 -3.2
JMIN JPMorgan U.S. Minimum Volatility ETF 14.9 12 18 5.3 +0.1
AVUS Avantis U.S. Equity ETF 14.8 15 15 5.2 -0.1

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
iShares Factors US Mid Blend Style ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 13.0 %
Divided by: Fwd. P/BV 2.3 x
Less: Expense ratio 30 bp
Equals: ALTAR Score 5.3 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.53 CATEGORY
AVERAGE
1.49
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.