Cambria Value & Momentum
|
- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The Cambria Value and Momentum ETF is an actively managed portfolio of large-, mid- and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio. |
Category | US Equities |
Fund Sponsor | Cambria |
Website | www.cambriafunds.com |
Inception date | Sep 09, 2015 |
Assets (mns) | $14 |
Currency | USD |
Expense ratio | 64 bp |
Distributions | Quarterly |
Regulation | Open-End Investment Company |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 100 |
Wgt avg mkt cap (mns) | $10,370 |
Large cap (>$10bn) | 15.2% |
Mid cap ($2-10bn) | 51.9% |
Small cap (<$2bn) | 32.9% |
Developed mkts | 97.7% |
Emerging mkts | 2.4% |
FTI CONSULTING INC | 1.9 % |
FIDELITY NATIONAL FINANCIAL INC - | 1.7 % |
OLD REPUBLIC INTL CORP | 1.6 % |
ORIENTAL FINANCIAL GROUP | 1.6 % |
EHEALTH INC | 1.5 % |
KBR INC | 1.5 % |
COSAN LTD-CLASS A SHARES | 1.4 % |
WORLD FUEL SERVICES CORP | 1.4 % |
CARVANA CO. CLASS A | 1.3 % |
TARGET CORP | 1.2 % | Total | 15.1 % |
---|
![]() |
UNITED STATES | 81.9 % |
![]() |
BERMUDA | 4.5 % |
![]() |
PUERTO RICO | 3.5 % |
![]() |
BRAZIL | 1.4 % |
![]() |
CAYMAN ISLANDS | 0.8 % |
![]() |
CANADA | 0.8 % |
![]() |
BAHAMAS | 0.8 % |
![]() |
IRELAND | 0.8 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-5.1% | -9.2% | -- | -- | -3.5% |
versus... | Beta | R-squared |
S&P500 | 0.46 | 37% |
MSCI EAFE | 0.45 | 28% |
MSCI Emg. Mkts. | 0.27 | 16% |
Recent close | $20.47 |
30d moving avg. | $20.46 |
Annualized volatility | 9.2% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 54 |
Avg. volume (thou.) | 1 |
Turnover | 0.1% |
Bid/Ask (% of price) | 0.39% |
ADV underlying (mns) | $7,916 |
FINDING ALTERNATIVE FUNDS
Below is a list of 20 potential alternatives to the Cambria Value & Momentum ETF based on the alternatives' overlap in portfolio holdings with VAMO. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | VAMO | Expense: | 64 bp | ALTAR Score™: | 6.2% |
Ticker | Fund Name |
Overlap1 vs VAMO (%) |
Expense ratio (bp) |
Savings vs VAMO (bp) |
ALTAR Score™ (%) |
ALTAR vs VAMO (%) |
VUSE | Vident Core US Equity | 18.2 | 50 | 14 | 7.4 | +1.3 |
SYLD | Cambria Shareholder Yield | 18.1 | 59 | 5 | 8.9 | +2.7 |
RZV | Invesco S&P Smallcap 600 Pure Value | 17.0 | 35 | 29 | 6.6 | +0.4 |
PXMV | Invesco Fundamental Pure Mid Value | 14.9 | 39 | 25 | 8.5 | +2.3 |
VFMF | Vanguard U.S. Multifactor | 14.3 | 18 | 46 | 6.8 | +0.6 |
XSVM | Invesco S&P SmallCap Value with Momentum | 14.1 | 39 | 25 | 8.2 | +2.0 |
DVLU | First Trust Dorsey Wright Momentum & Value | 13.7 | 60 | 4 | 8.4 | +2.3 |
USVM | USAA MSCI USA Small Cap Value Momentum Blend Index | 12.9 | 24 | 40 | 6.5 | +0.3 |
FLAG | Forensic Accounting | 12.7 | 152 | -88 | 8.4 | +2.2 |
ULVM | USAA MSCI USA Value Momentum Blend Index | 11.9 | 20 | 44 | 7.5 | +1.4 |
EES | WisdomTree SmallCap Earnings | 11.8 | 38 | 26 | 9.1 | +2.9 |
RWK | Invesco S&P MidCap 400 Revenue ETF | 11.5 | 39 | 25 | 7.7 | +1.6 |
IJS | iShares S&P 600 SmallCap Value | 11.4 | 25 | 39 | 6.7 | +0.6 |
SLYV | SPDR S&P600 Small Cap Value | 11.4 | 15 | 49 | 6.8 | +0.7 |
VIOV | Vanguard S&P Small-Cap 600 Value | 11.3 | 20 | 44 | 6.8 | +0.7 |
PXSG | Invesco Fundamental Pure Small Growth | 11.0 | 39 | 25 | 4.6 | -1.6 |
FNK | First Trust Mid Cap Value AlphaDEX | 11.0 | 70 | -6 | 8.9 | +2.8 |
MDYV | SPDR S&P400 Mid Cap Value | 10.9 | 15 | 49 | 7.5 | +1.3 |
IJJ | iShares S&P MidCap 400 Value | 10.9 | 25 | 39 | 7.3 | +1.2 |
IVOV | Vanguard S&P Mid-Cap 400 Value | 10.9 | 20 | 44 | 7.4 | +1.2 |
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%.
Content on this tab for subscribers only**
RESULTS & ESTIMATES
2014 | 2015 | 2016 | 2017 | 2018 | 2019E | 2020E | |
---|---|---|---|---|---|---|---|
Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
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 |
*Six months ago = 100 |
Content on this tab for subscribers only
VALUATION METRICS
2018 | 2019E | 2020E | |
---|---|---|---|
Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Cambria Value & Momentum | |||
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™
|
MODERN PORTFOLIO THEORY
![]() |
CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
|