BMVP
Invesco Bloomberg MVP Multi-factor ETF
The Invesco Dynamic Market Portfolio ETF tracks a quant-selected, tier-weighted index covering the entire U.S. equity market.
Fund Basics
Fund sponsor | Invesco PowerShares |
Category | US Equities |
Asset class | Equity |
Website | link... |
Inception date | May 01, 2003 |
Assets (mns) | $97 |
Expense ratio | 29 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Multi-Factor |
Weighting | Tiered |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | Yes |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
Complete list +
MARATHON PETROLEUM | 2.3 % |
TARGA RESOURCES CORP | 2.3 % |
KROGER CO | 2.2 % |
AMERICAN EXPRESS CO | 2.2 % |
CATERPILLAR INC | 2.1 % |
WR BERKLEY CORP | 2.1 % |
AMERISOURCEBERGEN CORP | 2.1 % |
PHILLIPS 66 | 2.1 % |
STEEL DYNAMICS INC | 2.0 % |
APOLLO GLOBAL MANAGEMENT INC. | 2.0 % |
Constituent Breakdown
Number of holdings | 52 |
Herfindahl-Hirschman Index | 191 |
Wgt avg mkt cap (mns) | $136,285 |
Large cap (>$10bn) | 100.0% |
Mid cap ($2-10bn) | 0.0% |
Small cap (<$2bn) | 0.0% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 88.6 % | |
BRITAIN | 5.6 % | |
SWITZERLAND | 1.9 % | |
IRELAND | 1.6 % |
Historical Performance
Standardized Annual Returns (as of 03/31/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
---|---|---|---|---|---|---|
12.5% | -54.9% | -33.7% | -23.9% | -11.6% | -2.5% | 3.8% |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.87 | 12% |
MSCI EAFE | 0.73 | 8% |
MSCI Emg Mkts | 0.13 | 0% |
Liquidity Measures
Avg. volume (000) | 1 |
Turnover | 0.0% |
Avg. Bid/Ask (% of price) | 0.12% |
ADV of underlying (mns) | $31,528 |
Technical Indicators
Recent close | $43.19 |
30d moving avg. | $38.28 |
Annualized volatility | 44.2% |
Relative strength (RSI) | 76 |
Short interest (ETF) | 0.0% |
Short interest (underlying) | 5.4% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. BMVP |
Expenses vs. BMVP |
ALTAR Score™ vs. BMVP |
---|---|---|---|---|
ROE | Astoria US Quality Kings ETF | 28.2% | +20 bp | -0.1% |
DBLV | AdvisorShares DoubleLine Value Equity ETF | 24.0% | +61 bp | -0.7% |
ULVM | VictoryShares US Value Momentum ETF | 23.5% | -9 bp | -0.8% |
RDVY | First Trust Rising Dividend Achievers ETF | 22.2% | +21 bp | +1.4% |
SPVM | Invesco S&P 500 Value with Momentum ETF | 22.1% | +10 bp | +0.3% |
RWL | Invesco S&P 500 Revenue ETF | 21.9% | +10 bp | -1.6% |
FTCS | First Trust Capital Strength ETF | 21.8% | +26 bp | -2.6% |
VALQ | American Century U.S. Quality Value ETF | 21.7% | 0 bp | -0.7% |
DUHP | Dimensional US High Profitability ETF | 21.7% | -8 bp | -1.3% |
SIXA | ETC 6 Meridian Mega Cap Equity ETF | 21.1% | +51 bp | -2.5% |
Risk and Returns: BMVP vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 5/3/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
BMVP
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
BMVP
8.2%
Cat. Avg
5.8%
Fund Category: US Equities
Avg. Return on Equity | --% |
Divided by: Fwd. P/BV | --x |
Less: Expenses | -- bp |
Equals: ALTAR Score™ | 8.2% |
Recommendation
SPECULATIVE
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio.
Category Overview
There are 887 funds in the US Equities category, with an average ALTAR Score™
of 5.8% and a standard deviation of
2.7%. BMVP's ALTAR Score™ is approximately
0.9 standard deviations
above
the category average. This places BMVP in the 82nd percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
BMVP
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
Latest price | |
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Today's Trading
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Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
BMVP | 29.0 | 11.6 | 40.6 |
Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .