ECML

Euclidean Fundamental Value ETF

ECML is an actively managed fund that targets US value stocks of any market-cap across all sectors, excluding financials. The fund uses a multi-step approach that applies machine learning in its proprietary models.


Active, Semi-Diverse

MANAGEMENT MATRIX

SYLD

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorAlpha Architect
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateMay 18, 2023
Assets (mns)$155
Expense ratio95 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsAnnually
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
ALPHA METALLURGICAL RESOURCES, INC. 2.0 %
WARRIOR MET COAL, INC. 2.0 %
BOISE CASCADE CO 1.9 %
MATSON INC 1.9 %
ENCORE WIRE CORP 1.8 %
UNITED STATES STEEL CORP 1.8 %
STEEL DYNAMICS INC 1.8 %
HEIDRICK & STRUGGLES INTL 1.8 %
PULTE HOMES INC 1.8 %
MUELLER INDUSTRIES INC 1.8 %
Constituent Breakdown
Number of holdings67
Herfindahl-Hirschman Index 153
Wgt avg mkt cap (mns)$10,766
Large cap (>$10bn)26.6%
Mid cap ($2-10bn)49.0%
Small cap (<$2bn)24.4%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 95.9 %
COLOMBIA 1.5 %
CANADA 1.5 %
Historical Performance


Standardized Annual Returns (as of 11/30/2023)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
2.2% -- -- -- -- -- 2.2%
Market Correlations
versus...BetaR-squared
S&P 5000.000%
MSCI EAFE0.000%
MSCI Emg Mkts0.000%
Liquidity Measures
Avg. volume (000)2
Turnover0.0%
Avg. Bid/Ask (% of price)0.39%
ADV of underlying (mns)$4,780
Technical Indicators
Recent close$28.58
30d moving avg.$27.13
Annualized volatility0.0%
Relative strength (RSI)52
Short interest (ETF)0.0%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial

Risk and Returns: ECML 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.

Content on this tab for Individual & Professional subscribers only. Start your FREE trial

Results & Estimates
  2018 2019 2020 2021 2022 2023E 2024E  
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

Content on this tab for Individual & Professional subscribers only. Start your FREE trial

Valuation Metrics
  2022 2023E Fwd Est 2024E
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 --%
0.9 8.7 1.4 1.7% --
Based on closing prices from 12/6/2023
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
ECML



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

Some content on this tab for Individual & Professional subscribers only. Start your FREE trial

ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

ECML

14.6%

Cat. Avg

6.1%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™14.6%
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 896 funds in the US Equities category, with an average ALTAR Score™ of 6.1% and a standard deviation of 3.0%. ECML's ALTAR Score™ is approximately 2.8 standard deviations above the category average. This places ECML in the 99th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
ECML
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
Update
Today's Trading

Trading data provided for free by IEX. By accessing this data you agree to abide by their Terms of Service.


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
ECML 95.0 38.6 133.6
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .
Fundamental data for individual fund constituents sourced from FactSet Research Systems.