JHME

John Hancock Multifactor Energy ETF

The John Hancock Multifactor Energy ETF tracks an index of large- and midcap US equities from the energy sector. The index selects stocks by market caps and weights them by multiple factors: size, value, profitability and momentum.


Rules-Based, Concentrated

MANAGEMENT MATRIX

RYE

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorJohn Hancock
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateMar 28, 2016
Assets (mns)$21
Expense ratio40 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsSemi-Annually
Taxation1099
Stock selectionMarket Cap
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
CONOCOPHILLIPS 6.6 %
EOG RESOURCES INC 6.6 %
EXXON MOBIL CORP 5.6 %
SCHLUMBERGER LTD 5.6 %
CHEVRON CORP 5.5 %
MARATHON PETROLEUM 5.4 %
WILLIAMS COS INC 5.3 %
PIONEER NATURAL RESOURCES CO 4.8 %
OCCIDENTAL PETROLEUM CORP 4.3 %
HESS CORP 4.3 %
Constituent Breakdown
Number of holdings29
Herfindahl-Hirschman Index 441
Wgt avg mkt cap (mns)$52,703
Large cap (>$10bn)93.3%
Mid cap ($2-10bn)6.5%
Small cap (<$2bn)0.2%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 97.7 %
CANADA 2.3 %
Historical Performance


Standardized Annual Returns (as of 09/30/2021)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
47.0% 92.3% 0.3% -10.0% -2.7% -- 0.2%
Market Correlations
versus...BetaR-squared
S&P 5002.0162%
MSCI EAFE2.1567%
MSCI Emg Mkts1.8362%
Liquidity Measures
Avg. volume (000)7
Turnover0.8%
Avg. Bid/Ask (% of price)0.25%
ADV of underlying (mns)$10,538
Technical Indicators
Recent close$23.55
30d moving avg.$21.59
Annualized volatility48.1%
Relative strength (RSI)75
Short interest (ETF)0.3%
Short interest (underlying)3.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Results & Estimates
  2016 2017 2018 2019 2020 2021E 2022E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
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Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2020 2021E Fwd Est 2022E
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 --%
1.1 14.6 1.8 3.0% --
Based on closing prices from 10/21/2021
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SHOWING:
Price-to-Earnings
JHME



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™

JHME

3.3%

Cat. Avg

4.7%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™3.3%
Recommendation

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

Category Overview
There are 800 funds in the US Equities category, with an average ALTAR Score™ of 4.7% and a standard deviation of 4.6%. JHME's ALTAR Score™ is approximately 0.3 standard deviations below the category average. This places JHME in the 38th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
JHME
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

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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
JHME 40.0 24.6 64.6
Peer Avg. 31.2 5.0 36.2
  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.