OMFL

Invesco Russell 1000 Dynamic Multifactor ETF

OMFL tracks an index of US large-cap stocks selected by a combination of five investment factors, which are weighted based on current macroeconomic conditions.


Rules-Based, Diverse

MANAGEMENT MATRIX

ONEY

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorInvesco
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateNov 08, 2017
Assets (mns)$6,459
Expense ratio29 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
BUILDERS FIRSTSOURCE INC 1.2 %
HEWLETT PACKARD ENTERPRISE CO. 1.0 %
WESTERN DIGITAL CORP 0.9 %
WILLIAMS-SONOMA INC 0.9 %
STEEL DYNAMICS INC 0.8 %
SYNCHRONY FINANCIAL 0.8 %
SAIC INC 0.8 %
PULTE HOMES INC 0.8 %
JABIL CIRCUIT INC 0.7 %
MARATHON OIL CORP 0.7 %
Constituent Breakdown
Number of holdings358
Herfindahl-Hirschman Index 46
Wgt avg mkt cap (mns)$12,475
Large cap (>$10bn)58.5%
Mid cap ($2-10bn)40.8%
Small cap (<$2bn)0.6%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 93.9 %
BRITAIN 1.8 %
BERMUDA 0.9 %
CANADA 0.6 %
Historical Performance


Standardized Annual Returns (as of 02/29/2024)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
0.0% 14.0% 7.9% 8.3% 14.7% -- 13.5%
Market Correlations
versus...BetaR-squared
S&P 5000.9991%
MSCI EAFE1.0085%
MSCI Emg Mkts0.7044%
Liquidity Measures
Avg. volume (000)550
Turnover0.5%
Avg. Bid/Ask (% of price)0.04%
ADV of underlying (mns)$31,386
Technical Indicators
Recent close$55.23
30d moving avg.$47.81
Annualized volatility18.6%
Relative strength (RSI)79
Short interest (ETF)0.1%
Short interest (underlying)3.2%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: OMFL vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings 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
  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 --%
0.9 11.9 1.7 2.0% --
Based on closing prices from 3/28/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
OMFL



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™

OMFL

8.6%

Cat. Avg

5.6%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™8.6%
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 882 funds in the US Equities category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.7%. OMFL's ALTAR Score™ is approximately 1.1 standard deviations above the category average. This places OMFL in the 86th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

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



Recent Trends


Breakdown

 

Market Activity
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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
OMFL 29.0 4.3 33.3
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.