ROE
Astoria US Quality Kings ETF
ROE is an actively managed ETF that provides long-term capital appreciation by investing in US high-quality stocks in the large- and mid-cap space based on proprietary quantitative screens. Holdings are equally weighted, and sector optimized.
US
EQUITY
Active
MANAGEMENT STYLE
150.9 M
ASSETS UNDER MGMT
49 bp
EXPENSES
Fund Basics
Fund sponsor | Alpha Architect |
Category | US |
Asset class | Equity |
Website | link... |
Inception date | Aug 01, 2023 |
Assets (mns) | $151 |
Expense ratio | 49 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Proprietary |
Weighting | Proprietary |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | No |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
Complete list +
FIRST SOLAR INC | 1.0 % |
AGILENT TECHNOLOGIES INC | 1.0 % |
TARGET CORP | 1.0 % |
NRG ENERGY INC | 1.0 % |
ABBVIE INC | 1.0 % |
AMERISOURCEBERGEN CORP | 1.0 % |
WR BERKLEY CORP | 1.0 % |
WAL-MART STORES INC | 1.0 % |
BERKSHIRE HATHAWAY INC-CL B | 1.0 % |
DOMINO'S PIZZA INC | 1.0 % |
Constituent Breakdown
Number of holdings | 99 |
Herfindahl-Hirschman Index | 99 |
Wgt avg mkt cap (mns) | $212,201 |
Large cap (>$10bn) | 99.5% |
Mid cap ($2-10bn) | 0.5% |
Small cap (<$2bn) | 0.0% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 95.7 % | |
IRELAND | 2.0 % | |
BERMUDA | 1.0 % | |
NETHERLANDS | 1.0 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 25.0% | 33.0% | -- | -- | -- | -- | 33.5% | Volatility | 12.8% | 12.9% | -- | -- | -- | -- | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 1.14 | 89% |
MSCI EAFE | 0.81 | 66% |
MSCI Emg Mkts | 0.63 | 31% |
Liquidity Measures
Avg. volume (000) | 19 |
Turnover | 0.4% |
Avg. Bid/Ask (% of price) | 0.16% |
ADV of underlying (mns) | $94,611 |
Technical Indicators
Recent close | $31.57 |
30d moving avg. | $30.75 |
Annualized volatility | 14.4% |
Relative strength (RSI) | 49 |
Short interest (ETF) | 0.2% |
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
Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. ROE |
Expenses vs. ROE |
ALTAR Score™ vs. ROE |
---|---|---|---|---|
EQWL | Invesco S&P 100 Equal Weight ETF | 38.9% | -24 bp | -1.0% |
ROUS | Hartford Multifactor US Equity ETF | 37.9% | -30 bp | -0.7% |
QUS | SPDR MSCI USA StrategicFactors ETF | 37.5% | -34 bp | -1.5% |
FLQL | Franklin LibertyQ U.S. Equity ETF | 36.6% | -34 bp | -1.5% |
CHGX | AXS Change Finance ESG ETF | 36.0% | 0 bp | -2.0% |
AFLG | First Trust Active Factor Large Cap ETF | 35.3% | +6 bp | -1.4% |
GQQQ | Astoria US Quality Growth Kings ETF | 35.2% | -14 bp | -2.1% |
VUSE | Vident U.S. Equity Strategy ETF | 34.3% | +1 bp | -2.9% |
DFVX | Dimensional US Large Cap Vector ETF | 34.2% | -27 bp | -1.1% |
QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 34.2% | -30 bp | -1.1% |
Risk and Returns: ROE 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
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
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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 12/12/2024
Peer Group Comparison Sample data. Subscribe for access.
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
ROE
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 Rating
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
ALTAR Score™
ROE
7.2%
Cat. Avg
5.4%
ALTAR Score™ Calculation
Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™
of 5.4% and a standard deviation of
2.4%. ROE's ALTAR Score™ is approximately
0.8 standard deviations
above
the category average. This places ROE in the 78th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
ROESELL
U/W
HOLD
O/W
BUY
Expense Analysis
Peer Group | Active US Equity ETFs |
# of ETFs | 308 |
Avg. Expense Ratio | 67.1 bp |
Std. Deviation | 37 bp |
ROE (49 bp) Percentile rank | 33 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
ROE | 49.0 | 15.6 | 64.6 |
Peer Avg. | 57.3 | 24.1 | 81.5 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .