SPVM

Invesco S&P 500 Value with Momentum ETF

SPVM tracks an index of S&P 500 stocks selected by value and momentum and weighted by value.


Rules-Based, Semi-Diverse

MANAGEMENT MATRIX

ULVM

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorInvesco
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateJun 16, 2011
Assets (mns)$40
Expense ratio39 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingFundamental
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
NRG ENERGY INC 2.3 %
FORD MOTOR CO 2.3 %
MARATHON PETROLEUM 2.2 %
PHILLIPS 66 2.2 %
VALERO ENERGY CORP 2.0 %
LYONDELLBASELL INDU-CL A 2.0 %
HEWLETT PACKARD ENTERPRISE CO. 1.9 %
AMERICAN INTERNATIONAL GROUP 1.8 %
HP INC. 1.7 %
MOLSON COORS BREWING CO -B 1.6 %
Constituent Breakdown
Number of holdings100
Herfindahl-Hirschman Index 117
Wgt avg mkt cap (mns)$64,229
Large cap (>$10bn)96.4%
Mid cap ($2-10bn)3.6%
Small cap (<$2bn)0.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 95.3 %
BRITAIN 2.0 %
BERMUDA 1.9 %
SWITZERLAND 0.8 %
Historical Performance


Standardized Annual Returns (as of 05/31/2023)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
-8.6% -13.0% -3.2% 13.1% 5.8% 8.1% 9.3%
Market Correlations
versus...BetaR-squared
S&P 5000.8668%
MSCI EAFE0.8567%
MSCI Emg Mkts0.5326%
Liquidity Measures
Avg. volume (000)4
Turnover0.5%
Avg. Bid/Ask (% of price)0.09%
ADV of underlying (mns)$35,919
Technical Indicators
Recent close$47.18
30d moving avg.$46.25
Annualized volatility18.8%
Relative strength (RSI)49
Short interest (ETF)0.1%
Short interest (underlying)2.4%
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: SPVM vs. Comps (1 YR)

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Results & Estimates
  2017 2018 2019 2020 2021 2022E 2023E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
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
  2021 2022E Fwd Est 2023E
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 --%
1.0 9.5 1.1 2.7% --
Based on closing prices from 6/7/2023
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
SPVM



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™

SPVM

9.4%

Cat. Avg

6.1%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™9.4%
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 899 funds in the US Equities category, with an average ALTAR Score™ of 6.1% and a standard deviation of 3.0%. SPVM's ALTAR Score™ is approximately 1.1 standard deviations above the category average. This places SPVM in the 86th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

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



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
SPVM 39.0 9.2 48.2
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.