SYLD

Cambria Shareholder Yield ETF

Cambria Shareholder Yield ETF is an actively managed exchange-traded fund incorporated in the USA. The Fund employs a quantitative algorithm to select U.S. listed companies that show strong characteristics in returning free cash flow to their shareholders.


US

EQUITY

Active

MANAGEMENT STYLE

1.3 B

ASSETS UNDER MGMT

59 bp

EXPENSES
Fund Basics
Fund sponsorCambria Investment Management
CategoryUS
Asset classEquity
Websitelink...
Inception dateMay 13, 2013
Assets (mns)$1,291
Expense ratio59 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationStatutory Trust
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
JEFFERIES FINANCIAL GROUP INC. 1.7 %
CONOCOPHILLIPS 1.7 %
ADTALEM GLOBAL EDUCATION INC. 1.6 %
CNX RESOURCES CORPORATION 1.6 %
VICTORY CAPITAL HOLDING - A 1.6 %
REV GROUP, INC. 1.5 %
CONSOL ENERGY INC 1.4 %
SYNCHRONY FINANCIAL 1.4 %
FOX CORPORATION CLASS A 1.4 %
PROG HOLDINGS INC 1.3 %
Constituent Breakdown
Number of holdings99
Herfindahl-Hirschman Index 107
Wgt avg mkt cap (mns)$28,507
Large cap (>$10bn)42.2%
Mid cap ($2-10bn)49.6%
Small cap (<$2bn)8.2%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 96.9 %
BERMUDA 1.0 %
BRITAIN 0.8 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 13.9% 22.8% 11.8% 9.6% 16.8% 12.2% 13.2%
Volatility 15.2% 15.9% 17.7% 21.1% 28.1% 22.4% --
Market Correlations
versus...BetaR-squared
S&P 5001.0064%
MSCI EAFE0.9962%
MSCI Emg Mkts0.6526%
Liquidity Measures
Avg. volume (000)72
Turnover0.4%
Avg. Bid/Ask (% of price)0.10%
ADV of underlying (mns)$12,543
Technical Indicators
Recent close$72.72
30d moving avg.$71.87
Annualized volatility22.1%
Relative strength (RSI)47
Short interest (ETF)0.1%
Short interest (underlying)21.2%
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: SYLD vs. Comps (1 YR)

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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

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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 --%
0.6 10.4 1.4 2.7% --
Based on closing prices from 12/12/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
SYLD



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 Rating

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.

ALTAR Score™

SYLD

10.9%

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%. SYLD's ALTAR Score™ is approximately 2.3 standard deviations above the category average. This places SYLD in the 99th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

SYLD
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Active
US Equity ETFs
# of ETFs 308
Avg. Expense Ratio 67.1 bp
Std. Deviation 37 bp
SYLD (59 bp) Percentile rank 43
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
SYLD 59.0 9.7 68.7
Peer Avg. 43.6 19.4 63.0
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .