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.


Active, Diverse

MANAGEMENT MATRIX

VAMO

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorCambria Investment Management
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateMay 13, 2013
Assets (mns)$700
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
STEEL DYNAMICS INC 2.1 %
NUCOR CORP 2.0 %
DILLARDS INC-CL A 1.7 %
VALERO ENERGY CORP 1.7 %
MCKESSON CORP 1.7 %
CVR ENERGY INC 1.6 %
PENSKE AUTO GROUP INC 1.5 %
LOUISIANA-PACIFIC CORP 1.5 %
MOSAIC CO/THE 1.4 %
VERITIV CORP 1.4 %
Constituent Breakdown
Number of holdings100
Herfindahl-Hirschman Index 106
Wgt avg mkt cap (mns)$20,998
Large cap (>$10bn)40.1%
Mid cap ($2-10bn)43.2%
Small cap (<$2bn)15.3%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 96.9 %
BERMUDA 1.3 %
BRITAIN 0.8 %
Historical Performance


Standardized Annual Returns (as of 11/30/2022)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
-0.1% 5.3% 26.2% 20.2% 13.7% -- 13.4%
Market Correlations
versus...BetaR-squared
S&P 5001.2269%
MSCI EAFE1.2673%
MSCI Emg Mkts1.0253%
Liquidity Measures
Avg. volume (000)103
Turnover0.9%
Avg. Bid/Ask (% of price)0.26%
ADV of underlying (mns)$15,166
Technical Indicators
Recent close$63.39
30d moving avg.$61.25
Annualized volatility30.9%
Relative strength (RSI)68
Short interest (ETF)0.0%
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
  2017 2018 2019 2020 2021 2022E 2023E  
Sales per share -- -- -- -- -- -- --
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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
  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 --%
0.7 9.4 1.2 2.4% --
Based on closing prices from 12/2/2022
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 Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

SYLD

11.1%

Cat. Avg

6.4%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™11.1%
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 875 funds in the US Equities category, with an average ALTAR Score™ of 6.4% and a standard deviation of 2.9%. SYLD's ALTAR Score™ is approximately 1.6 standard deviations above the category average. This places SYLD in the 95th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
SYLD
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)
SYLD 59.0 25.8 84.8
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.