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 sponsor | Cambria Investment Management |
Category | US |
Asset class | Equity |
Website | link... |
Inception date | May 13, 2013 |
Assets (mns) | $1,291 |
Expense ratio | 59 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Statutory Trust |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Proprietary |
Weighting | Proprietary |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | Yes |
Currency hedged | No |
Fund of funds | No |
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 holdings | 99 |
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)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
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... | Beta | R-squared |
S&P 500 | 1.00 | 64% |
MSCI EAFE | 0.99 | 62% |
MSCI Emg Mkts | 0.65 | 26% |
Liquidity Measures
Avg. volume (000) | 72 |
Turnover | 0.4% |
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 volatility | 22.1% |
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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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. SYLD |
Expenses vs. SYLD |
ALTAR Score™ vs. SYLD |
---|---|---|---|---|
LYLD | Cambria Large Cap Shareholder Yield ETF | 27.9% | 0 bp | -1.5% |
WTV | WisdomTree US Value Fund of Benef Interest | 26.3% | -47 bp | -1.9% |
ECML | Euclidean Fundamental Value ETF | 25.2% | +36 bp | +1.7% |
SURE | AdvisorShares Insiders Advantage ETF | 24.0% | +31 bp | -1.6% |
LSAF | LeaderShares AlphaFactor US Core Equity ETF | 23.0% | +16 bp | -4.2% |
SEIV | SEI Enhanced U.S. Large Cap Value Factor ETF | 21.7% | -44 bp | -1.7% |
VAMO | Cambria Value & Momentum ETF | 21.5% | +2 bp | -2.6% |
DSMC | Distillate Small/Mid Cash Flow ETF | 20.9% | -4 bp | +1.2% |
FNK | First Trust Mid Cap Value AlphaDEX Fund | 20.9% | +11 bp | -0.9% |
FTA | First Trust Large Cap Value AlphaDEX Fund | 20.3% | 0 bp | -2.5% |
Risk and Returns: SYLD 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.
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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 | --% |
Based on closing prices from 12/12/2024
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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
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
SYLDSELL
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 |
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 .