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.
Fund Basics
Fund sponsor | Cambria Investment Management |
Category | US Equities |
Asset class | Equity |
Website | link... |
Inception date | May 13, 2013 |
Assets (mns) | $733 |
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
NUCOR CORP | 2.0 % |
VALERO ENERGY CORP | 1.8 % |
TOLL BROTHERS INC | 1.7 % |
PENSKE AUTO GROUP INC | 1.7 % |
DILLARDS INC-CL A | 1.7 % |
MCKESSON CORP | 1.6 % |
RYERSON HOLDING CORP | 1.6 % |
CVR ENERGY INC | 1.5 % |
RELIANCE STEEL & ALUMINUM | 1.5 % |
AUTONATION INC | 1.4 % |
Constituent Breakdown
Number of holdings | 100 |
Herfindahl-Hirschman Index | 107 |
Wgt avg mkt cap (mns) | $22,097 |
Large cap (>$10bn) | 44.5% |
Mid cap ($2-10bn) | 41.9% |
Small cap (<$2bn) | 13.5% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 96.2 % | |
BERMUDA | 1.0 % | |
BRITAIN | 0.9 % |
Historical Performance
Standardized Annual Returns (as of 02/28/2023)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
---|---|---|---|---|---|---|
6.8% | 1.8% | 7.6% | 25.8% | 13.2% | -- | 13.1% |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 1.22 | 69% |
MSCI EAFE | 1.25 | 71% |
MSCI Emg Mkts | 1.01 | 54% |
Liquidity Measures
Avg. volume (000) | 86 |
Turnover | 0.7% |
Avg. Bid/Ask (% of price) | 0.15% |
ADV of underlying (mns) | $9,790 |
Technical Indicators
Recent close | $56.41 |
30d moving avg. | $62.88 |
Annualized volatility | 30.6% |
Relative strength (RSI) | 27 |
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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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. SYLD |
Expenses vs. SYLD |
ALTAR Score™ vs. SYLD |
---|---|---|---|---|
VAMO | Cambria Value & Momentum ETF | 33.2% | +5 bp | -0.5% |
LSAF | LeaderShares AlphaFactor US Core Equity ETF | 31.0% | +16 bp | -2.2% |
WTV | WisdomTree US Value Fund | 30.5% | -47 bp | -3.3% |
SPVM | Invesco S&P 500 Value with Momentum ETF | 25.5% | -20 bp | -2.8% |
PKW | Invesco Buyback Achievers ETF | 24.2% | +5 bp | -3.1% |
DSMC | Distillate Small/Mid Cash Flow ETF | 23.0% | -4 bp | -0.1% |
COWZ | Pacer US Cash Cows 100 ETF | 22.8% | -10 bp | -0.3% |
DBLV | AdvisorShares DoubleLine Value Equity ETF | 21.7% | +32 bp | -0.4% |
AFMC | First Trust Active Factor Mid Cap ETF | 20.0% | +6 bp | -2.9% |
SEIV | SEI Enhanced U.S. Large Cap Value Factor ETF | 19.6% | -44 bp | +0.9% |
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
2018 | 2019 | 2020 | 2021 | 2022 | 2023E | 2024E | ||
---|---|---|---|---|---|---|---|---|
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
2022 | 2023E | Fwd Est | 2024E | |
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 3/17/2023
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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 Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
SYLD
12.4%
Cat. Avg
6.6%
Fund Category: US Equities
Avg. Return on Equity | --% |
Divided by: Fwd. P/BV | --x |
Less: Expenses | -- bp |
Equals: ALTAR Score™ | 12.4% |
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 889 funds in the US Equities category, with an average ALTAR Score™
of 6.6% and a standard deviation of
3.4%. SYLD's ALTAR Score™ is approximately
1.7 standard deviations
above
the category average. This places SYLD in the 96th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
SYLD
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
Latest price | |
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Today's Trading
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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 | 15.1 | 74.1 |
Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .