TTAC
FCF US Quality ETF
TTAC aims to outperform a broad US equity index. The actively-managed fund selects stocks based on trends in free cash flow, balance sheet strength and share buybacks.
US
EQUITY
Active
MANAGEMENT STYLE
59 bp
EXPENSES
$408.3 M
ASSETS UNDER MGMT
Fund Basics
| Fund sponsor | TrimTabs |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Sep 28, 2016 |
| Assets (mns) | $408 |
| Expense ratio | 59 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Annually |
| 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
Complete list +
| APPLE INC | 6.4 % |
| ABBVIE INC | 2.6 % |
| META PLATFORMS INC | 2.5 % |
| HOME DEPOT INC | 2.3 % |
| MERCK & CO. INC. | 2.2 % |
| QUALCOMM INC | 2.1 % |
| AMERICAN EXPRESS CO | 1.7 % |
| ADOBE SYSTEMS INC | 1.6 % |
| ACCENTURE PLC-CL A | 1.5 % |
| INTL BUSINESS MACHINES CORP | 1.5 % |
Constituent Breakdown
| Number of holdings | 150 |
| Herfindahl-Hirschman Index | 134 |
| Wgt avg mkt cap (mns) | $342,228 |
| Large cap (>$10bn) | 82.0% |
| Mid cap ($2-10bn) | 16.6% |
| Small cap (<$2bn) | 1.4% |
| Developed mkts. | 99.7% |
| Emerging mkts. | 0.3% |
Country Exposure
 |
UNITED STATES | 95.3 % |
 |
IRELAND | 2.1 % |
 |
BRITAIN | 0.6 % |
 |
SWITZERLAND | 0.6 % |
Historical Performance
Standardized Performance (as of 06/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 7.5% | 16.7% | 17.5% | 8.6% | 13.2% | -- | 14.1% | Volatility | 12.1% | 11.6% | 16.0% | 16.7% | 20.3% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.90 | 96% |
| MSCI EAFE | 0.80 | 71% |
| MSCI Emg Mkts | 0.54 | 33% |
Liquidity Measures
| Avg. volume (000) | 16 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.14% |
| ADV of underlying (mns) | $121,872 |
Technical Indicators
| Recent close | $60.71 |
| 30d moving avg. | $61.25 |
| Annualized volatility | 16.5% |
| Relative strength (RSI) | 56 |
| Short interest (ETF) | 0.4% |
| 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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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. TTAC |
Expenses vs. TTAC |
ALTAR Score™ vs. TTAC |
|---|---|---|---|---|
| DFNV | Donoghue Forlines Innovation ETF | 46.8% | +10 bp | -1.4% |
| JQUA | JPMorgan U.S. Quality Factor ETF | 35.5% | -47 bp | -0.3% |
| VFQY | Vanguard U.S. Quality Factor ETF | 34.2% | -46 bp | +1.1% |
| QDF | FlexShares Quality Dividend Index Fund | 32.7% | -22 bp | -1.8% |
| QGRO | American Century U.S. Quality Growth ETF | 31.1% | -30 bp | -1.5% |
| QDEF | FlexShares Quality Dividend Defensive Index Fund | 30.3% | -22 bp | -2.0% |
| VALQ | American Century U.S. Quality Value ETF | 30.1% | -30 bp | +1.2% |
| COWG | Pacer US Large Cap Cash Cows Growth Leaders ETF | 29.9% | -10 bp | -1.2% |
| FLRG | Fidelity U.S. Multifactor ETF | 29.5% | -44 bp | +1.4% |
| DUHP | Dimensional US High Profitability ETF | 29.4% | -38 bp | +0.5% |
Risk and Returns: TTAC 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 7/25/2024
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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
TTAC
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™
TTAC
6.3%
Cat. Avg
5.7%
Fund Category: US
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 6.3% |
Recommendation
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
Category Overview
There are 899 funds in the US category, with an average ALTAR Score™
of 5.7% and a standard deviation of
2.4%. TTAC's ALTAR Score™ is approximately
0.2 standard deviations
above
the category average. This places TTAC in the 59th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
TTAC
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Expense Analysis
| Peer Group | Active US Equity ETFs |
| # of ETFs | 308 |
| Avg. Expense Ratio | 67.1 bp |
| Std. Deviation | 37 bp |
| TTAC (59 bp) Percentile rank | 41 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| TTAC | 59.0 | 13.5 | 72.5 |
| Peer Avg. | 53.9 | 22.2 | 76.1 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .