VAMO
Cambria Value & Momentum ETF
The Cambria Value and Momentum ETF is an actively managed portfolio of large-, mid- and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio.
Fund Basics
| Fund sponsor | Cambria |
| Category | US Equities |
| Asset class | Equity |
| Website | link... |
| Inception date | Sep 08, 2015 |
| Assets (mns) | $138 |
| Expense ratio | 64 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| RAMACO RESOURCES, INC. | 1.6 % |
| MATADOR RESOURCES CO | 1.5 % |
| PERMIAN RESOURCES CORPORATION CLASS A | 1.5 % |
| LOEWS CORP | 1.5 % |
| COMMERCIAL METALS CO | 1.4 % |
| HELIX ENERGY SOLUTIONS GROUP | 1.4 % |
| SANMINA CORP | 1.3 % |
| DILLARDS INC-CL A | 1.3 % |
| STEEL DYNAMICS INC | 1.3 % |
| TIMKENSTEEL CORP | 1.2 % |
Constituent Breakdown
| Number of holdings | 95 |
| Herfindahl-Hirschman Index | 84 |
| Wgt avg mkt cap (mns) | $19,990 |
| Large cap (>$10bn) | 36.4% |
| Mid cap ($2-10bn) | 39.7% |
| Small cap (<$2bn) | 22.7% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 85.6 % |
Historical Performance
Standardized Annual Returns (as of 12/31/2022)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
|---|---|---|---|---|---|---|
| 8.5% | 8.6% | 19.8% | 10.9% | 2.9% | -- | 2.2% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.34 | 20% |
| MSCI EAFE | 0.41 | 28% |
| MSCI Emg Mkts | 0.33 | 19% |
Liquidity Measures
| Avg. volume (000) | 37 |
| Turnover | 0.7% |
| Avg. Bid/Ask (% of price) | 0.32% |
| ADV of underlying (mns) | $16,825 |
Technical Indicators
| Recent close | $27.52 |
| 30d moving avg. | $27.09 |
| Annualized volatility | 16.2% |
| Relative strength (RSI) | 56 |
| Short interest (ETF) | 0.0% |
| Short interest (underlying) | 7.6% |
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. VAMO |
Expenses vs. VAMO |
ALTAR Score™ vs. VAMO |
|---|---|---|---|---|
| SYLD | Cambria Shareholder Yield ETF | 33.7% | -5 bp | +1.3% |
| LSAF | LeaderShares AlphaFactor US Core Equity ETF | 27.3% | +11 bp | -0.5% |
| DBLV | AdvisorShares DoubleLine Value Equity ETF | 25.1% | +27 bp | +1.5% |
| QVAL | Alpha Architect U.S. Quantitative Value ETF | 23.6% | -15 bp | +3.0% |
| WTV | WisdomTree US Value Fund | 22.6% | -52 bp | -0.7% |
| XOP | SPDR S&P Oil & Gas Exploration & Production ETF | 21.6% | -29 bp | -2.4% |
| SPVM | Invesco S&P 500 Value with Momentum ETF | 20.6% | -25 bp | -0.7% |
| COWZ | Pacer US Cash Cows 100 ETF | 19.7% | -15 bp | +1.7% |
| VFMF | Vanguard U.S. Multifactor ETF | 19.5% | -46 bp | -0.3% |
| DVLU | First Trust Dorsey Wright Momentum & Value ETF | 18.7% | -4 bp | -0.4% |
Risk and Returns: VAMO 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
| 2017 | 2018 | 2019 | 2020 | 2021 | 2022E | 2023E | ||
|---|---|---|---|---|---|---|---|---|
| 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
| 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 | --% |
Based on closing prices from 1/26/2023
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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
VAMO
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™
VAMO
9.7%
Cat. Avg
6.5%
Fund Category: US Equities
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 9.7% |
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 876 funds in the US Equities category, with an average ALTAR Score™
of 6.5% and a standard deviation of
2.9%. VAMO's ALTAR Score™ is approximately
1.1 standard deviations
above
the category average. This places VAMO in the 87th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
VAMO
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
| Latest price | |
| Change | |
| Volume | |
| Bid/Ask Spread | |
| Update |
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) |
|
|---|---|---|---|
| VAMO | 64.0 | 32.0 | 96 |
| Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .