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.
US
EQUITY
Active
MANAGEMENT STYLE
54.6 M
ASSETS UNDER MGMT
61 bp
EXPENSES
Fund Basics
Fund sponsor | Cambria |
Category | US |
Asset class | Equity |
Website | link... |
Inception date | Sep 08, 2015 |
Assets (mns) | $55 |
Expense ratio | 61 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
CASH & OTHER | 7.5 % |
MUELLER INDUSTRIES INC | 2.1 % |
STERLING CONSTRUCTION CO | 1.8 % |
VISTRA ENERGY CORP. | 1.8 % |
MR. COOPER GROUP, INC. | 1.6 % |
SKYWEST INC | 1.5 % |
PULTE HOMES INC | 1.5 % |
ENOVA INTERNATIONAL INC | 1.4 % |
CONSOL ENERGY INC | 1.4 % |
CAREER EDUCATION CORP | 1.2 % |
Constituent Breakdown
Number of holdings | 98 |
Herfindahl-Hirschman Index | 1,816 |
Wgt avg mkt cap (mns) | $12,677 |
Large cap (>$10bn) | 30.4% |
Mid cap ($2-10bn) | 54.0% |
Small cap (<$2bn) | 14.7% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 90.2 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 5.5% | 14.8% | 4.5% | 7.0% | 9.2% | -- | 3.2% | Volatility | 13.9% | 14.2% | 14.8% | 18.4% | 22.7% | -- | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.24 | 8% |
MSCI EAFE | 0.30 | 13% |
MSCI Emg Mkts | 0.12 | 2% |
Liquidity Measures
Avg. volume (000) | 4 |
Turnover | 0.2% |
Avg. Bid/Ask (% of price) | 0.39% |
ADV of underlying (mns) | $10,074 |
Technical Indicators
Recent close | $31.22 |
30d moving avg. | $29.70 |
Annualized volatility | 14.3% |
Relative strength (RSI) | 53 |
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 |
---|---|---|---|---|
XSMO | Invesco S&P SmallCap Momentum ETF | 26.1% | -22 bp | -1.5% |
XSVM | Invesco S&P SmallCap Value with Momentum ETF | 23.9% | -25 bp | +2.7% |
SDVY | First Trust SMID Cap Rising Dividend Achievers ETF | 23.3% | -1 bp | +0.6% |
ECML | Euclidean Fundamental Value ETF | 22.6% | +34 bp | +3.9% |
CALF | Pacer US Small Cap Cash Cows 100 ETF | 22.3% | -2 bp | -3.3% |
SYLD | Cambria Shareholder Yield ETF | 21.5% | -2 bp | +2.5% |
USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 20.4% | -36 bp | -1.1% |
AFSM | First Trust Active Factor Small Cap ETF | 20.1% | +14 bp | -2.1% |
AFMC | First Trust Active Factor Mid Cap ETF | 19.6% | +4 bp | -1.5% |
SMCF | Themes US Small Cap Cash Flow Champions ETF | 18.6% | -32 bp | +2.1% |
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
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 11/13/2024
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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
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 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™
VAMO
8.3%
Cat. Avg
5.4%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.4% and a standard deviation of
2.4%. VAMO's ALTAR Score™ is approximately
1.2 standard deviations
above
the category average. This places VAMO in the 88th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
VAMOSELL
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 |
VAMO (61 bp) Percentile rank | 45 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
VAMO | 61.0 | 39.4 | 100.4 |
Peer Avg. | 68.0 | 49.2 | 117.2 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .