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) | $63 |
| 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
| PERMIAN RESOURCES CORPORATION CLASS A | 2.1 % |
| ALPHA METALLURGICAL RESOURCES, INC. | 2.0 % |
| BOISE CASCADE CO | 1.8 % |
| CONSOL ENERGY INC | 1.5 % |
| M/I HOMES INC | 1.4 % |
| TIMKENSTEEL CORP | 1.3 % |
| WARRIOR MET COAL, INC. | 1.3 % |
| BUILDERS FIRSTSOURCE INC | 1.3 % |
| PULTE HOMES INC | 1.2 % |
| LOEWS CORP | 1.2 % |
Constituent Breakdown
| Number of holdings | 96 |
| Herfindahl-Hirschman Index | 4,888 |
| Wgt avg mkt cap (mns) | $11,418 |
| Large cap (>$10bn) | 21.7% |
| Mid cap ($2-10bn) | 57.1% |
| Small cap (<$2bn) | 21.2% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 91.3 % |
Historical Performance
Standardized Annual Returns (as of 11/30/2023)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
|---|---|---|---|---|---|---|
| -1.8% | -3.4% | 3.5% | 12.9% | 4.1% | -- | 1.9% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.18 | 5% |
| MSCI EAFE | 0.23 | 8% |
| MSCI Emg Mkts | 0.15 | 3% |
Liquidity Measures
| Avg. volume (000) | 11 |
| Turnover | 0.5% |
| Avg. Bid/Ask (% of price) | 0.32% |
| ADV of underlying (mns) | $4,842 |
Technical Indicators
| Recent close | $26.81 |
| 30d moving avg. | $26.15 |
| Annualized volatility | 14.2% |
| 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 |
|---|---|---|---|---|
| SYLD | Cambria Shareholder Yield ETF | 30.6% | -2 bp | +0.3% |
| ECML | Euclidean Fundamental Value ETF | 30.4% | +34 bp | +3.1% |
| XSVM | Invesco S&P SmallCap Value with Momentum ETF | 28.0% | -22 bp | -0.1% |
| DBLV | AdvisorShares DoubleLine Value Equity ETF | 24.9% | +29 bp | -3.3% |
| CALF | Pacer US Small Cap Cash Cows 100 ETF | 24.6% | -2 bp | +0.4% |
| AVUV | Avantis U.S. Small Cap Value ETF | 24.0% | -36 bp | -1.3% |
| SMCP | AlphaMark Actively Managed Small Cap ETF | 23.9% | +29 bp | -11.2% |
| AFMC | First Trust Active Factor Mid Cap ETF | 23.2% | +4 bp | -2.5% |
| PSC | Principal U.S. Small Cap Index ETF | 22.1% | -23 bp | -3.0% |
| AFSM | First Trust Active Factor Small Cap ETF | 22.1% | +16 bp | -2.2% |
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
| 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 12/1/2023
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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
11.2%
Cat. Avg
6.0%
Fund Category: US Equities
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 11.2% |
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 896 funds in the US Equities category, with an average ALTAR Score™
of 6.0% and a standard deviation of
3.0%. VAMO's ALTAR Score™ is approximately
1.7 standard deviations
above
the category average. This places VAMO in the 96th 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 | 61.0 | 31.7 | 92.7 |
| Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .