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 sponsorCambria
CategoryUS
Asset classEquity
Websitelink...
Inception dateSep 08, 2015
Assets (mns)$55
Expense ratio61 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
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 holdings98
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)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
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...BetaR-squared
S&P 5000.248%
MSCI EAFE0.3013%
MSCI Emg Mkts0.122%
Liquidity Measures
Avg. volume (000)4
Turnover0.2%
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 volatility14.3%
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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Risk and Returns: VAMO vs. Comps (1 YR)

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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 --%
0.8 11.4 1.6 1.3% --
Based on closing prices from 11/13/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
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

VAMO
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
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 .