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.


Active, Concentrated

MANAGEMENT MATRIX

ECML

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorCambria
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateSep 08, 2015
Assets (mns)$84
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
PERMIAN RESOURCES CORPORATION CLASS A 2.4 %
BOISE CASCADE CO 2.0 %
BUILDERS FIRSTSOURCE INC 1.8 %
ALPHA METALLURGICAL RESOURCES, INC. 1.8 %
TOLL BROTHERS INC 1.5 %
EMCOR GROUP INC 1.5 %
PULTE HOMES INC 1.4 %
M/I HOMES INC 1.4 %
MR. COOPER GROUP, INC. 1.3 %
ENCORE WIRE CORP 1.3 %
Constituent Breakdown
Number of holdings96
Herfindahl-Hirschman Index 2,287
Wgt avg mkt cap (mns)$11,049
Large cap (>$10bn)27.0%
Mid cap ($2-10bn)56.0%
Small cap (<$2bn)17.1%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 90.8 %
Historical Performance


Standardized Annual Returns (as of 02/29/2024)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
0.0% 5.4% 4.7% 9.5% 6.7% -- 2.7%
Market Correlations
versus...BetaR-squared
S&P 5000.217%
MSCI EAFE0.2711%
MSCI Emg Mkts0.153%
Liquidity Measures
Avg. volume (000)3
Turnover0.1%
Avg. Bid/Ask (% of price)0.37%
ADV of underlying (mns)$7,704
Technical Indicators
Recent close$29.87
30d moving avg.$26.46
Annualized volatility14.1%
Relative strength (RSI)60
Short interest (ETF)0.2%
Short interest (underlying)7.6%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial

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.

Content on this tab for Individual & Professional subscribers only. Start your FREE trial

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

Content on this tab for Individual & Professional subscribers only. Start your FREE trial

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 --%
0.7 10.9 1.5 1.3% --
Based on closing prices from 3/28/2024
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.

Some content on this tab for Individual & Professional subscribers only. Start your FREE trial

ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

VAMO

9.4%

Cat. Avg

5.6%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™9.4%
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 882 funds in the US Equities category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.7%. VAMO's ALTAR Score™ is approximately 1.4 standard deviations above the category average. This places VAMO in the 92nd percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
VAMO
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
Update
Today's Trading

Trading data provided for free by IEX. By accessing this data you agree to abide by their Terms of Service.


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
VAMO 61.0 37.4 98.4
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .
Fundamental data for individual fund constituents sourced from FactSet Research Systems.