TTAC

TrimTabs All Cap US Free-Cash-Flow

The TrimTabs All Cap US Free-Cash-Flow ETF focuses on generating long-term returns that exceed those of the Russell 3000 index, through quantitative analysis and an active management process focused on selecting companies that are both generating free cash flow and reducing their share count.


4.7%

ALTAR Score™
Trend in ALTAR Score™
Percentile: 30th

UNDERWEIGHT

Recommendation
 
Fund Basics
Fund sponsorTrimTabs Asset Management
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateSep 28, 2016
Assets (mns)$118
Expense ratio59 bp
CurrencyUSD
Constituent Breakdown
No. of constituents98
Herfindahl-Hirschman Index 106
Wgt avg mkt cap (mns)$90,241
Large cap (>$10bn)76.9%
Mid cap ($2-10bn)23.1%
Small cap (<$2bn)0.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Smart-betaYes
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
MATCH GROUP, INC. 1.7 %
ULTA SALON COSMETICS & FRAGR 1.4 %
MSCI INC-A 1.3 %
ZOETIS INC 1.3 %
BROADRIDGE FINANCIAL SOLUTIO 1.3 %
DECKERS OUTDOOR CORP 1.3 %
VISA INC-CLASS A SHARES 1.3 %
ILLUMINA INC 1.3 %
MICROSOFT CORP 1.3 %
FORTINET INC 1.3 %
Sector Breakdown
Country Exposure
UNITED STATES 94.5 %
IRELAND 2.1 %
CANADA 1.1 %
BERMUDA 1.0 %
BRITAIN 1.0 %
Historical Performance


Standardized Annual Returns (as of 04/30/2019)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
18.2% 8.8% 14.1% 0.0% 0.0% 0.0% 16.6%
Market Correlations
versus...BetaR-squared
S&P 5001.0583%
MSCI EAFE0.7738%
MSCI Emg Mkts0.4117%
Liquidity Measures
Avg. volume (000)9
Turnover0.3%
Avg. Bid/Ask (% of price)0.17%
ADV of underlying (mns)$46,394
Technical Indicators
Recent close$35.50
30d moving avg.$36.40
Annualized volatility13.3%
Relative strength (RSI)45
Short interest (ETF)0.0%
Short interest (underlying)0.0%
Distributions
Total Cost of Ownership Detail
  TTAC Difference
Fund expenses -- --
Bid/Ask spread -- --
Round-trip commission -- -- --
Total Cost of Ownership -- -- --

Total Cost of Ownership over Time


Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

Alternative ETFs
Ticker Fund Name Overlap
vs. TTAC
Expenses
vs. TTAC
ALTAR Score™
vs. TTAC
PSET Principal Price Setters 29.0% -30 bp +0.9%
FLQL Franklin LibertyQ U.S. Equity 28.5% -34 bp +1.9%
FQAL Fidelity Quality Factor 27.6% -30 bp +1.4%
FDMO Fidelity Momentum Factor 26.9% -30 bp +0.0%
JQUA JPMorgan U.S. Quality Factor 26.5% -47 bp +1.3%
JMOM JPMorgan U.S. Momentum Factor 25.5% -47 bp -0.2%
DYNF BlackRock U.S. Equity Factor Rotation 24.1% -29 bp +1.6%
LEAD Reality Shares DIVCON Leaders Dividend 23.8% -16 bp +1.5%
GARD Reality Shares DIVCON Dividend Guard 23.8% +70 bp +0.8%
DFND Reality Shares DIVCON Dividend Defender 23.8% +62 bp +0.6%
OQAL Oppenheimer Russell 1000 Quality Factor 23.7% -40 bp +1.1%
OMOM Oppenheimer Russell 1000 Momentum Factor 23.7% -40 bp +0.6%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity 23.5% -50 bp +1.8%
VFQY Vanguard U.S. Quality Factor 23.3% -46 bp +1.5%
IWL iShares Russell Top 200 23.1% -44 bp +1.3%
JUST Goldman Sachs JUST U.S. Large Cap Equity 23.1% -39 bp +1.2%
QUAL iShares MSCI USA Quality Factor 22.9% -44 bp +1.5%
QUS SPDR MSCI USA Quality Mix 22.8% -44 bp +1.5%
SPXN ProShares S&P 500 Ex-Financials 22.7% -32 bp +1.4%
MGC Vanguard Mega Cap 300 ETF 22.7% -52 bp +1.4%

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Results & Estimates
  2014 2015 2016 2017 2018 2019E 2020E  
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  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
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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

Valuation Metrics
  2018 2019E 2020E
Price-to-sales --x --x --x
Price-to-earnings --x --x --x
Price-to-cash flow --x --x --x
Price-to-growth --x --x --x
Price-to-book value --x --x --x
Yield --% --% --%

Some content on this tab for Individual & Professional subscribers only

ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

TTAC

4.7%

Cat. Avg

6.0%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™4.7%
Recommendation

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

Category Overview
There are 678 funds in the US Equities category, with an average ALTAR Score™ of 6.0% and a standard deviation of 2.4%. TTAC's ALTAR Score™ is approximately 0.5 standard deviations below the category average. This places TTAC in the 30th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Breakdown
Composite
TTAC
Peer Average
SELL
U/W
HOLD
O/W
BUY



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Where to Trade TTAC
Commission
on TTAC1
# of Commission
-free ETFs2
 
$0.00 2,326
$0.00 2,102
$1.00 54
$4.95 500
$4.95 357
$4.95 114
$6.95 308
$6.95 291
Notes: 1. Commission of $0.00 indicates the fund is on the firm's recently published "Commission Free" list. Non-zero commissions represent each firm's standard commission rate based on our periodic review of firms' websites. Your commission may vary depending on account type and other factors. "Commission Free" ETF trades may be subject to additional requirements including minimum holding periods. 2. Not a complete list. Subject to change.
Portfolio composition files licensed from DTCC. Fundamental data for individual fund constituents sourced from FactSet Research Systems.