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: 31st

UNDERWEIGHT

Recommendation
Fund Basics
Fund sponsorTrimTabs Asset Management
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateSep 28, 2016
Assets (mns)$126
Expense ratio59 bp
CurrencyUSD
Constituent Breakdown
No. of constituents98
Herfindahl-Hirschman Index 105
Wgt avg mkt cap (mns)$81,533
Large cap (>$10bn)70.1%
Mid cap ($2-10bn)28.5%
Small cap (<$2bn)1.5%
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. 1.3 %
INSPERITY INC 1.3 %
ILLUMINA INC 1.3 %
FORTINET INC 1.3 %
ZOETIS INC 1.3 %
BOEING CO 1.3 %
MERCK & CO. INC. 1.3 %
DECKERS OUTDOOR CORP 1.3 %
ABBOTT LABORATORIES 1.3 %
ULTA SALON COSMETICS & FRAGR 1.3 %
Sector Breakdown
Country Exposure
UNITED STATES 95.5 %
IRELAND 2.1 %
BERMUDA 1.1 %
CANADA 1.0 %
Historical Performance


Standardized Annual Returns (as of 02/28/2019)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
12.4% 2.5% 12.5% 0.0% 0.0% 0.0% 15.4%
Market Correlations
versus...BetaR-squared
S&P 5001.0584%
MSCI EAFE0.7637%
MSCI Emg Mkts0.4016%
Liquidity Measures
Avg. volume (000)22
Turnover0.6%
Avg. Bid/Ask (% of price)0.16%
ADV of underlying (mns)$56,966
Technical Indicators
Recent close$35.35
30d moving avg.$35.12
Annualized volatility13.5%
Relative strength (RSI)64
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
FLQL Franklin LibertyQ U.S. Equity 28.5% -34 bp +1.8%
VALQ American Century STOXX U.S. Quality Value 27.9% -30 bp -0.9%
JQUA JPMorgan U.S. Quality Factor 27.6% -47 bp +1.0%
FQAL Fidelity Quality Factor 27.0% -30 bp +1.3%
JMOM JPMorgan U.S. Momentum Factor 24.4% -47 bp +0.0%
FDMO Fidelity Momentum Factor 24.1% -30 bp +0.0%
OQAL Oppenheimer Russell 1000 Quality Factor 23.8% -40 bp +0.9%
QUAL iShares MSCI USA Quality Factor 23.2% -44 bp +1.3%
MMTM SPDR S&P1500 Momentum Tilt 23.1% -47 bp +0.6%
OMOM Oppenheimer Russell 1000 Momentum Factor 23.0% -40 bp +0.5%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity 22.9% -50 bp +1.7%
IWL iShares Russell Top 200 22.8% -44 bp +1.2%
JUST Goldman Sachs JUST U.S. Large Cap Equity 22.8% -39 bp +1.0%
FTC First Trust Large Cap Growth 22.7% +2 bp -0.7%
LEAD Reality Shares DIVCON Leaders Dividend 22.7% -16 bp +1.3%
DFND Reality Shares DIVCON Dividend Defender 22.7% +79 bp +0.4%
OMFL Oppenheimer Russell 1000 Dynamic Multifactor 22.5% -30 bp +0.3%
OEF iShares S&P 100 22.5% -39 bp +1.0%
VFQY Vanguard U.S. Quality Factor 22.4% -46 bp +1.1%
HSPX Global X S&P 500 Covered Call 22.4% +6 bp +0.8%

Content on this tab for Individual & Professional subscribers only

Results & Estimates
  2014 2015 2016 2017 2018 2019E 2020E  
Sales per share -- -- -- -- -- -- --
  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

5.8%

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 658 funds in the US Equities category, with an average ALTAR Score™ of 5.8% and a standard deviation of 2.2%. TTAC's ALTAR Score™ is approximately 0.5 standard deviations below the category average. This places TTAC in the 31st 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.