Cambria Shareholder Yield ETF

Ticker

SYLD

ISIN

US132061201

Price

USD 75.69

Change Today

+0.05 / 0.066 %

Price 1 year ago

61.16 / 23.749 %

Morningstar

5

52 Week Low

61.14

52 Week High

76.27

200 Day Moving Average 70.11

70.11

50-day Moving Average

72.58


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.89
Sortino Ratio 0.58
Maximum Drawdown -2.29%
Maximum Drawdown Date 2024-01-09
Calmar Ratio -22.75

1 year

Parameter Value
Return 1.58
Volatility 5.583%
Alpha +16.91
Beta None
R Squared +82.82

History

Parameter Value
Average Annual Return 12.977%
Average Annual Volatility 21.468%
Sharpe Ratio 0.60
Sortino Ratio 0.62
Maximum Drawdown -45.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.30

Company information

Summary

The investment seeks income and capital appreciation. The fund is actively managed and seeks to achieve its investment objective by investing, under normal market conditions, at least 80% of its total assets in equity securities, including common stock, issued by U.S.-based publicly listed companies that provide high "shareholder yield." Its investment adviser, Cambria Investment Management, L.P. ("Cambria" or the "Adviser"), defines "shareholder yield" as the totality of returns realized by an investor from a company’s cash payments for dividends, buybacks and debt paydowns.

Market

US

Category

Mid-Cap Value

Expense Ratio

0.59%

Fund family

CAMBRIA ETF TRUST

Morningstar

5

Yield
0.027
Exchange
BTS
Sector Weight
Financial services 25.47%
Consumer cyclical 22.96%
Basic materials 13.59%
Energy 12.25%
Industrials 10.50%
Healthcare 5.11%
Technology 4.79%
Consumer defensive 2.91%
Communication services 1.82%
Realestate 0.00%
Utilities 0.00%
Country Ratio
United States 99.11
China 0.89
Argentina 0.00
Australia 0.00
Austria 0.00
Belgium 0.00
Brazil 0.00
Canada 0.00
Chile 0.00
Colombia 0.00

Holdings

Symbol Name Allocation
SWBI Smith & Wesson Brands Inc 2.0%
DDS Dillard's Inc Class A 1.68%
MUR Murphy Oil Corp 1.65%
RCII Rent-A-Center Inc 1.65%
TOL Toll Brothers Inc 1.53%
COP ConocoPhillips 1.51%
UFS Domtar Corp 1.41%
AAPL Apple Inc 1.4%
BKE Buckle Inc 1.37%
OLN Olin Corp 1.36%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
ANGL VanEck Fallen Angel High Yield Bond ETF IE00BF540Z6 NGM 0.35% 5 +2.41
FYLD Cambria Foreign Shareholder Yield ETF US132061300 BTS 0.59% 5 +8.05
SDHA.L iShares $ Short Duration High Yield Corp Bond UCITS ETF IE00BCRY600 LSE 0.45% 5 +2.98 --
SYLD Cambria Shareholder Yield ETF US132061201 BTS 0.59% 5 +16.91
VYM Vanguard High Dividend Yield Index Fund IE00B8GKDB1 PCX 0.06% 5 +8.55

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.