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.