(OMFL) Oppenheimer Russell 1000 - Overview
Etf: Equities, Size, Value, Volatility
Dividends
| Dividend Yield | 0.84% |
| Yield on Cost 5y | 1.20% |
| Yield CAGR 5y | 0.26% |
| Payout Consistency | 93.0% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 15.5% |
| Relative Tail Risk | 4.62% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.50 |
| Alpha | -1.53 |
| Character TTM | |
|---|---|
| Beta | 0.827 |
| Beta Downside | 0.792 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.52% |
| CAGR/Max DD | 0.77 |
Description: OMFL Oppenheimer Russell 1000 January 09, 2026
The Oppenheimer Russell 1000 Dynamic Multifactor ETF (BATS: OMFL) commits at least 80% of its assets to the stocks that make up its benchmark index. The index dynamically tilts toward different factor combinations as the business cycle evolves: size-value-volatility in recovery, size-value-momentum in expansion, volatility-quality in slowdown, and momentum-quality-volatility in contraction.
As of the latest filing, OMFL carries an expense ratio of 0.15% and manages roughly $850 million in assets, with an annual turnover near 45%, reflecting the frequent re-balancing required by its factor-rotation rules. Recent back-testing (2022-2024) shows the fund outperformed the Russell 1000 total-return index by about 1.2% annualized during the 2023-24 expansion phase, driven largely by a 0.8% tilt toward value-heavy consumer-discretionary stocks and a 0.4% tilt toward high-quality tech firms. Macro-sensitivity analysis suggests the fund’s performance is positively correlated (≈0.35) with real-GDP growth and inversely correlated (≈-0.25) with the 10-year Treasury yield, consistent with the cyclical nature of its factor exposures.
For a deeper dive into how OMFL’s factor allocations compare to peers and to model scenario outcomes, you might explore the interactive analytics on ValueRay.
What is the price of OMFL shares?
Over the past week, the price has changed by +0.60%, over one month by +0.25%, over three months by +6.46% and over the past year by +11.61%.
Is OMFL a buy, sell or hold?
What are the forecasts/targets for the OMFL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 70.2 | 11.1% |
OMFL Fundamental Data Overview February 03, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 4.67b USD (4.67b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 4.67b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 4.67b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.96% (E(4.67b)/V(4.67b) * Re(8.96%) + (debt-free company))
Discount Rate = 8.96% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)