(QVAL) Alpha Architect U.S. - Overview
Etf: Quantitative, Value, Equity, U.S., Undervalued
Dividends
| Dividend Yield | 1.54% |
| Yield on Cost 5y | 2.45% |
| Yield CAGR 5y | 11.49% |
| Payout Consistency | 96.0% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 17.1% |
| Relative Tail Risk | -6.83% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.81 |
| Alpha | 5.45 |
| Character TTM | |
|---|---|
| Beta | 0.883 |
| Beta Downside | 0.869 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.41% |
| CAGR/Max DD | 0.80 |
Description: QVAL Alpha Architect U.S. December 29, 2025
The Sub-Adviser of Alpha Architect’s U.S. Quantitative Value ETF (BATS: QVAL) follows a multi-step, rules-based quantitative model that screens for roughly 50-200 U.S. equities judged to be priced below the level the manager estimates would prevail if the market fully incorporated all fundamentals. Undervaluation is measured against a composite of valuation signals (e.g., price-to-earnings, price-to-book, free-cash-flow yield) and adjusted for quality and profitability metrics.
As of the latest filing, QVAL carries an expense ratio of 0.35 % and holds about 150 stocks, with a median market-cap of $7 bn, placing it squarely in the mid-cap value space. The fund’s sector exposure is tilted toward financials (≈30 %) and industrials (≈25 %), both of which tend to benefit from a flattening yield curve and modest GDP growth. The portfolio’s average forward P/E is roughly 12×, and its dividend yield sits near 2.4 %, offering a modest income buffer in a rising-rate environment. Historically, mid-cap value indices have outperformed the broader market by 1.5-2.0 % annualized during periods of declining inflation expectations, a factor that could favor QVAL if current price pressures ease.
For a deeper, data-driven look at how QVAL’s valuation screens compare to alternative models, you might explore the ValueRay analytics platform.
What is the price of QVAL shares?
Over the past week, the price has changed by +3.83%, over one month by +6.25%, over three months by +16.03% and over the past year by +21.60%.
Is QVAL a buy, sell or hold?
What are the forecasts/targets for the QVAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 63 | 17% |
QVAL Fundamental Data Overview February 05, 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 = 470.3m USD (470.3m + (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 470.3m)
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 470.3m / 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 = 9.17% (E(470.3m)/V(470.3m) * Re(9.17%) + (debt-free company))
Discount Rate = 9.17% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)