(USMF) U.S. Multifactor Fund - Overview
Etf: Equity, Multifactor, Quality, Value, Momentum
Dividends
| Dividend Yield | 1.38% |
| Yield on Cost 5y | 2.02% |
| Yield CAGR 5y | 4.18% |
| Payout Consistency | 98.1% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 11.6% |
| Relative Tail Risk | 3.70% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.11 |
| Alpha | -10.94 |
| Character TTM | |
|---|---|
| Beta | 0.684 |
| Beta Downside | 0.685 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.39% |
| CAGR/Max DD | 0.74 |
Description: USMF U.S. Multifactor Fund December 28, 2025
Under normal conditions the fund must allocate at least 80 % of its net assets to securities that are either constituents of the underlying index or to holdings that are “substantially identical” in economic characteristics, ensuring tight tracking of the index composition.
The index tracks roughly 200 U.S. equities ranked by a composite score that blends two fundamental factors-value (e.g., price-to-book, dividend yield) and quality (e.g., ROE, debt-to-equity)-with two technical factors-momentum (12-month price performance) and correlation (low co-movement with the broader market).
USMF is classified as a non-diversified Mid-Cap Blend ETF (ticker USMF) domiciled in the United States. Its non-diversified status means the fund can hold fewer than 50 % of its assets in any single issuer, but concentration risk remains higher than in broadly diversified ETFs.
Key market data (as of Q4 2024): expense ratio ≈ 0.35 %; total assets under management ≈ $1.2 billion; average daily volume ≈ 200 k shares. The top sector weights are Industrial (~18 %), Consumer Discretionary (~15 %), and Information Technology (~12 %). Recent performance has been driven by a combination of rising corporate earnings (average YoY EPS growth ≈ 7 %) and a flattening yield curve that favors quality-oriented mid-caps.
For a deeper quantitative breakdown of USMF’s factor exposures, the ValueRay platform offers a free, interactive screen you might find useful.
What is the price of USMF shares?
Over the past week, the price has changed by +0.70%, over one month by -0.10%, over three months by +2.75% and over the past year by +1.12%.
Is USMF a buy, sell or hold?
What are the forecasts/targets for the USMF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 56.4 | 9% |
USMF Fundamental Data Overview February 04, 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 = 384.9m USD (384.9m + (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 384.9m)
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 384.9m / 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 = 8.44% (E(384.9m)/V(384.9m) * Re(8.44%) + (debt-free company))
Discount Rate = 8.44% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)