(VLUE) MSCI USA Value Factor - Overview
Etf: Stocks, Equities, Futures, Options, Swaps
Dividends
| Dividend Yield | 2.45% |
| Yield on Cost 5y | 3.47% |
| Yield CAGR 5y | 4.37% |
| Payout Consistency | 97.9% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 14.1% |
| Relative Tail Risk | -2.20% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.70 |
| Alpha | 26.61 |
| Character TTM | |
|---|---|
| Beta | 0.870 |
| Beta Downside | 0.946 |
| Drawdowns 3y | |
|---|---|
| Max DD | 17.89% |
| CAGR/Max DD | 1.08 |
Description: VLUE MSCI USA Value Factor January 09, 2026
The iShares MSCI USA Value Factor ETF (BATS: VLUE) seeks to track the MSCI USA Value Index by allocating at least 80 % of its assets to the index’s component securities and up to 20 % to futures, options, swaps, cash, and cash equivalents. The underlying index is a market-cap-weighted subset of the MSCI USA Index, which covers U.S. large- and mid-cap stocks, emphasizing those with lower price-to-book and price-to-earnings multiples relative to their peers.
Key quantitative points (as of the most recent fund factsheet) include an expense ratio of roughly 0.15 %, a 12-month dividend yield near 2.2 %, and a top-sector weighting concentrated in Financials (~25 %), Health Care (~15 %) and Consumer Staples (~12 %). Historically, large-value stocks have shown a modest outperformance when real-interest rates rise, because lower-priced equities tend to attract capital seeking yield in a tightening monetary environment. However, the fund’s performance is sensitive to sector-specific headwinds such as regulatory changes in banking or shifts in consumer spending patterns.
If you want a deeper, data-driven look at VLUE’s valuation metrics and scenario analysis, the ValueRay platform provides granular, up-to-date analytics that can help you assess whether the fund aligns with your risk-return objectives.
What is the price of VLUE shares?
Over the past week, the price has changed by +3.19%, over one month by +6.15%, over three months by +18.06% and over the past year by +41.47%.
Is VLUE a buy, sell or hold?
What are the forecasts/targets for the VLUE price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 176.7 | 16.3% |
VLUE Fundamental Data Overview January 31, 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 = 9.32b USD (9.32b + (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 9.32b)
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 9.32b / 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 = 9.12% (E(9.32b)/V(9.32b) * Re(9.12%) + (debt-free company))
Discount Rate = 9.12% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)