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Macro Monday: Comparing Key Data Points of US Value Stocks

Apr 15, 2019

 

Better Research, Better Investments.Better Research, Better Investments.
Better Research, Better Investments.Better Research, Better Investments.

 

The Data Daily: Where the charts tell the story

This week we are comparing key data points of US value stocks.

 

US Value/US Growth Russell 1000 Value Index / Russell 1000 Growth Index - 1 Year

russell 1000 value vs russell 1000 growth

Source: Bloomberg

US Value/US Momentum   Russell 1000 Value Index / Russell 1000 Momentum Factor Index - 1 Year

russell 1000 value vs russell 1000 momentum

Source: Bloomberg

 

We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.
We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.

 

Value Strategy - Value ETFs Fund Flows      Assets -0.26% YTD

Name Ticker 1D Flow
(MLN USD)
1W Flow
(MLN USD)
YTD Flow
(MLN USD)
1Y Flow
(MLN USD)
3Y Flow
(MLN USD)
Vanguard Value ETF VTV US $0.06 ($40.65) $763.10 $8,830.57 $18,775.39
First Trust Value Line Dividen FVD US $31.33 $82.02 $742.57 $1,213.17 $3,237.23
Schwab U.S. Large-Cap Value ET SCHV US ($22.43) ($19.64) $572.48 $1,475.57 $2,998.48
First Trust Capital Strength E FTCS US $5.53 $43.92 $513.44 $1,180.39 $1,689.59
ProShares S&P 500 Dividend Ari NOBL US $6.87 $23.92 $447.08 $776.84 $2,127.22
SPDR Portfolio S&P 500 High Di SPYD US $7.77 $38.69 $418.42 $955.53 $1,407.68
Oppenheimer S&P Ultra Dividend RDIV US $7.74 $11.61 $375.75 $1,202.83 $1,583.62
SPDR S&P 400 Mid Cap Value ETF MDYV US ($7.89) ($18.32) $356.10 $715.64 $1,150.97
SPDR S&P 600 Small CapValue ET SLYV US $0.00 $3.11 $260.53 $913.28 $1,555.44
SPDR S&P US Dividend Aristocra UDVD LN $0.00 ($3.93) $245.55 $361.10 ($2.42)
Proshares S&P Midcap 400 Divid REGL US $4.06 $9.77 $132.32 $166.56 $478.87
Vanguard Mega Cap Value ETF MGV US $1.99 $5.94 $122.46 $333.07 $764.15
SPDR Portfolio S&P 500 Value E SPYV US $0.00 $20.10 $107.21 $1,398.14 $2,358.09
WisdomTree US SmallCap Dividen DES US $0.00 $2.75 $97.89 $132.45 $578.77
iShares S&P Small-Cap 600 Valu IJS US $0.00 $0.00 $91.78 $1,432.63 $1,842.04
iShares S&P Mid-Cap 400 Value IJJ US $0.00 ($8.12) $90.86 $648.78 $847.75
Proshares Trust-Proshares Russ SMDV US $0.00 $12.97 $87.78 $147.76 $473.25
Pacer US Cash Cows 100 ETF COWZ US $2.99 $2.99 $76.51 $237.95 $261.61
Vanguard Small-Cap Value ETF VBR US ($23.33) ($9.86) $64.97 $582.75 $4,852.19
OSSIAM SHILLER BARCLAYS CAPE U CAPU FP $3.53 $4.73 $57.63 $107.97 $342.28
DBX ETF Trust - Xtrackers Russ QARP US $0.00 $2.70 $55.95 $127.52 $127.52
VanEck Vectors Morningstar US MOAT LN $0.00 $3.39 $47.43 $69.89 $86.19
Legg Mason Low Volatility High LVHD US $0.00 $8.00 $34.39 ($5.18) $589.79
iShares Russell Top 200 Value IWX US $0.00 $2.66 $34.03 $127.72 $222.08
Fidelity Quality Factor ETF FQAL US $0.00 $1.72 $30.94 $78.24 $130.95
Pacific Global US Equity Incom USDY US $0.00 ($1.31) $30.64 $31.87 $60.92
USAA MSCI USA Value Momentum B ULVM US $0.00 $0.00 $27.19 $189.75 $431.23
Vanguard Russell 1000 Value VONV US ($22.16) ($22.16) $24.81 $437.19 $1,113.29
First Trust Large Cap Value Al FTA US ($2.68) ($10.64) $23.77 $114.58 $110.62
Invesco Dow Jones Industrial A DJD US $0.00 $3.68 $21.23 $49.12 $61.19
Vanguard Mid-Cap Value ETF VOE US $0.06 $8.35 $20.80 $668.44 $3,042.02
iShares Morningstar Large-Cap JKF US $0.00 ($5.35) $20.35 $87.93 $113.63
Opus Small Cap Value Plus ETF OSCV US $0.00 $0.00 $19.28 $44.27 $44.27
Vanguard U.S. Value Factor VFVA US $0.00 $0.00 $19.19 $47.23 $47.23
Vanguard S&P Mid-Cap 400 Value IVOV US $0.00 ($3.09) $17.48 $43.45 $459.09
First Trust US Equity Income U UNCA IM $0.00 $0.00 $14.82 $16.93 $16.93
iShares Morningstar Mid-Cap Va JKI US $0.00 $0.00 $14.58 $47.13 $203.87
JPMorgan US Value Factor ETF JVAL US $0.00 $0.00 $13.68 $30.34 $31.59
AAM S&P 500 High Dividend Valu SPDV US $0.00 $0.00 $12.46 $27.29 $32.43
Invesco S&P MidCap 400 Pure Va RFV US $0.00 $0.00 $11.97 $26.79 $2.96
iShares MSCI USA Quality Divid QDIV LN $3.59 ($7.11) $11.93 $69.64 $165.42
OSSIAM SHILLER BARCLAYS CAPE U UCAP SW ($1.17) ($21.88) $11.93 ($63.18) $638.59
Direxion Russell 1000 Value Ov RWVG US ($1.35) ($1.35) $11.91 $11.91 $11.91
Aptus Fortified Value ETF FTVA US $0.00 $0.00 $10.74 $39.05 $90.10
USAA MSCI USA Small Cap Value USVM US $0.00 $0.00 $10.04 $64.98 $92.99
Nuveen ESG Large-Cap Value ETF NULV US $0.00 $0.00 $9.95 $29.00 $59.90
Invesco Russell 2000 Pure Valu PXSV US $0.00 $0.00 $8.12 $5.16 $2.65
Fidelity Value Factor ETF FVAL US $0.00 ($1.69) $8.01 $46.96 $110.10
iShares Morningstar Small-Cap JKL US $0.00 $0.00 $7.02 ($26.60) ($12.98)
Vanguard Russell 2000 Value VTWV US $0.00 $0.00 $6.71 $60.36 $118.29
SPDR MSCI USA Value UCITS ETF USVL LN $0.00 $0.00 $5.65 $14.52 $29.20
First Trust Dorsey Wright Mome DVLU US $0.00 $0.00 $5.31 $17.16 $17.16
iShares US High Dividend Equit XHD CN $0.00 $0.00 $5.28 ($12.02) ($23.83)
Cboe Vest S&P 500 Dividend Ari KNG US $0.00 $0.00 $5.25 $22.74 $28.72
Nuveen ESG Mid-Cap Value ETF NUMV US $0.00 $0.00 $4.07 $11.10 $48.88
Alpha Architect US Quantitativ QVAL US $0.00 $0.00 $3.36 ($21.61) $43.69
First Trust Mid Cap Value Alph FNK US $0.00 $0.00 $3.22 $7.33 $3.06
American Century STOXX US Qual VALQ US $0.00 $0.00 $2.81 $7.74 $9.82
Smartshares - US Large Value F USV NZ $0.00 $0.00 $2.50 $2.64 $17.09
First Trust US Equity Income U UINC LN $0.00 $1.23 $2.46 ($0.18) $67.80
iShares US High Dividend Equit XHU CN $0.00 $0.00 $1.94 $2.09 $17.26
Vanguard S&P 500 Value ETF VOOV US $0.00 $0.00 $1.79 $126.57 $450.25
GraniteShares HIPS US High Inc HIPS US $0.00 $0.00 $1.70 $0.01 $3.61
First Trust Small Cap Value Al FYT US $0.00 $0.00 $1.58 $0.48 $3.31
iShares Edge MSCI USA Value Fa IUVD LN $0.00 $0.00 $1.21 $7.84 $14.32
WisdomTree US Equity Income UC DHSA LN $0.00 $0.00 $0.61 $5.23 $5.23
Invesco S&P 500 Enhanced Value SPVU US $1.74 $1.74 $0.09 ($1.68) $18.35
Psagot Sal NASDAQ Internationa PSGT256 IT $0.00 $0.00 $0.00 $0.00 $0.00
WisdomTree US Quality Sharehol QSY US $0.00 $0.00 $0.00 ($8.16) ($133.26)
WisdomTree US Equity Income UC WTD9 GR $0.00 $0.00 $0.00 $0.00 $0.00
WisdomTree US Equity Income UC WTDY GR $0.00 $0.00 $0.00 $0.00 $0.00
WisdomTree US Equity Income UC DHSG LN $0.00 $0.00 $0.00 $1.53 $1.94
WisdomTree US Equity Income UC WTEU GR $0.00 $0.00 $0.00 $0.00 $0.00
SPDR MFS Systematic Value Equi SYV US $0.00 $0.00 $0.00 $7.05 $29.64
Ishares Focused Value Factor E FOVL US $0.00 $0.00 $0.00 $0.00 $0.00
Invesco S&P 500 High Dividend UHD CN $0.00 $0.00 $0.00 ($0.72) $3.09
Invesco S&P 500 High Dividend UHD/F CN $0.00 $0.00 $0.00 ($1.55) $8.27
BNP Paribas Easy Equity Value EVUS FP $0.00 $0.00 $0.00 $0.64 $12.92
WisdomTree US SmallCap Dividen WTEC GR $0.00 $0.00 $0.00 $0.00 $0.00
WisdomTree US SmallCap Dividen DESE LN $0.00 $0.00 $0.00 ($1.24) $1.03
BMO MSCI USA Value Index ETF ZVU CN $0.00 $0.00 $0.00 $0.02 $3.30
KIM KINDEX US Wide Moat ETF 309230 KS $0.00 $0.00 $0.00 $0.00 $0.00
Oppenheimer Russell 1000 Value OVLU US $0.00 $0.00 $0.00 ($0.00) ($0.00)
WisdomTree US Equity Income UC DHSF IM $0.00 $0.00 ($0.20) ($0.22) ($0.99)
iShares US Equity Buyback Achi BACK LN $0.00 ($3.25) ($0.31) ($20.14) ($16.82)
First Trust Multi Cap Value Al FAB US $0.00 $0.00 ($0.34) ($8.81) ($46.31)
WisdomTree US Equity Income UC DHS LN $0.00 $0.00 ($0.41) ($4.14) $2.11
BMO Shiller Select US Index ET ZEUS CN $0.00 $0.00 ($1.58) ($1.48) $8.58
First Asset Morningstar US Val XXM CN $0.00 ($0.45) ($2.22) ($8.53) ($47.04)
PGIM QMA Strategic Alpha Small PQSV US $0.00 $0.00 ($2.48) ($0.02) ($0.02)
Lyxor Russell 1000 Value UCITS RUSV LN $0.00 $0.00 ($2.84) ($9.05) $7.45
iShares Edge MSCI USA Value Fa IUVL LN $3.35 $0.10 ($3.01) ($826.08) $483.64
First Trust Dorsey Wright Mome DDIV US $0.00 $0.00 ($3.41) $4.41 $4.41
First Asset Morningstar US Val XXM/B CN $0.00 $0.00 ($4.08) ($13.96) ($102.91)
Invesco Russell MidCap Pure Va PXMV US $0.00 $0.00 ($4.32) $1.50 $0.97
Invesco Russell Top 200 Pure V PXLV US $0.00 $0.00 ($5.65) ($5.86) $11.87
Barclays ETN+ Shiller CAPE ETN CAPE US ($0.08) $1.19 ($5.90) $38.04 $87.19
Cambria Shareholder Yield ETF SYLD US $0.00 ($1.83) ($7.08) ($27.45) ($61.38)
SPDR MSCI USA Small Cap Value USSC LN $0.00 $0.00 ($7.18) ($66.38) $12.11
Vanguard S&P Small-Cap 600 Val VIOV US ($3.31) ($3.31) ($7.25) $98.57 $224.99
iShares US Dividend Growers In CUD CN $0.00 $0.00 ($9.62) ($56.26) ($59.48)
OSSIAM SHILLER BARCLAYS CAPE U CAPH SW $0.00 $0.00 ($10.43) $19.50 $78.38
AdvisorShares DoubleLine Value DBLV US $0.00 ($1.66) ($12.82) ($43.22) ($139.65)
Fidelity Dividend ETF for Risi FDRR US $0.00 $0.00 ($15.65) $76.01 $322.35
Invesco S&P 500 Pure Value ETF RPV US $0.00 $0.00 ($17.16) $56.77 $4.57
Invesco Russell 1000 Enhanced USEQ US $0.00 $0.00 ($19.97) ($69.44) $42.05
iShares Core S&P U.S. Value ET IUSV US $0.00 $19.66 ($31.18) $1,600.90 $4,149.76
UBS Irl ETF plc - MSCI USA Val UBU5 GR $0.00 ($15.45) ($32.59) ($48.30) $9.25
Invesco FTSE RAFI US 1500 Smal PRFZ US $0.00 ($6.56) ($90.13) $154.27 $490.55
ALPS Sector Dividend Dogs ETF SDOG US $0.00 ($10.98) ($123.40) ($286.71) $672.90
Invesco Dynamic Large Cap Valu PWV US $0.00 $0.00 ($175.22) ($313.71) ($126.91)
iShares Edge MSCI USA Value Fa VLUE US $0.00 $57.41 ($318.76) $217.83 $2,313.03
iShares Russell Mid-Cap Value IWS US $0.00 $4.42 ($323.79) $760.36 $2,638.79
iShares Russell 2000 Value ETF IWN US $0.00 $0.00 ($499.21) $306.46 $1,768.89
iShares S&P 500 Value ETF IVE US ($5.81) ($45.95) ($1,349.04) $74.99 $2,722.69
iShares Russell 1000 Value ETF IWD US $6.33 ($37.59) ($3,756.10) $492.03 $4,169.70

Source: Boomberg

 

Stock Model PortfoliosMulti-factor quantitatively optimized portfolios risk-adjusted to provide investors an ATTRACTIVERISK/RETURN TRADE-OFF
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