SEIM
SEI Enhanced U.S. Large Cap Momentum Factor ETF
SEIM is an actively managed fund of large-cap US companies, exhibiting strong momentum. Selection is based on a quantitative model and an optimization process.
US
EQUITY
Active
MANAGEMENT STYLE
527.9 M
ASSETS UNDER MGMT
15 bp
EXPENSES
Fund Basics
Fund sponsor | SEI Investments |
Category | US |
Asset class | Equity |
Website | link... |
Inception date | May 18, 2022 |
Assets (mns) | $528 |
Expense ratio | 15 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Proprietary |
Weighting | Proprietary |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | No |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
NVIDIA CORP | 8.3 % |
APPLE INC | 8.1 % |
MICROSOFT CORP | 4.9 % |
META PLATFORMS INC | 4.4 % |
ARISTA NETWORKS, INC. | 3.0 % |
WAL-MART STORES INC | 2.7 % |
MCKESSON CORP | 2.7 % |
PARKER HANNIFIN CORP | 2.6 % |
GARMIN LTD | 2.3 % |
DR HORTON INC | 2.2 % |
Constituent Breakdown
Number of holdings | 58 |
Herfindahl-Hirschman Index | 316 |
Wgt avg mkt cap (mns) | $715,506 |
Large cap (>$10bn) | 98.4% |
Mid cap ($2-10bn) | 1.6% |
Small cap (<$2bn) | 0.0% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 93.3 % | |
BERMUDA | 2.5 % | |
SWITZERLAND | 2.3 % | |
IRELAND | 2.1 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 41.3% | 47.9% | 23.6% | -- | -- | -- | 24.7% | Volatility | 15.9% | 15.1% | 15.1% | -- | -- | -- | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 1.02 | 88% |
MSCI EAFE | 0.68 | 41% |
MSCI Emg Mkts | 0.37 | 14% |
Liquidity Measures
Avg. volume (000) | 57 |
Turnover | 0.4% |
Avg. Bid/Ask (% of price) | 0.17% |
ADV of underlying (mns) | $81,852 |
Technical Indicators
Recent close | $39.25 |
30d moving avg. | $40.11 |
Annualized volatility | 17.8% |
Relative strength (RSI) | 54 |
Short interest (ETF) | 0.0% |
Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. SEIM |
Expenses vs. SEIM |
ALTAR Score™ vs. SEIM |
---|---|---|---|---|
BTHM | BlackRock Future U.S. Themes ETF | 36.6% | +45 bp | -0.1% |
THRO | iShares U.S. Thematic Rotation Active ETF | 36.3% | +75 bp | -0.2% |
BGRO | iShares Large Cap Growth Active ETF | 36.2% | +40 bp | -0.7% |
SPUS | SP Funds S&P 500 Sharia Industry Exclusions ETF | 35.0% | +30 bp | +0.4% |
QGRW | WisdomTree U.S. Quality Growth Fund | 34.9% | +13 bp | +0.4% |
VONG | Vanguard Russell 1000 Growth ETF | 34.8% | -7 bp | +0.3% |
VOOG | Vanguard S&P 500 Growth ETF | 34.8% | -5 bp | +0.3% |
STXG | Strive 1000 Growth ETF | 34.7% | +3 bp | -0.2% |
IWF | iShares Russell 1000 Growth ETF | 34.7% | +4 bp | +0.2% |
IVW | iShares S&P 500 Growth ETF | 34.7% | +3 bp | +0.3% |
Risk and Returns: SEIM vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 12/20/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
SEIM
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
UNDERWEIGHT
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.
ALTAR Score™
SEIM
4.2%
Cat. Avg
5.6%
ALTAR Score™ Calculation
Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™
of 5.6% and a standard deviation of
2.6%. SEIM's ALTAR Score™ is approximately
0.6 standard deviations
below
the category average. This places SEIM in the 29th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
SEIMSELL
U/W
HOLD
O/W
BUY
Expense Analysis
Peer Group | Active US Equity ETFs |
# of ETFs | 308 |
Avg. Expense Ratio | 67.1 bp |
Std. Deviation | 37 bp |
SEIM (15 bp) Percentile rank | 8 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
SEIM | 15.0 | 16.7 | 31.7 |
Peer Avg. | 66.5 | 47.6 | 114.1 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .