SYLD
Cambria Shareholder Yield ETF
Cambria Shareholder Yield ETF is an actively managed exchange-traded fund incorporated in the USA. The Fund employs a quantitative algorithm to select U.S. listed companies that show strong characteristics in returning free cash flow to their shareholders.
US
EQUITY
Active
MANAGEMENT STYLE
1.3 B
ASSETS UNDER MGMT
59 bp
EXPENSES
Fund Basics
| Fund sponsor | Cambria Investment Management |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | May 13, 2013 |
| Assets (mns) | $1,294 |
| Expense ratio | 59 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Statutory Trust |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| JEFFERIES FINANCIAL GROUP INC. | 1.6 % |
| ADTALEM GLOBAL EDUCATION INC. | 1.6 % |
| CNX RESOURCES CORPORATION | 1.6 % |
| REV GROUP, INC. | 1.5 % |
| VICTORY CAPITAL HOLDING - A | 1.5 % |
| SYNCHRONY FINANCIAL | 1.4 % |
| CONSOL ENERGY INC | 1.4 % |
| FOX CORPORATION CLASS A | 1.4 % |
| PROG HOLDINGS INC | 1.4 % |
| PAYPAL HOLDINGS INC | 1.4 % |
Constituent Breakdown
| Number of holdings | 100 |
| Herfindahl-Hirschman Index | 104 |
| Wgt avg mkt cap (mns) | $25,972 |
| Large cap (>$10bn) | 43.6% |
| Mid cap ($2-10bn) | 49.2% |
| Small cap (<$2bn) | 7.3% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 96.1 % |
 |
BERMUDA | 1.1 % |
 |
BRITAIN | 0.8 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 5.4% | 20.9% | 10.4% | 6.5% | 16.2% | 11.7% | 12.5% | Volatility | 15.2% | 15.9% | 17.7% | 21.1% | 28.1% | 22.4% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.99 | 63% |
| MSCI EAFE | 0.98 | 64% |
| MSCI Emg Mkts | 0.67 | 29% |
Liquidity Measures
| Avg. volume (000) | 64 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.10% |
| ADV of underlying (mns) | $14,532 |
Technical Indicators
| Recent close | $73.10 |
| 30d moving avg. | $71.87 |
| Annualized volatility | 21.7% |
| Relative strength (RSI) | 47 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 21.2% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial
Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. SYLD |
Expenses vs. SYLD |
ALTAR Score™ vs. SYLD |
|---|---|---|---|---|
| LYLD | Cambria Large Cap Shareholder Yield ETF | 28.1% | 0 bp | -1.8% |
| WTV | WisdomTree US Value Fund of Benef Interest | 27.2% | -47 bp | -2.1% |
| ECML | Euclidean Fundamental Value ETF | 24.4% | +36 bp | +1.4% |
| SURE | AdvisorShares Insiders Advantage ETF | 23.9% | +31 bp | -1.6% |
| LSAF | LeaderShares AlphaFactor US Core Equity ETF | 23.0% | +16 bp | -4.1% |
| SEIV | SEI Enhanced U.S. Large Cap Value Factor ETF | 21.7% | -44 bp | -1.5% |
| VAMO | Cambria Value & Momentum ETF | 21.4% | +2 bp | -2.6% |
| FNK | First Trust Mid Cap Value AlphaDEX Fund | 20.9% | +11 bp | -0.9% |
| FTA | First Trust Large Cap Value AlphaDEX Fund | 20.4% | 0 bp | -2.6% |
| DSMC | Distillate Small/Mid Cash Flow ETF | 20.4% | -4 bp | +1.4% |
Risk and Returns: SYLD 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.
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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 11/15/2024
Peer Group Comparison Sample data. Subscribe for access.
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
SYLD
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
Some content on this tab for Individual & Professional subscribers only. Start your FREE trial
ETF Research Center Rating
SPECULATIVE
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio.
ALTAR Score™
SYLD
10.9%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. SYLD's ALTAR Score™ is approximately
2.2 standard deviations
above
the category average. This places SYLD in the 99th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
SYLDSELL
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 |
| SYLD (59 bp) Percentile rank | 43 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| SYLD | 59.0 | 9.8 | 68.8 |
| Peer Avg. | 42.5 | 19.0 | 61.4 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .