VAMO
Cambria Value & Momentum ETF
The Cambria Value and Momentum ETF is an actively managed portfolio of large-, mid- and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio.
US
EQUITY
Active
MANAGEMENT STYLE
52.1 M
ASSETS UNDER MGMT
61 bp
EXPENSES
Fund Basics
| Fund sponsor | Cambria |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Sep 08, 2015 |
| Assets (mns) | $52 |
| Expense ratio | 61 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| 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
| CASH & OTHER | 7.5 % |
| PATRICK INDUSTRIES INC | 2.9 % |
| VISTRA ENERGY CORP. | 1.9 % |
| MUELLER INDUSTRIES INC | 1.9 % |
| STERLING CONSTRUCTION CO | 1.7 % |
| ROBINHOOD MARKETS, INC. CLASS A | 1.7 % |
| CAREER EDUCATION CORP | 1.6 % |
| MR. COOPER GROUP, INC. | 1.6 % |
| ENOVA INTERNATIONAL INC | 1.5 % |
| SKYWEST INC | 1.4 % |
Constituent Breakdown
| Number of holdings | 98 |
| Herfindahl-Hirschman Index | 1,515 |
| Wgt avg mkt cap (mns) | $13,985 |
| Large cap (>$10bn) | 31.2% |
| Mid cap ($2-10bn) | 57.2% |
| Small cap (<$2bn) | 10.8% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 92.1 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 14.8% | 23.6% | 9.3% | 9.8% | 10.7% | -- | 4.1% | Volatility | 13.9% | 14.2% | 14.8% | 18.4% | 22.7% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.27 | 10% |
| MSCI EAFE | 0.30 | 12% |
| MSCI Emg Mkts | 0.10 | 1% |
Liquidity Measures
| Avg. volume (000) | 4 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.40% |
| ADV of underlying (mns) | $8,589 |
Technical Indicators
| Recent close | $29.79 |
| 30d moving avg. | $31.64 |
| Annualized volatility | 15.0% |
| Relative strength (RSI) | 53 |
| Short interest (ETF) | 0.1% |
| Short interest (underlying) | 7.6% |
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. VAMO |
Expenses vs. VAMO |
ALTAR Score™ vs. VAMO |
|---|---|---|---|---|
| XSMO | Invesco S&P SmallCap Momentum ETF | 24.3% | -22 bp | -1.3% |
| XSVM | Invesco S&P SmallCap Value with Momentum ETF | 23.7% | -25 bp | +3.0% |
| CALF | Pacer US Small Cap Cash Cows 100 ETF | 23.6% | -2 bp | -3.6% |
| SDVY | First Trust SMID Cap Rising Dividend Achievers ETF | 23.5% | -1 bp | +1.1% |
| ECML | Euclidean Fundamental Value ETF | 21.9% | +34 bp | +5.0% |
| SYLD | Cambria Shareholder Yield ETF | 21.2% | -2 bp | +3.0% |
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 20.4% | -36 bp | -1.1% |
| AFMC | First Trust Active Factor Mid Cap ETF | 19.0% | +4 bp | -1.4% |
| AVUV | Avantis U.S. Small Cap Value ETF | 18.6% | -36 bp | +0.8% |
| SURE | AdvisorShares Insiders Advantage ETF | 17.7% | +29 bp | +1.1% |
Risk and Returns: VAMO 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
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
VAMO
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
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™
VAMO
8.7%
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%. VAMO's ALTAR Score™ is approximately
1.2 standard deviations
above
the category average. This places VAMO in the 88th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
VAMOSELL
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 |
| VAMO (61 bp) Percentile rank | 45 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| VAMO | 61.0 | 39.5 | 100.5 |
| Peer Avg. | 66.5 | 47.6 | 114.1 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .