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Fidelity Value Factor ETF (FVAL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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57.83+0.30 (+0.51%)
As of 11:51AM EDT. Market open.

Risk statistics

3 yearsFVALCategory average
5 yearsFVALCategory average
10 yearsFVALCategory average
Alpha
-1.55-2.03
-1.58-2.9
0-2.89
BETA
0.950.83
1.020.94
00.95
Mean annual return
0.730.62
1.261.05
00.8
R-squared
94.278.83
94.7182.68
084.14
Standard deviation
17.4216.66
19.1618.84
015.78
Sharpe ratio
0.320.25
0.670.55
00.52
Treynor ratio
4.513.59
11.649.73
07.63