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iShares MSCI USA Value Factor ETF (VLUE)

Cboe US - Cboe US Delayed price. Currency in USD
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101.44+0.65 (+0.64%)
At close: 04:00PM EDT
99.49 -1.95 (-1.92%)
After hours: 04:07PM EDT

Risk statistics

3 yearsVLUECategory average
5 yearsVLUECategory average
10 yearsVLUECategory average
Alpha
-5.46-1.05
-5.58-2.79
-4.38-2.8
BETA
0.960.83
1.050.94
1.050.95
Mean annual return
0.30.6
0.760.89
0.760.79
R-squared
77.4178.41
80.2983.21
82.984.19
Standard deviation
19.1116.63
21.6319.14
17.6215.77
Sharpe ratio
0.020.25
0.320.44
0.430.51
Treynor ratio
-1.383.52
4.617.4
6.017.51