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ETFs

Cambria Value and Momentum ETF

VAMO
$--
Today’s Change
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Snapshot
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Inception Date
Sep 01 2015
Expense Ratio
0.64%
Type
US Equities
Fund Owner
Cambria Funds
Volume (1m avg. daily)
$94,503
AUM
$52,395,704
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

n/a
Cash & Other
19.02%
CVX
Chevron Corp.
3.87%
AMR
Alpha Metallurgical Resources Inc
3.41%
BCC
Boise Cascade Co
3.16%
UNM
Unum Group
2.80%
HLX
Helix Energy Solutions Group Inc
2.80%
TMST
TimkenSteel Corp
2.78%
CEIX
Consol Energy Inc
2.72%
PBF
PBF Energy Inc - Ordinary Shares - Class A
2.65%
PR
Permian Resources Corp - Ordinary Shares - Class A
2.63%
Invest with VAMO

What is VAMO?

The Cambria Value and Momentum ETF (NYSE: VAMO) utilizes a quantitative approach to actively manage a portfolio of domestic equities. Value factors have long been emphasized by investors as key predictors of a company s strength. Likewise, momentum factors have historically been complementary to a portfolio sorted on value. Value and Momentum combines the two factors and additionally can tactically hedge the equity portfolio with strict risk control methods that are completely systematic. The manager believes that a focus on all three factors value, momentum, and tactical hedging, produces a portfolio of companies that offer strong characteristics, with the potential added benefit of lower volatility and protecting against market downturns.

ETFs related toVAMO

ETFs correlated to VAMO include BSVO, PXI, PXE

VAMO
Cambria Investment Management LP - Cambria ETF Trust Cambria Value and Momentum ETF
BSVO
EA Series Trust - EA Bridgeway Omni Small-Cap Value ETF
PXI
Invesco Capital Management LLC - Invesco Dorsey Wright Energy Momentum ETF
PXE
Invesco Capital Management LLC - Invesco Energy Exploration & Production ETF
PSCE
Invesco Capital Management LLC - Invesco S&P SmallCap Energy ETF
QVAL
EA Series Trust - Alpha Architect U.S. Quantitative Value ETF
XOP
SPDR Series Trust - SPDR Oil & Gas Exploration and Production ETF
GUSH
Direxion Shares ETF Trust - Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
FXN
First Trust Exchange-Traded Fund III - First Trust Energy AlphaDEX Fund
IEO
BlackRock Institutional Trust Company N.A. - iShares U.S. Oil & Gas Exploration & Production ETF
RSPG
Invesco Capital Management LLC - Invesco S&P 500 Equal Weight Energy ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toVAMO

#OPUS-12

Opus-12

Category

Opus, Investing for the Long-Term

Risk Rating

Moderate

Create your own algorithmic trading strategy with VAMO using Composer

FAQ

VAMO is a US Equities ETF. The Cambria Value and Momentum ETF (NYSE: VAMO) utilizes a quantitative approach to actively manage a portfolio of domestic equities. Value factors have long been emphasized by investors as key predictors of a company s strength. Likewise, momentum factors have historically been complementary to a portfolio sorted on value. Value and Momentum combines the two factors and additionally can tactically hedge the equity portfolio with strict risk control methods that are completely systematic. The manager believes that a focus on all three factors value, momentum, and tactical hedging, produces a portfolio of companies that offer strong characteristics, with the potential added benefit of lower volatility and protecting against market downturns.

Yes, VAMO is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, VAMO is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on VAMO is 0.0059%. This is the percent change in the value of VAMO over the most recent 1-month period. The 3-month return on VAMO is 0.0517%. This is the percent change in the value of VAMO over the most recent 3-month period.

The standard deviation of VAMO for the past year is 0.1519%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to VAMO include IWO, VTV, and VUG.

ETFs correlated to VAMO include BSVO, PXI, and PXE.

ETFs that are inversely correlated to VAMO include DRIP, OILD, and ERY.

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.