Value to Buy and to Hold

Components Performance/Risk
Period Return
55.3%
Return Rank
Strong
Risk Exposure
Low Risk

The selection of equities, listed on NYSE and NASDAQ, is updated dynamically by machine learning at market closure every night

Stocks are screened for strong fundamentals, controling for earnings stability and targeting medium performance and volatility

An attractive share price, indicative of 'value', refers to fundamentals - book valuation, company revenues (sales) and cash from operations

  • Price to Book (P/B) is screened for attractive low-to-average values
  • Price to Revenue (P/S) is also screened for low-to-average values
  • Price to Cash Flow (P/CF) targets below average & average ratios 

 

Earnings - supportive of company value in the long term - are screened by yield (average and above average) and for per-share stability over 4 years

  • EV/EBIT measures earnings accounting for depreciation and amortization but before interest and tax (EBIT) generated by capital employed (Entreprise Value or EV, measured by market cap + debt - cash) - aiming to exclude higher than average ratios  which may be indicative of stock overvaluation 
  • An earnings-per-share stability score selects companies with a fairly regular earnings history over the past 4 years, weighed by quarter

 

SPDR® Portfolio S&P 500® Value ETF is the benchmark of the selection

Theme Components
Name
Ticker
Sector
Industry
Cur. Price
Mkt. Cap
Performance
Momentum
Risk Rank
Risk Contrib
 
Escalade ESCA Consumer Non-DurablesRecreational Goods / Pet Foods / Toys18.60255 M67.2% Weak Down Average Risk
Seneca Foods SENEA Consumer Non-DurablesPackaged Foods183.411.3 B60.8% Weak Down Average Risk
Anheuser-Busch InBev (ADR) BUD Consumer Non-DurablesBeverages - Brewers78.29158 B34.5% Neutral Low Risk
Euroseas Ltd. ESEA TransportationMaritime Freight Bulk71.21502 M30.9% Weak Down Average Risk
Danaos Corp. DAC TransportationMaritime Freight Bulk169.393.1 B108.4% Weak Up Low Risk
Aercap Holdings AER TransportationCharter & Leasing Services146.2024 B20.9% Neutral Low Risk
Copa Holdings S.A. CPA TransportationAir Cargo Freight/Delivery Services135.275.6 B18.7% Neutral Average Risk
Delta Air Lines DAL TransportationMajor Airlines80.1152 B38.9% Neutral Average Risk
FedEx FDX TransportationLogistics Services292.2369 B61.1% Weak Down Below Average
Global Ship Lease GSL TransportationMaritime Freight Global Operators45.221.6 B80.7% Neutral Below Average
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