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VLUE iShares MSCI USA Value Factor ETF

ETF

186.89 USD Close 11/10
Since 2024-12-11 +77.0%

Close 11/10

FinLab Studio

From iShares MSCI USA Value Factor ETF to every stock like it

AI finds several complementary traits of iShares MSCI USA Value Factor ETF across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like iShares MSCI USA Value Factor ETF

Price and fund-flow snapshot

As of 2026-11-10

Every dimension sits in the neutral range.

Momentum Neutral 240-day return is Top, but 60-day return is Average.
60-day return (%) -8.0 24th percentile · Average
240-day return (%) 45.5 96th percentile · Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Neutral All 3 indicators are Average.
60-day annualized volatility (%) 18.5 54th percentile · Average
Distance from peak (%) -8.6 49th percentile · Average
20-day dollar volume 137,010,702.0 24th percentile · Average
Factor Investing Explained: 10 Classic Factors in US Stocks

iShares MSCI USA Value Factor ETF (VLUE) today

1 quant signals active · As of 2026-11-10

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

iShares MSCI USA Value Factor ETF (VLUE) peers and tracking

Watchlist

This page refreshes daily after the close. Add iShares MSCI USA Value Factor ETF to your watchlist to track signal changes on your next visit.

iShares MSCI USA Value Factor ETF (VLUE) quant signal backtests

Signals active now

Each active condition is tested against this ETF’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 80.6%

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
16 historical occurrences (since 2016-11-02)

Average forward return after Top-quintile 6-month momentum

20-day: Win 53.3%, Sample 15, Median +0.5%, Excess +0.3%, Beat mkt rate 46.7%

60-day: Win 53.3%, Sample 15, Median +0.7%, Excess +0.1%, Beat mkt rate 53.3%

120-day: Win 53.3%, Sample 15, Median +3.6%, Excess -1.6%, Beat mkt rate 40.0%

120 days after: historical avg +0.1%

20-day -0.7%
60-day -0.6%
120-day +0.1%
20-day
60-day
120-day
Win
53.3%
53.3%
53.3%
Sample
15
15
15
Median
+0.5%
+0.7%
+3.6%
Excess
+0.3%
+0.1%
-1.6%
Beat mkt rate
46.7%
53.3%
40.0%

Over 15 occurrences, 120-day forward avg gained 0.1%, lagged the market by 1.6 pts; win rate 53.3%.

More history: Holding-period returns in its own history, Signals not active now

Holding-period returns in its own history

Since 2016-01-04, 73.5% of 2,478 one-year holding periods ended with a gain; the median one-year return was +13.6%. Over three-year holding periods, 98.0% of 1,974 ended with a gain (median +32.1%).

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

22 times historically; 60-day forward avg +2.3%, win rate 61.9%, beating the market by +0.3 pts on average.

20% below its peak

Pending

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

8 times historically; 60-day forward avg +9.0%, win rate 100.0%, beating the market by -2.8 pts on average.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

24 times historically; 60-day forward avg +2.5%, win rate 58.3%, beating the market by -0.3 pts on average.

Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.