QUAL
iShares MSCI USA Quality Factor ETF
1W: +0.4%
1M: +1.6%
3M: +2.7%
YTD: +12.7%
1Y: +15.0%
3Y: +75.4%
5Y: +72.9%
$224.48
+1.04 (+0.47%)
Weekly Expected Move ±1.4%
$218
$221
$224
$228
$231
Overview
Chart
Holdings
Changes
Technicals
Analysis
Peers
Institutions
Dark Pool
Short Interest
Dividends
Weather
Portfolio Health Summary
IS Overall Score
70.8
★★★★★
Altman Z-Score
12.99
Safe
Weight Coverage
100%
of portfolio analyzed
Holdings Matched
118
with fundamental data
InsiderStreet Scorecard
★★★★★
70.8
Top Holdings: Score Breakdown
Risk & Quality Signals
Altman Z-Score
12.99
Safe Zone (>2.99)
Piotroski F-Score
6.8 / 9
Moderate
Beneish M-Score
-2.34
Unlikely Manipulator
Credit Score
—
Earnings Quality
68.0 / 100
Portfolio Valuation
P/E
31.44x
P/B
12.27x
P/S
10.07x
EV/EBITDA
22.88x
EV/Revenue
10.25x
P/FCF
47.00x
P/OCF
27.98x
PEG
0.91x
Earnings Yield
3.18%
FCF Yield
2.13%
OCF Yield
3.57%
Median P/E
24.48x
Growth & Shareholder Returns
Year-over-Year Growth
Revenue
+18.5%
Net Income
+26.2%
EPS
+27.5%
FCF
+30.3%
EBITDA
+24.5%
Op. Income
—
Compound Growth Rates
Rev CAGR 3Y
+17.0%
Rev CAGR 5Y
+15.2%
EPS CAGR 3Y
+34.6%
EPS CAGR 5Y
+25.6%
FCF CAGR 3Y
+25.9%
FCF CAGR 5Y
+16.0%
EBITDA CAGR 3Y
+29.8%
EBITDA CAGR 5Y
+20.7%
Payout Ratio
27.36%
Buyback Yield
1.71%
Dividend Yield
0.96%
Total Shareholder Return
2.58%
Earnings Stability
Monte Carlo Price Simulation
Geometric Brownian Motion with 1,000 antithetic paths over 1 year, seeded from 1800 days of historical volatility. Percentile bands show the range of statistically plausible outcomes — this is a statistical model, not a forecast.
Current Price
$224.48
Median 1Y
$253.59
5th Pctile
$183.45
95th Pctile
$350.83
Ann. Volatility
19.9%
25th–75th percentile
5th–95th percentile
Median path
Historical
All Ratios & Metrics
Valuation (12)
| Metric | Value |
|---|---|
| Portfolio P/E | 31.44 |
| Portfolio P/B | 12.27 |
| Portfolio P/S | 10.07 |
| EV/EBITDA | 22.88 |
| EV/Revenue | 10.25 |
| P/FCF | 47.00 |
| P/OCF | 27.98 |
| PEG | 0.91 |
| Earnings Yield | 3.18% |
| FCF Yield | 2.13% |
| OCF Yield | 3.57% |
| Median P/E | 24.48 |
Profitability & Returns (9)
| Metric | Value |
|---|---|
| Gross Margin | 55.43% |
| Operating Margin | 34.07% |
| Net Margin | 32.03% |
| FCF Margin | 21.41% |
| ROE | 44.87% |
| ROA | 22.96% |
| ROIC | 33.41% |
| ROCE | — |
| Asset Turnover | — |
Leverage & Solvency (6)
| Metric | Value |
|---|---|
| Debt/Equity | 0.34 |
| Debt/Assets | 0.18 |
| Net Debt/EBITDA | 0.02 |
| Interest Coverage | 70.77 |
| Current Ratio | 1.62 |
| Quick Ratio | 1.48 |
Efficiency (4)
| Metric | Value |
|---|---|
| Asset Turnover | — |
| Inventory Turnover | — |
| Receivables Turnover | — |
| Payables Turnover | — |
Growth — YoY (6)
| Metric | Value |
|---|---|
| Revenue Growth | 18.52% |
| Net Income Growth | 26.23% |
| EPS Growth | 27.45% |
| FCF Growth | 30.26% |
| EBITDA Growth | 24.53% |
| Op. Income Growth | — |
Growth — CAGR (16)
| Metric | Value |
|---|---|
| Revenue CAGR 3Y | 16.97% |
| Revenue CAGR 5Y | 15.17% |
| Revenue CAGR 10Y | — |
| EPS CAGR 3Y | 34.64% |
| EPS CAGR 5Y | 25.55% |
| EPS CAGR 10Y | — |
| FCF CAGR 3Y | 25.87% |
| FCF CAGR 5Y | 15.98% |
| FCF CAGR 10Y | — |
| EBITDA CAGR 3Y | 29.83% |
| EBITDA CAGR 5Y | 20.67% |
| EBITDA CAGR 10Y | — |
| Net Income CAGR 3Y | 34.65% |
| Net Income CAGR 5Y | 24.98% |
| Op. Income CAGR 3Y | — |
| Op. Income CAGR 5Y | — |
Quality Scores (13)
| Metric | Value |
|---|---|
| IS Overall | 70.8 |
| IS Profitability | 82.8 |
| IS Balance Sheet | 74.2 |
| IS Earnings Quality | 68.0 |
| IS Growth | 66.9 |
| IS Value | 45.5 |
| IS Momentum | 82.0 |
| IS Safety | 95.0 |
| IS Quality | 80.9 |
| Altman Z-Score | 12.99 |
| Piotroski F-Score | 6.83 |
| Beneish M-Score | -2.34 |
| Credit Score | — |
Dividends & Payout (4)
| Metric | Value |
|---|---|
| Dividend Yield | 0.96% |
| Payout Ratio | 27.36% |
| Buyback Yield | 1.71% |
| Total Shareholder Return | 2.58% |
Growth Stability (4)
| Metric | Value |
|---|---|
| Revenue Stability | 0.850 |
| Earnings Stability | 0.674 |
| Earnings Persistence | 0.837 |
| Margin Stability | 0.927 |
Medians (3)
| Metric | Value |
|---|---|
| Median P/E | 24.48 |
| Median P/B | 7.09 |
| Median Dividend Yield | — |
Coverage Meta (3)
| Metric | Value |
|---|---|
| Weight Coverage % | 99.85% |
| Holdings Matched | 118 |
| Total Holdings | 118 |