AAM S&P Emerging Markets High Dividend Value ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 5.23%
YTD return 0.94%
Beta 3Y 1.09
Total Assets 7.48M
Annual report expense ratio 0.50%

Company description

The index is a rules-based, equal-weighted index that is designed to provide exposure to the constituents of the S&P Emerging Plus LargeMidCap Index that exhibit both high dividend yield and sustainable dividend distribution characteristics, while maintaining diversified sector exposure. At least 80% of the fund’s net assets will be invested in equity securities that (i) are tied economically to Emerging Markets countries and (ii) have had a positive realized annual dividend yield within the past year.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to AAM S&P Emerging Markets High Dividend Value ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to AAM S&P Emerging Markets High Dividend Value ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on AAM S&P Emerging Markets High Dividend Value ETF

Here is the result of two systematic investment strategies applied to AAM S&P Emerging Markets High Dividend Value ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows the equity curve of the two systematic investment strategies applied to AAM S&P Emerging Markets High Dividend Value ETF:

AAM S&P Emerging Markets High Dividend Value ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 9.67% on the backtest period.

Performance at glance

Performance

9.67 %

Latent gain

194.12 $

Invested capital

2006.99 $

Annualized return

2.38 %
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Momentum strategy results on AAM S&P Emerging Markets High Dividend Value ETF

This is the result of two momentum investment strategies applied to AAM S&P Emerging Markets High Dividend Value ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows all the entries opened by the momentum investment system on AAM S&P Emerging Markets High Dividend Value ETF:

AAM S&P Emerging Markets High Dividend Value ETF momentum entries
  • The first momentum investment strategy would give 7.91% of return on AAM S&P Emerging Markets High Dividend Value ETF. That represents 395.69$ of latent gain with 5002.82$ of employed capital.
  • The second momentum investment strategy would give 6.8% of return on AAM S&P Emerging Markets High Dividend Value ETF. That represents 273.06$ of latent gain with 4013.31$ of employed capital.
Performance at glance (1Q Momentum)

Performance

7.91 %

Latent gain

395.69 $

Invested capital

5002.82 $

Annualized return

4.6 %
Performance at glance (2Q Momentum)

Performance

6.8 %

Latent gain

273.06 $

Invested capital

4013.31 $

Annualized return

1.9 %

Momentum equity curve on AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows the equity curve of the two momentum strategies applied to AAM S&P Emerging Markets High Dividend Value ETF:

AAM S&P Emerging Markets High Dividend Value ETF momentum equity

Note: the dividends potentially given by AAM S&P Emerging Markets High Dividend Value ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows the employed capital evolution of the two momentum strategies on AAM S&P Emerging Markets High Dividend Value ETF since the beginning:

AAM S&P Emerging Markets High Dividend Value ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on AAM S&P Emerging Markets High Dividend Value ETF

Buy the dip entry openings on AAM S&P Emerging Markets High Dividend Value ETF

AAM S&P Emerging Markets High Dividend Value ETF

The performance achieved by the robo-advisor on AAM S&P Emerging Markets High Dividend Value ETF is 9.47%. That represents 118.3$ of latent gain with 1248.71$ of employed capital. The following chart shows AAM S&P Emerging Markets High Dividend Value ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of AAM S&P Emerging Markets High Dividend Value ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

9.47 %

Latent gain

118.3 $

Invested capital

1248.71 $

Annualized return

4.6 %

Equity curve of the strategy applied to AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows the result of the investment strategy applied to AAM S&P Emerging Markets High Dividend Value ETF:

AAM S&P Emerging Markets High Dividend Value ETF

Note: the dividends potentially given by AAM S&P Emerging Markets High Dividend Value ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on AAM S&P Emerging Markets High Dividend Value ETF:

AAM S&P Emerging Markets High Dividend Value ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on AAM S&P Emerging Markets High Dividend Value ETF

In this section, I will compare the three previous investment strategies applied to AAM S&P Emerging Markets High Dividend Value ETF.

Equity curve comparison on AAM S&P Emerging Markets High Dividend Value ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

AAM S&P Emerging Markets High Dividend Value ETF investment strategy comparison

Employed capital comparison on AAM S&P Emerging Markets High Dividend Value ETF

AAM S&P Emerging Markets High Dividend Value ETF investment comparison

Performance comparison on AAM S&P Emerging Markets High Dividend Value ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 9.67% 194.12$ 2006.99$ 2.38%
Momentum 1 quarter 7.91% 395.69$ 5002.82$ 2.07%
Momentum 2 quarters 6.8% 273.06$ 4013.31$ 1.9%
Non-directional 9.47% 118.3$ 1248.71$ 4.6%
Annualized return comparison

Automatic investment

2.38 %

Momentum 1Q

1.9 %

Momentum 2Q

1.9 %

Non-directional

4.6 %

Correlated stocks

Here are the most positively and negatively correlated stocks with AAM S&P Emerging Markets High Dividend Value ETF:

Note: The algorithm computes the probability of correlation between AAM S&P Emerging Markets High Dividend Value ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of AAM S&P Emerging Markets High Dividend Value ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name AAM S&P Emerging Markets High Dividend Value ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker EEMD
Market

AAM S&P Emerging Markets High Dividend Value ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown