IMOM

MomentumShares International Quantitative Momentum ETF
CLOSING PRICECHANGE (%)VOLUME
$28.32-0.30 (-1.04%)3.93K
4:00:00 p.m. (ET) 09/21/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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N/A

N/A
  • Overview
  • Efficiency
  • Tradability
  • Fit

IMOM Fund Description

The MomentumShares International Quantitative Momentum ETF tracks an equal-weighted index of developed-market ex-US stocks with strong and consistent momentum.

IMOM FactSet Analytics Insight

IMOM targets the 10% of stocks with the highest total return over the last 12 months, excluding the most recent month. The fund also screens for consistency of momentum by excluding stocks with too many negative-return days during the 12-month period. This methodology produces a few dozen holdings which get weighted equally. IMOM launched as an actively managed fund but began tracking a new homegrown index in January 2017, a change which did not significantly alter the fund’s strategy or holdings. IMOM’s fee—among the highest in the competitive international equity ETF space—was also unchanged, which may be hard to justify for an index-tracking fund. Lukewarm trading further increases round-trip costs for IMOM.

IMOM MSCI ESG Fund metrics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of September 20, 2017 the MomentumShares International Quantitative Momentum ETF MSCI ESG Fund Quality Score is 5.54 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. IMOM ranks in the 67th percentile within its peer group and in the 55th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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IMOM Summary Data

12/23/15
Open-Ended Fund
0.79%
$42.86 M
$122.93 K
0.40%

IMOM Portfolio Data

$12.95 B
19.76
2.27
0.65%
N/A
45

IMOM Index Data

Alpha Architect International Quantitative Momentum Index
Equal
Momentum
MSCI World ex USA Investable Market Index

Related ETFs to IMOM

PIZ, IMTM, IDMO, EFA, VEA
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

IMOM Portfolio Management

0.79%
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IMOM Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

IMOM Fund Structure

Open-Ended Fund
No
No
0%% / 100%
N/A
N/A
Medium
Daily
Bats Book Viewer
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LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 17:45:12
Daily Spread
Premium/Discount
Volume

IMOM FactSet Analytics Block Liquidity

As of 09/21/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IMOM. IMOM is rated a 4 out of 5.

IMOM Tradability

4,465
$122.93 K
2,395
$67.32 K
0.40%
$0.11
0.30%
1.49% / -1.18%
None
19.00%
50,000
0.05
0.14%
0.18%
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$28.62
4

IMOM Performance Statistics

0.36
0.78
0.70
1.06
0.57%
MSCI World ex USA Investable Market Index

IMOM MSCI ESG Fund Metrics

5.54 / 10
67.02
55.37
13.68%
5.75%
162.16