JMOMJPMorgan U.S. Momentum Factor ETF
JMOM Fund Description
JMOM tracks an index of US large-cap companies with strong momentum, weighted by optimized market-cap.
JMOM Factset Analytics Insight
JMOM selects companies from the Russell 1000 Index that have had high risk-adjusted total returns over the past 12 months. The momentum score considers the 12-month returns divided by the 12-month volatility of the returns to get the risk-adjusted returns. Companies are market cap-weighted, optimized to match the sector weights of the Russell 1000 Index. JMOM does not constrain sector or industry exposure, so investors could experience significant portfolio tilts towards one sector or another depending on the market environment. Holdings include common stock, REITs, and preferreds. The underlying index undergoes quarterly review.
JMOM MSCI ESG Analytics Insight
JPMorgan U.S. Momentum Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.59 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
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. JPMorgan U.S. Momentum Factor ETF ranks in the 64th percentile within its peer group and in the 80th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JMOM MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
JMOM Summary Data
JMOM Portfolio Data
JMOM Index Data
JMOM Portfolio Management
JMOM Tax Exposures
JMOM Fund Structure
JMOM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of JMOM. JMOM is rated a 5 out of 5.
JMOM Sector/Industry Breakdown
JMOM Economic Development
JMOM Performance Statistics
JMOM MSCI ESG Ratings
JMOM Benchmark Comparison Summary
JMOM Benchmark Comparison Market Cap Size