MTUM iShares MSCI USA Momentum Factor ETF
What is MTUM?
MTUM tracks an index of large- and mid-cap US equities, selected and weighted based on price appreciation over 6- and 12-month periods and low volatility over the past 3 years.
MTUM Factset Analytics Insight
MTUM aims to pick stocks that have steadily increased in price lately. It selects and weights stocks by looking at both 6- and 12-month holding period returns, scaled by the volatility of returns over the past three years. In other words, the fund uses modified Sharpe ratios to find stocks with a smooth, positive trend line. The resulting, small-basket portfolio (it only ever holds between roughly 100 and 350 different stocks) makes large sector bets and carries high market risk. MTUM offers factor-based exposure in an efficient wrapper.
MTUM Summary Data
Peers
Fund Flows
MTUM Portfolio Data
MTUM Index Data
MTUM Portfolio Management
MTUM Tax Exposures
MTUM Fund Structure
Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of MTUM. MTUM is rated a 5 out of 5.
MTUM Tradability
MTUM Sector/Industry Breakdown
Benchmark
MTUM Top 10 Holdings
MTUM Performance Statistics
MTUM Countries
Benchmark
MTUM Regions
Benchmark
MTUM Economic Development
Benchmark
MTUM Benchmark Comparison Summary
Benchmark
MTUM Benchmark Comparison Market Cap Size
Benchmark
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.