QMOM
Alpha Architect U.S. Quantitative Momentum ETFQMOM Fund Description
QMOM tracks an equal-weighted index of US stocks with strong and consistent momentum.
QMOM Factset Analytics Insight
QMOM is passively managed fund that 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 aims to select 40-50 stocks which get weighted equally. The index is reconstituted quarterly, starting February. QMOM 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.
QMOM MSCI ESG Analytics Insight
Alpha Architect U.S. Quantitative Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 5.96 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. Alpha Architect U.S. Quantitative Momentum ETF ranks in the 44th percentile within its peer group and in the 74th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
QMOM 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.
QMOM Summary Data
QMOM Portfolio Data
QMOM Index Data
QMOM Portfolio Management
QMOM Tax Exposures
QMOM Fund Structure
QMOM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of QMOM. QMOM is rated a 5 out of 5.
QMOM Tradability
QMOM Sector/Industry Breakdown
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QMOM Top 10 Holdings[View All]
QMOM Countries
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QMOM Regions
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QMOM Economic Development
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QMOM Performance Statistics
QMOM MSCI ESG Ratings
QMOM Benchmark Comparison Summary
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QMOM Benchmark Comparison Market Cap Size
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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.