SPMO

Invesco S&P 500 Momentum ETF
B

67
*Unless otherwise stated, data provided by FactSet.

SPMO Fund Description

SPMO tracks an index of 100 S&P 500 components with the strongest volatility-adjusted momentum.

SPMO Factset Analytics Insight

SPMO holds 100 securities from the S&P 500 that have the highest momentum scores. The momentum score is based on 12-month price change (excluding the most recent month), scaled by volatility (standard deviation of daily returns). Adjusting for volatility in this manner tilts the fund toward stocks that have experienced a relatively smooth increase in price. Selected securities are weighted by their momentum score, scaled by their market capitalization. This methodology can produce significant biases relative to the market—major sector tilts are to be expected, and the fund has historically exhibited higher volatility than our broad-market benchmark. SPMO charges a very reasonable fee for its exposure, but it’s still several times more expensive than the cheapest plain-vanilla competitors. Low investor interest has translated to weak liquidity and wide spreads, raising all-in costs.

SPMO MSCI ESG Analytics Insight

Invesco S&P 500 Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 5.92 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. Invesco S&P 500 Momentum ETF ranks in the 64th percentile within its peer group and in the 76th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SPMO 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.

SPMO CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPMO -4.93% 2.00% 18.35% 4.01% 14.50% -- --
SPMO (NAV) -4.89% 2.11% 18.32% 4.15% 14.56% -- --
S&P 500 Momentum Index -4.87% 2.15% 18.46% 4.28% 14.80% -- --
MSCI USA Large Cap Index -5.33% 0.52% 15.05% 3.49% 11.73% 10.29% 13.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPMO Summary Data

Invesco
10/09/15
Open-Ended Fund
0.13%
$73.48M
$1.01M
0.12%

SPMO Portfolio Data

$200.56B
30.80
5.78
1.18%
09/23/19
100

SPMO Index Data

S&P 500 Momentum Index
Momentum
Momentum
MSCI USA Large Cap Index

SPMO Portfolio Management

0.13%
-0.14%
-0.10%
-0.29%

SPMO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPMO Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

SPMO Factset Analytics Block Liquidity

As of 08/19/19
5
4
3
2
1

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

SPMO Tradability

24,980
$1.01M
8,434
$339.77K
0.12%
$0.05
0.03%
0.51% / -1.57%
None
100.00%
50,000
0.17
0.03%
0.01%
--
$40.13
5

SPMO Sector/Industry Breakdown


SPMO
Segment Benchmark
26.90%
14.37%
19.53%
28.70%
18.38%
13.28%
11.42%
2.63%
9.45%
14.74%
5.72%
9.15%
5.62%
7.55%
1.50%
5.34%
1.47%
1.92%

SPMO Countries


SPMO
Segment Benchmark
100.00%
100.00%

SPMO Regions


SPMO
Segment Benchmark
100.00%
100.00%

SPMO Economic Development


SPMO
Segment Benchmark
100.00%
100.00%

SPMO Performance Statistics

0.90
1.16
1.27
1.14
0.44%
MSCI USA Large Cap Index

SPMO MSCI ESG Ratings

A
5.92 / 10
76.08
63.58
19.13%
6.81%
430.35

SPMO BENCHMARK COMPARISON HOLDINGS

100
300
57
23.32%

SPMO BENCHMARK COMPARISON SUMMARY


SPMO
Segment Benchmark
100
300
$200.56B
$266.16B
30.80
22.10
5.78
3.61
1.55%
1.89%
Medium
Low

SPMO BENCHMARK COMPARISON MARKET CAP SIZE


SPMO
Segment Benchmark
97.22%
99.72%
2.78%
0.28%
0.00%
0.00%
0.00%
0.00%