iShares Edge MSCI Intl Momentum Fctr ETF (IMTM)

32.11 -0.01  -0.03% NYSE Arca Jan 21, 10:10 Delayed 2m USD
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Key Stats

Net Asset Value 32.09
Discount or Premium to NAV 0.09%
Turnover Ratio 105.0%
1 Year Fund Level Flows 45.93M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.02% 3.85% 3.32% 28
3M 9.31% 9.21% 10.40% 75
6M 8.44% 8.54% 10.47% 86
YTD 3.05% 2.66% 2.51% 41
1Y 23.34% 23.51% 25.50% 71
3Y 9.93% 10.39% 12.55% 80
5Y 6.07% 6.84% 7.79% 66
10Y -- -- 6.89% --
15Y -- -- 6.19% --
20Y -- -- 4.18% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.39% 0.40% 0.01%
Stock 99.44% 99.44% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.17% 0.17% 0.00%
As of Jan. 17, 2020

Region Exposure

Americas 9.78%
North America 9.78%
Latin America 0.00%
Greater Europe 63.38%
United Kingdom 9.28%
Europe Developed 53.49%
Europe Emerging 0.00%
Africa/Middle East 0.61%
Greater Asia 26.84%
Japan 15.57%
Australasia 8.47%
Asia Developed 2.15%
Asia Emerging 0.65%
Market Classification
% Developed Markets 99.35%
% Emerging Markets 0.65%
As of Jan. 17, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 6.13%
Communication Services 4.19%
Consumer Cyclical 8.94%
Consumer Defensive 12.23%
Energy 1.14%
Financial Services 11.58%
Healthcare 21.04%
Industrials 14.02%
Real Estate 3.73%
Technology 10.65%
Utilities 6.35%
As of Jan. 17, 2020

Stock Market Capitalization

Giant 49.02%
Large 37.42%
Medium 13.48%
Small 0.08%
Micro 0.00%
As of Jan. 17, 2020

Stock Style Exposure

Large Cap Value 12.78%
Large Cap Blend 34.27%
Large Cap Growth 39.59%
Mid Cap Value 2.70%
Mid Cap Blend 4.95%
Mid Cap Growth 5.64%
Small Cap Value 0.00%
Small Cap Blend 0.08%
Small Cap Growth 0.00%
As of Jan. 17, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NESN Nestle SA 4.88% -- --
ROG Roche Holding AG Dividend Right Cert. 3.45% -- --
ASML ASML Holding NV 2.59% -- --
AZN AstraZeneca PLC 2.34% -- --
MC LVMH Moet Hennessy Louis Vuitton SE 2.19% -- --
NOVN Novartis AG 1.95% -- --
CSL CSL Ltd 1.93% -- --
ENEL Enel SpA 1.81% -- --
SAP SAP SE 1.60% -- --
NOVO B Novo Nordisk A/S B 1.56% -- --
As of Jan. 17, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI World ex USA Momentum Index that measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher momentum characteristics. The fund will invest at least 90% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index consists of stocks exhibiting relatively higher momentum characteristics than the traditional market capitalization-weighted parent index, the MSCI World ex USA Index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Growth
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Large Growth
Prospectus Objective World Stock
Fund Owner Firm Name iShares
Benchmark Index
MSCI World ex US Momentum NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.63 yrs
Amy Whitelaw 1.01 yrs
Greg Savage 4.88 yrs
Jennifer Hsui 4.88 yrs
Rachel Aguirre 1.01 yrs

Net Fund Flows

1M 0.00
3M 20.63M
6M 55.91M
YTD 45.93M
1Y 45.93M
3Y 191.64M
5Y 201.50M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.7881
Max Drawdown (All) 23.03%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.4909
30-Day Rolling Volatility 6.47%
Daily Value at Risk (VaR) 1% (All) 2.46%
Monthly Value at Risk (VaR) 1% (All) 9.53%

Fundamentals

Dividend Yield TTM (1-21-20) 2.07%
30-Day SEC Yield (12-18-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 24.24
Weighted Average Price to Sales Ratio 2.154
Weighted Average Price to Book Ratio 3.131
Weighted Median ROE 20.12%
Weighted Median ROA 7.62%
Forecasted Dividend Yield 2.31%
Forecasted PE Ratio 20.64
Forecasted Price to Sales Ratio 2.113
Forecasted Price to Book Ratio 3.121
Number of Holdings 309
As of Jan. 17, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.86%
Forecasted Book Value Growth 4.49%
Forecasted Cash Flow Growth 4.87%
Forecasted Earnings Growth 11.48%
Forecasted Revenue Growth 3.55%
As of Jan. 17, 2020

Comparables

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Attributes

Key Dates
Inception Date 1/13/2015
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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