iShares MSCI Intl Momentum Factor ETF
Ticker
IMTM
ISIN
IE00BP3QZ825
Price
USD 38.36
Change Today
+0.03 / 0.078 %
Price 1 year ago
31.27 / 22.692 %
Morningstar
4
52 Week Low
32.04
52 Week High
41.13
200 Day Moving Average 38.45
38.45
50-day Moving Average
39.49
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.21 |
| Sortino Ratio | 0.43 |
| Maximum Drawdown | -1.69% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -20.75 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.73 |
| Volatility | 4.383% |
| Alpha | -2.12 |
| Beta | None |
| R Squared | +91.81 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.343% |
| Average Annual Volatility | 20.4% |
| Sharpe Ratio | 0.41 |
| Sortino Ratio | 0.35 |
| Maximum Drawdown | -31.0% |
| Maximum Drawdown Date | 2022-09-27 |
| Calmar Ratio | -0.28 |
Company information
Summary
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 80% 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.
Market
US
Category
Foreign Large Growth
Expense Ratio
0.30%
Fund family
iShares
Morningstar
4
Yield
0.027999999
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 19.73% |
| Financial services | 16.89% |
| Energy | 13.93% |
| Consumer defensive | 11.59% |
| Industrials | 9.37% |
| Basic materials | 9.15% |
| Communication services | 6.25% |
| Consumer cyclical | 5.20% |
| Technology | 2.27% |
| Realestate | 0.88% |
| Utilities | 0.34% |
| Country | Ratio |
|---|---|
| Japan | 32.04 |
| United Kingdom | 18.17 |
| Canada | 10.33 |
| France | 7.01 |
| Australia | 6.32 |
| Switzerland | 5.49 |
| Denmark | 5.34 |
| Germany | 4.88 |
| Netherlands | 2.35 |
| Italy | 1.35 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 4.22% |
| NOVO B | Novo Nordisk A/S Class B | 4.19% |
| ROG | Roche Holding AG | 2.77% |
| 7203 | Toyota Motor Corp | 2.52% |
| SHEL.L | Shell PLC | 2.47% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 2.37% |
| RY.TO | Royal Bank of Canada | 1.73% |
| TD.TO | The Toronto-Dominion Bank | 1.66% |
| CBA.AX | Commonwealth Bank of Australia | 1.59% |
| DGE.L | Diageo PLC | 1.35% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE00B00G9Z55.IR | TT Intl Europe ex UK Equity | IE00B00G9Z55 | YHD | 1.20% | 5 | -3.48 | +0.40 |
| IE00B016J437.IR | PIMCO GIS Glbl Real Ret H Intl Acc USD | IE00B016J437 | YHD | 4 | -0.39 | +1.00 | |
| IE00B07Q3Z63.IR | PIMCO GIS Glbl Real Ret Intl Inc GBP H | IE00B07Q3Z63 | YHD | 4 | -3.48 | +0.40 | |
| IE00B29WLV81.IR | PIMCO GIS Glbl Real Ret Intl Acc SGD H | IE00B29WLV81 | YHD | 4 | |||
| IMTM | iShares MSCI Intl Momentum Factor ETF | IE00BP3QZ825 | PCX | 0.30% | 4 | -2.12 | |
| IQLT | iShares MSCI Intl Quality Factor ETF | IE00BP3QZ601 | PCX | 0.30% | 5 | +3.86 | |
| ISCF | iShares MSCI Intl Small-Cap Multifactor ETF | US46434V2667 | PCX | 0.40% | 4 | +1.81 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.