Intl Momentum Etf Profile

IMTM -  USA Etf  

USD 39.97  0.35  0.88%

Intl Momentum is selling for 39.97 as of the 24th of October 2021. This is a 0.88 percent increase since the beginning of the trading day. The etf's lowest day price was 39.76. Intl Momentum has a very small chance of experiencing financial distress in the next few years but had a somewhat insignificant performance during the last 90 days. Equity ratings for Intl Momentum Factor are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 30th of August 2020 and ending today, the 24th of October 2021. Click here to learn more.
 Market Performance
3 of 100
  Odds Of Distress
Less than 1
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. Intl Momentum is traded on NYSEArca Exchange in the United States.. More on Intl Momentum Factor

Intl Momentum Etf Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. If you consider yourself one of those investors, make sure you clearly understand your entering position. Intl Momentum's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Intl Momentum or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
Intl Momentum Factor is unlikely to experience financial distress in the next 2 years
The fund retains 98.44% of its assets under management (AUM) in equities
Legal NameIntl Momentum Factor
Macroaxis Advice
Unlike general analyst consensus, Macroaxis buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of Intl Momentum's available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Strong HoldFairly Valued
DescriptioniShares Edge MSCI Intl Momentum Factor ETF
Inception Date2015-01-13
BenchmarkMSCI World ex USA Momentum Index
Entity TypeRegulated Investment Company
Asset Under Management890.26 Million
Average Trading Valume67,828.4
Asset TypeEquity
CategoryBroad Equity
FocusBroad Equity
Market ConcentrationDeveloped Markets
RegionGlobal Ex-U.S.
AdministratorState Street Bank and Trust Company
AdvisorBlackRock Fund Advisors
CustodianState Street Bank and Trust Company
DistributorBlackRock Investments, LLC
Portfolio ManagerDiane Hsiung, Jennifer Hsui, Greg Savage, Alan Mason
Transfer AgentState Street Bank and Trust Company
Fiscal Year End31-Oct
ExchangeNYSE Arca, Inc.
Number of Constituents323
Market MakerSociete Generale
Total Expense0.3
Management Fee0.3
Nav Price39.42
Two Hundred Day Average39.19
Average Daily Volume In Three Month73.19k
Fifty Two Week Low32.54
As Of Date30th of June 2021
Average Daily Volume Last 10 Day58.91k
Fifty Two Week High40.54
One Month-1.80%
Fifty Day Average39.24
Three Month3.68%
Intl Momentum Factor [IMTM] is traded in USA and was established 2015-01-13. The fund is listed under Foreign Large Growth category and is part of iShares family. Intl Momentum Factor currently have 790.82 M in assets under management (AUM). , while the total return for the last 3 years was 11.09%.
Check Intl Momentum Probability Of Bankruptcy

Geographic Allocation (%)

Sector Allocation (%)

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Intl Momentum Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Intl Momentum , and the less return is expected.

Intl Momentum Factor Currency Exposure (%)

Top Intl Momentum Factor Constituents

Intl Momentum Target Price Odds Analysis

What are Intl Momentum's target price odds to finish over the current price? Based on a normal probability distribution, the odds of Intl Momentum jumping above the current price in 90 days from now is about 19.03%. The Intl Momentum Factor probability density function shows the probability of Intl Momentum etf to fall within a particular range of prices over 90 days. Given the investment horizon of 90 days Intl Momentum has a beta of 0.9028. This usually indicates Intl Momentum Factor market returns are highly reactive to returns on the market. As the market goes up or down, Intl Momentum is expected to follow. Additionally, the company has an alpha of 0.0241, implying that it can generate a 0.0241 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Odds Down 39.97HorizonTargetOdds Up 39.97 
80.57%90 days
Based on a normal probability distribution, the odds of Intl Momentum to move above the current price in 90 days from now is about 19.03 (This Intl Momentum Factor probability density function shows the probability of Intl Momentum Etf to fall within a particular range of prices over 90 days) .

Intl Momentum Top Holders

Intl Momentum Major Institutional Holders

Institutional Holdings refers to the ownership stake in Intl Momentum that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Intl Momentum's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Intl Momentum's value.
InstituionSecurity TypeTotal SharesValue
Envestnet Asset Management IncFund Units5.2 M196.9 M
View Intl Momentum Diagnostics

Intl Momentum Factor Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. Intl Momentum market risk premium is the additional return an investor will receive from holding Intl Momentum long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Intl Momentum. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Intl Momentum's alpha and beta are two of the key measurements used to evaluate Intl Momentum's performance over the market, the standard measures of volatility play an important role as well.

Intl Momentum Factor Technical Analysis

The output start index for this execution was zero with a total number of output elements of sixty-one. Intl Momentum Factor Inverse Tangent Over Price Movement function is an inverse trigonometric method to describe Intl Momentum price patterns. View also all equity analysis or get more info about inverse tangent over price movement math transform indicator.

Intl Momentum Against Markets

Picking the right benchmark for Intl Momentum etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Intl Momentum etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Intl Momentum is critical whether you are bullish or bearish towards Intl Momentum Factor at a given time.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Intl Momentum without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see Risk vs Return Analysis. Note that the Intl Momentum Factor information on this page should be used as a complementary analysis to other Intl Momentum's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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When running Intl Momentum Factor price analysis, check to measure Intl Momentum's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Intl Momentum is operating at the current time. Most of Intl Momentum's value examination focuses on studying past and present price action to predict the probability of Intl Momentum's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Intl Momentum's price. Additionally, you may evaluate how the addition of Intl Momentum to your portfolios can decrease your overall portfolio volatility.
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The market value of Intl Momentum Factor is measured differently than its book value, which is the value of Intl Momentum that is recorded on the company's balance sheet. Investors also form their own opinion of Intl Momentum's value that differs from its market value or its book value, called intrinsic value, which is Intl Momentum's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Intl Momentum's market value can be influenced by many factors that don't directly affect Intl Momentum Factor underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Intl Momentum's value and its price as these two are different measures arrived at by different means. Investors typically determine Intl Momentum value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intl Momentum's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.