(IMTM) Intl Momentum Factor - NYSE

ETF Category: Foreign Large Blend | Exchange: NYSE (USA) | Market Cap: 3.991m USD | Total Return: 25.5% in 12m

International Stocks, Momentum Equities, Developed Markets
Total Rating 58
Safety 51
Buy Signal -0.21
Foreign Large Blend
Category Rotation: -3.2
TER: 0.30%
AUM: 3.99B
Avg Turnover: 26.3M
Risk 3d forecast
Volatility21.4%
VaR 5th Pctl3.96%
VaR vs Median2.65%
Reward TTM
Sharpe Ratio1.15
Rel. Str. IBD57.1
Rel. Str. Peer Group51.3
Character TTM
Beta0.804
Beta Downside0.772
Hurst Exponent0.534
Drawdowns 3y
Max DD12.85%
CAGR/Max DD1.67
CAGR/Mean DD8.50

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Description: IMTM Intl Momentum Factor

The iShares MSCI Intl Momentum Factor ETF (IMTM) targets equity securities outside of the United States that demonstrate high price momentum. The fund maintains a policy of investing at least 80% of its assets in stocks from the MSCI World ex USA Index that have shown persistent upward price trends over the previous 6 to 12 months.

This strategy follows a factor-based investment model, which prioritizes stocks with strong relative performance rather than traditional market capitalization weighting. Momentum investing typically involves higher turnover rates than broad market indexes, as the fund must periodically rebalance to capture changing market trends across various international sectors.

To better understand how these momentum factors align with your portfolio goals, you may wish to examine the underlying holdings on ValueRay.

Classified within the Foreign Large Blend category, IMTM provides exposure to developed markets in Europe, Asia, and Canada. The fund’s mid-cap valuation profile reflects a diversified basket of international equities that have outperformed their peers on a risk-adjusted basis over recent measurement periods.

Headlines to Watch Out For
  • International equity price trends drive momentum strategy outperformance
  • MSCI World ex USA index constituent earnings growth volatility
  • Relative strength of non-US currencies against the US dollar
  • Global interest rate differentials influence ex-US equity factor rotations
What is the price of IMTM shares?

As of June 16, 2026, the stock is trading at USD 53.40 with a total of 454,812 shares traded.
Over the past week, the price has changed by +2.20%, over one month by +4.22%, over three months by +10.83% and over the past year by +25.47%.

Is IMTM a buy, sell or hold?

Intl Momentum Factor has no consensus analysts rating.