(IMTM) MSCI Intl Momentum Factor - Overview

ETF Category: Foreign Large Blend | Exchange: NYSE ARCA (USA) | Market Cap: 3.994m USD | Total Return: 22.2% in 12m

International Stocks, Momentum Equities, Exchange Traded Fund
Total Rating 49
Safety 51
Buy Signal -0.15
Foreign Large Blend
Category Rotation: +4.5
TER: 0.30%
AUM: 3.99B
Avg Turnover: 24.5M
Risk 3d forecast
Volatility16.2%
VaR 5th Pctl3.01%
VaR vs Median2.94%
Reward TTM
Sharpe Ratio1.12
Rel. Str. IBD53.9
Rel. Str. Peer Group37.5
Character TTM
Beta0.777
Beta Downside0.769
Hurst Exponent0.516
Drawdowns 3y
Max DD12.85%
CAGR/Max DD1.67
CAGR/Mean DD8.48

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Description: IMTM MSCI Intl Momentum Factor

The iShares MSCI Intl Momentum Factor ETF (IMTM) tracks the MSCI World ex USA Momentum Index, targeting mid- and large-cap stocks in developed markets outside the United States. The fund maintains a mandate to invest at least 80% of its assets in securities that demonstrate high price momentum relative to the broader market-capitalization-weighted parent index.

The momentum strategy relies on the empirical tendency of stocks with rising price trends to continue outperforming over the short to medium term. This model typically results in high turnover rates as the fund rebalances to capture shifting market leadership across various international sectors and regions. For a deeper look into how these momentum signals align with current market pricing, you might find ValueRay useful for further analysis.

Headlines to Watch Out For
  • Global interest rate shifts influence relative performance of international equity momentum factors
  • Currency fluctuations against the US dollar impact net asset value returns
  • Relative price strength in European and Japanese equities drives fund rebalancing
  • International market volatility affects momentum signal persistence and constituent turnover costs
  • Global economic growth disparities dictate sector weightings within the underlying index
What is the price of IMTM shares?

As of June 01, 2026, the stock is trading at USD 52.86 with a total of 402,611 shares traded.
Over the past week, the price has changed by +0.21%, over one month by +1.81%, over three months by +1.85% and over the past year by +22.18%.

Is IMTM a buy, sell or hold?

MSCI Intl Momentum Factor has no consensus analysts rating.