(IMTM) MSCI Intl Momentum Factor - Overview
Etf: International, Equity, Momentum, Stocks
Dividends
| Dividend Yield | 4.84% |
| Yield on Cost 5y | 6.93% |
| Yield CAGR 5y | 2.30% |
| Payout Consistency | 84.5% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 17.3% |
| Relative Tail Risk | 3.39% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.62 |
| Alpha | 23.42 |
| Character TTM | |
|---|---|
| Beta | 0.683 |
| Beta Downside | 0.648 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.41% |
| CAGR/Max DD | 1.68 |
Description: IMTM MSCI Intl Momentum Factor January 12, 2026
The iShares MSCI International Momentum Factor ETF (NYSE ARCA: IMTM) seeks to track an index that selects stocks from the MSCI World ex-USA universe with the strongest relative price-momentum characteristics, allocating at least 80% of assets to those index components or securities that are economically equivalent.
Key data points to note: the fund’s expense ratio is 0.20%, placing it in the low-cost range for factor-based ETFs; as of the latest quarter, its top sector exposures are technology (≈28%), consumer discretionary (≈22%) and health care (≈15%), reflecting where momentum has been most pronounced; and the ETF’s 12-month trailing return has outperformed the MSCI World ex-USA Index by roughly 3.5%, a performance edge that tends to widen in environments of strong global GDP growth and low-interest-rate volatility.
For a deeper dive into IMTM’s risk-adjusted metrics and how it fits into a diversified momentum strategy, you might explore the analytics on ValueRay.
What is the price of IMTM shares?
Over the past week, the price has changed by +0.39%, over one month by +3.87%, over three months by +9.71% and over the past year by +35.24%.
Is IMTM a buy, sell or hold?
What are the forecasts/targets for the IMTM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 62.8 | 22.5% |
IMTM Fundamental Data Overview February 04, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 3.76b USD (3.76b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 3.76b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 3.76b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.43% (E(3.76b)/V(3.76b) * Re(8.43%) + (debt-free company))
Discount Rate = 8.43% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)