(IMTM) iShares MSCI Intl Momentum - Ratings and Ratios
Stock, International, Large-Cap, Momentum
Description: IMTM iShares MSCI Intl Momentum
The iShares MSCI Intl Momentum Factor ETF (IMTM) is an exchange-traded fund that tracks the MSCI World ex USA Momentum Index, which comprises stocks with higher momentum characteristics than the traditional market capitalization-weighted MSCI World ex USA Index. The fund invests at least 80% of its assets in the component securities of the index, providing exposure to international developed markets with a focus on momentum.
From a quantitative perspective, key performance indicators (KPIs) for IMTM include its tracking error, information ratio, and factor exposure. The funds momentum factor exposure is likely to be its primary driver of returns, with the potential to outperform the broader international developed markets during periods of rising markets. Additionally, the funds Sharpe ratio and Sortino ratio can be used to evaluate its risk-adjusted performance.
In terms of portfolio composition, IMTM is likely to have a tilt towards stocks with higher price momentum, higher earnings momentum, and other characteristics associated with the momentum factor. The funds sector and industry allocations will also be influenced by the momentum characteristics of the underlying stocks. Investors can expect IMTM to have a relatively high turnover rate due to its momentum-based investment strategy.
To evaluate the funds performance, investors can monitor its returns relative to the MSCI World ex USA Index, as well as its peer group of foreign large blend ETFs. Other relevant metrics include the funds expense ratio, trading volume, and bid-ask spread, which can impact its overall cost and liquidity.
IMTM ETF Overview
Market Cap in USD | 3,170m |
Category | Foreign Large Blend |
TER | 0.30% |
IPO / Inception | 2015-01-13 |
IMTM ETF Ratings
Growth Rating | 63.8% |
Fundamental | - |
Dividend Rating | 60.1% |
Return 12m vs S&P 500 | 2.13% |
Analyst Rating | - |
IMTM Dividends
Dividend Yield 12m | 2.59% |
Yield on Cost 5y | 3.79% |
Annual Growth 5y | 24.62% |
Payout Consistency | 93.1% |
Payout Ratio | % |
IMTM Growth Ratios
Growth Correlation 3m | 81.7% |
Growth Correlation 12m | 83.1% |
Growth Correlation 5y | 56.6% |
CAGR 5y | 9.65% |
CAGR/Max DD 5y | 0.31 |
Sharpe Ratio 12m | 1.31 |
Alpha | 4.71 |
Beta | 0.868 |
Volatility | 14.04% |
Current Volume | 274.7k |
Average Volume 20d | 335k |
Stop Loss | 45.1 (-3.1%) |
Signal | 1.80 |
What is the price of IMTM shares?
Over the past week, the price has changed by -1.77%, over one month by +3.22%, over three months by +5.70% and over the past year by +19.46%.
Is iShares MSCI Intl Momentum a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of IMTM is around 45.86 USD . This means that IMTM is currently overvalued and has a potential downside of -1.46%.
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 | 51.5 | 10.6% |
Last update: 2025-08-21 11:23
IMTM Fundamental Data Overview
CCE Cash And Equivalents = unknown
Revenue TTM is 0, using Net Income TTM 0.0 + Cost of Revenue 0.0 = 0.0 USD
Beta = 0.92
Revenue TTM = 0.0 USD
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 = 3.17b USD (3.17b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = none (FCF TTM 0.0 / Enterprise Value 3.17b)
FCF Margin = unknown (Revenue TTM is 0)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 3.17b / Book Value Of Equity 0.0)
Interest Expense / Debt = 0.0% (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default)
NOPAT = 0.0 (EBIT 0.0, no tax applied on loss)
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 = none (Debt none / FCF TTM 0.0)
Total Stockholder Equity = unknown
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity none)
RoCE = unknown (Ebit 0.0 / (Equity none + L.T.Debt none))
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, Ebit 0.0)
WACC = unknown (E(3.17b)/V(0.0) * Re(9.21%)) + (D(none)/V(0.0) * Rd(0.0%) * (1-Tc(0.21)))
Discount Rate = 9.21% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for IMTM ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle