(JMOM) JPMorgan U.S. Momentum - Ratings and Ratios
Equities, Momentum, Growth, Index
| Risk via 10d forecast | |
|---|---|
| Volatility | 20.6% |
| Value at Risk 5%th | 35.3% |
| Relative Tail Risk | 4.13% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.37 |
| Alpha | -1.56 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.438 |
| Beta | 1.003 |
| Beta Downside | 1.022 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.51% |
| Mean DD | 2.41% |
| Median DD | 1.32% |
Description: JMOM JPMorgan U.S. Momentum November 13, 2025
JPMorgan U.S. Momentum Factor ETF (NYSE ARCA: JMOM) commits at least 80% of its net assets-plus any investment-grade borrowing-to securities that track its underlying index, which selects U.S. equities exhibiting strong positive momentum characteristics. The fund is classified as a Large-Blend ETF and is domiciled in the United States.
Key metrics (as of the latest filing) show an expense ratio of 0.30%, an average daily turnover of roughly 30%, and a top-sector exposure to Information Technology (≈25%) and Consumer Discretionary (≈20%). Momentum strategies historically outperform in environments with rising earnings growth and moderate rate hikes, but they can be vulnerable to rapid trend reversals, so monitoring the forward-looking earnings surprise rate and the S&P 500 momentum tilt is essential.
For a deeper, data-driven look at how JMOM’s factor exposure stacks up against peers, you might explore ValueRay’s analytics tools for a more granular performance breakdown.
JMOM ETF Overview
| Market Cap in USD | 1,669m |
| Category | Large Blend |
| TER | 0.12% |
| IPO / Inception | 2017-11-08 |
| Return 12m vs S&P 500 | -1.75% |
| Analyst Rating | - |
JMOM Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.91% |
| Yield on Cost 5y | 1.70% |
| Yield CAGR 5y | 7.31% |
| Payout Consistency | 95.1% |
| Payout Ratio | - |
JMOM Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 19.50% |
| CAGR/Max DD Calmar Ratio | 1.00 |
| CAGR/Mean DD Pain Ratio | 8.11 |
| Current Volume | 56.4k |
| Average Volume | 52.2k |
What is the price of JMOM shares?
Over the past week, the price has changed by -3.34%, over one month by -4.17%, over three months by +0.86% and over the past year by +9.89%.
Is JMOM a buy, sell or hold?
What are the forecasts/targets for the JMOM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 74.6 | 14.4% |
JMOM Fundamental Data Overview November 21, 2025
Beta = 1.05
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 = 1.67b USD (1.67b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.67b)
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 1.67b / 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 = 9.71% (E(1.67b)/V(1.67b) * Re(9.71%) + (debt-free company))
Discount Rate = 9.71% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JMOM ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle