IMOM
Alpha Architect International Quantitative Momentum ETF
The MomentumShares International Quantitative Momentum ETF is an actively managed fund that uses quantitative analysis to build a portfolio of International stocks exhibiting positive price momentum.
International
EQUITY
Active
MANAGEMENT STYLE
$ 158.9 M
ASSETS UNDER MGMT
49 bp
EXPENSES
Fund Basics
| Inception date | Dec 22, 2015 |
| Regulation | Open-Ended Fund |
| Fund Website | link... |
| Distributions | Quarterly |
| Currency | USD |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| MEGA OR HOLDINGS LTD | 2.1 % |
| TEL AVIV STOCK EXCHANGE LTD. | 2.1 % |
| ABN AMRO GROUP N.V. SHS DEPOSITARY RECEI | 2.1 % |
| SIEMENS ENERGY AG | 2.1 % |
| HOCHTIEF AG | 2.0 % |
| SWEDBANK AB - A SHARES | 2.0 % |
| AKER ASA-A SHARES | 2.0 % |
| VAT GROUP LTD | 2.0 % |
| REPSOL YPF SA | 2.0 % |
| SSAB AB CLASS B | 2.0 % |
Constituent Breakdown
| Number of holdings | 50 |
| Herfindahl-Hirschman Index | 200 |
| Wgt avg mkt cap (mns) | $35,785 |
| Large cap (>$10bn) | 65.0% |
| Mid cap ($2-10bn) | 32.7% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 97.7% |
| Emerging mkts. | 0.0% |
Sector Breakdown
Country Exposure
 |
JAPAN | 34.8 % |
 |
ISRAEL | 16.2 % |
 |
GERMANY | 14.1 % |
 |
SPAIN | 6.0 % |
 |
AUSTRALIA | 5.8 % |
 |
SWEDEN | 4.1 % |
 |
NORWAY | 4.1 % |
 |
SWITZERLAND | 4.0 % |
 |
NETHERLANDS | 2.1 % |
 |
BERMUDA | 2.0 % |
Historical Performance
Standardized Performance (as of 08/31/2026)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 8.5% | 19.5% | 19.9% | 17.2% | 2.2% | 5.1% | -- | 4.7% |
| Dividend Yield | 0.0% | 3.0% | 4.2% | 3.9% | 3.5% | 2.2% | -- | 2.1% |
| Total Returns | 8.5% | 22.5% | 24.1% | 21.2% | 5.7% | 7.3% | -- | 6.8% | Ann. Volatility | 26.2% | 22.5% | 21.6% | 20.1% | 20.4% | 20.6% | -- | 20.9% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.23 | 49% |
| MSCI EAFE | 1.20 | 69% |
| MSCI Emg Mkts | 0.71 | 61% |
Liquidity Measures
| Avg. volume (000) | 12 |
| ADV traded (mns) | $0 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.20% |
Technical Indicators
| 30d moving avg. (EMA) | $41.61 |
| Relative strength (RSI) | 51 |
| MACD/Signal | 0.02/-0.29 |
| Bollinger Bands (Upper/Lower) | $42.94/$38.99 |
| Short interest (% of AUM) | 0.5% |
Distributions
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. IMOM |
Expenses vs. IMOM |
ALTAR Score™ vs. IMOM |
|---|---|---|---|---|
| FGM | First Trust Germany AlphaDEX Fund | 12.3% | +31 bp | +1.0% |
| EIS | iShares MSCI Israel ETF | 11.8% | +9 bp | +1.8% |
| IMTM | iShares MSCI Intl Momentum Factor ETF | 10.8% | -19 bp | -0.2% |
| FJP | First Trust Japan AlphaDEX Fund | 10.6% | +31 bp | +1.7% |
Risk and Returns: IMOM vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates (USD)
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | ||
|---|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- | ||
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- | ||
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- | ||
| Book value per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
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Valuation Metrics
| Fwd Est | 2025 | 2026 | 2027 | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 9/6/2026
Peer Group Comparison
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Historical Valuation Trends Sample data. Subscribe for access.
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
5.4%
ALTAR SCORE™
35th
PERCENTILE
UNDERWEIGHT
ETFRC RATING
There are 419 funds in the International Equity category with an average
ALTAR Score™ of 6.0% and a standard deviation
of 1.5%. IMOM's ALTAR Score™ is approximately -0.4 standard
deviations above the category average. This places IMOM in the 35th percentile
among funds in the category.
Sell-Side Consensus
$39.91
PRICE TARGET
-3.9%
UPSIDE