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
$ 162.7 M
ASSETS UNDER MGMT
49 bp
EXPENSES
Fund Basics
| Inception date | Dec 22, 2015 |
| Regulation | Open-End Investment Company |
| 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 +
| DORAL GROUP RENEWABLE ENERGY RESOURCES L | 2.3 % |
| ROHM CO LTD | 2.1 % |
| AURUBIS AG | 2.1 % |
| ENLIGHT RENEWABLE ENERGY LTD | 2.1 % |
| ELBIT SYSTEMS LTD | 2.1 % |
| PILBARA MINERALS LIMITED | 2.0 % |
| TEVA PHARMACEUTICAL-SP ADR | 2.0 % |
| CODAN LTD | 2.0 % |
| TEL AVIV STOCK EXCHANGE LTD. | 2.0 % |
| TECNICAS REUNIDAS SA | 2.0 % |
Constituent Breakdown
| Number of holdings | 48 |
| Herfindahl-Hirschman Index | 193 |
| Wgt avg mkt cap (mns) | $24,286 |
| Large cap (>$10bn) | 70.4% |
| Mid cap ($2-10bn) | 24.7% |
| Small cap (<$2bn) | 1.5% |
| Developed mkts. | 90.4% |
| Emerging mkts. | 0.0% |
Sector Breakdown
Country Exposure
 |
JAPAN | 29.6 % |
 |
ISRAEL | 18.4 % |
 |
AUSTRALIA | 12.0 % |
 |
SPAIN | 8.0 % |
 |
GERMANY | 7.9 % |
 |
SWITZERLAND | 3.9 % |
 |
HONG KONG | 3.9 % |
 |
DENMARK | 2.0 % |
 |
LUXEMBOURG | 2.0 % |
 |
SINGAPORE | 2.0 % |
Historical Performance
Standardized Performance (as of 05/31/2026)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 20.3% | 43.1% | 25.8% | 22.5% | 5.7% | 6.3% | -- | 5.8% |
| Dividend Yield | 0.0% | 3.6% | 4.4% | 4.1% | 3.7% | 2.3% | -- | 2.2% |
| Total Returns | 20.3% | 46.8% | 30.3% | 26.6% | 9.4% | 8.6% | -- | 8.0% | Ann. Volatility | 25.8% | 19.5% | 20.9% | 19.1% | 19.9% | 20.5% | -- | 20.7% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.08 | 43% |
| MSCI EAFE | 1.09 | 71% |
| MSCI Emg Mkts | 0.73 | 55% |
Liquidity Measures
| Avg. volume (000) | 15 |
| ADV traded (mns) | $1 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.24% |
Technical Indicators
| 30d moving avg. (EMA) | $44.60 |
| Relative strength (RSI) | 58 |
| MACD/Signal | 0.56/0.55 |
| Bollinger Bands (Upper/Lower) | $46.40/$43.79 |
| Short interest (% of AUM) | 0.1% |
Distributions
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. IMOM |
Expenses vs. IMOM |
ALTAR Score™ vs. IMOM |
|---|---|---|---|---|
| JIVE | JPMorgan International Value ETF | 17.8% | +6 bp | +3.9% |
| EIS | iShares MSCI Israel ETF | 14.9% | +9 bp | +1.8% |
| FJP | First Trust Japan AlphaDEX Fund | 13.0% | +31 bp | +2.3% |
| IMTM | iShares MSCI Intl Momentum Factor ETF | 12.6% | -19 bp | +0.4% |
| DXJ | WisdomTree Japan Hedged Equity Fund | 10.3% | -1 bp | +0.8% |
| GSJY | Goldman Sachs ActiveBeta Japan Equity ETF | 10.2% | -24 bp | +0.9% |
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 6/3/2026
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
4.9%
ALTAR SCORE™
21st
PERCENTILE
UNDERWEIGHT
ETFRC RATING
There are 415 funds in the International Equity category with an average
ALTAR Score™ of 6.1% and a standard deviation
of 1.6%. IMOM's ALTAR Score™ is approximately -0.8 standard
deviations above the category average. This places IMOM in the 21st percentile
among funds in the category.
Sell-Side Consensus
$42.53
PRICE TARGET
-5.9%
UPSIDE