IMTM iShares MSCI Intl Dev Mom Factor ETF

Seeks to track, before fees and expenses, the MSCI World ex USA Momentum Index. The Index measures the performance of large- and mid-capitalization developed international stocks exhibiting relatively higher momentum characteristics. A momentum value is determined for each stock in the MSCI World ex USA Index by combining the stock’s recent 12-month and 6-month local price performance. This momentum value is then risk-adjusted to determine the stock’s momentum score. A fixed number of securities with the highest momentum scores are included in the Index, generally covering about 30% of the parent index market cap. Constituents are weighted by the product of their momentum score and their market cap.

$39.97  +0.35 (0.88%)
As of 10/22/2021 16:00:00 EST     IEX book   CBOE book


ETF Information
Sponsor:     iShares
Category1:  Global Equity
Category2:  Developed markets ex-US
Category3:  Large and mid cap
Morningstar category:  Foreign Large Growth
Leverage factor:  1.00
Inception date:  01/13/2015
Index tracking method: Passive replication
Current yield:  1.13%
Historical average yield:  1.68%
Market cap:  $891,450,000
Average volume:  68,700
Fees:     0.3000%

Index Information
MSCI World ex USA Momentum Index
Index symbol:  M1WOUMO
Provider:   MSCI
Index weighting:   Momentum score
Index inception date:  12/11/2013
Backtesting data exists:   Yes
Index factsheet:  Read PDF
Number of holdings:  296
Strategy:  Momentum
Factors used to select securities:

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