ISHARES TRUST MSCI USA MOMENTUM FACTOR ETFISHARES TRUST MSCI USA MOMENTUM FACTOR ETFISHARES TRUST MSCI USA MOMENTUM FACTOR ETF

ISHARES TRUST MSCI USA MOMENTUM FACTOR ETF

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Key stats


Assets under management (AUM)
‪267.33 B‬MXN
Fund flows (1Y)
‪48.61 B‬MXN
Dividend yield (indicated)
0.74%
Discount/Premium to NAV
−0.7%

About ISHARES TRUST MSCI USA MOMENTUM FACTOR ETF


Issuer
Blackrock Finance, Inc.
Brand
iShares
Expense ratio
0.15%
Home page
Inception date
Apr 16, 2013
Index tracked
MSCI USA Momentum SR Variant Index
Management style
Passive
MTUM aims to pick stocks that have steadily increased in price lately. It selects and weights stocks by looking at both 6- and 12-month holding period returns, scaled by the volatility of returns over the past three years. In other words, the fund uses modified Sharpe ratios to find stocks with a smooth, positive trend line. The resulting, small-basket portfolio (it only ever holds between roughly 100 and 350 different stocks) makes large sector bets and carries high market risk. MTUM offers factor-based exposure in an efficient wrapper.

Classification


Asset Class
Equity
Category
Size and style
Focus
Total market
Niche
Broad-based
Strategy
Momentum
Weighting scheme
Momentum
Selection criteria
Momentum
What's in the fund
Exposure type
StocksBonds, Cash & Other
Finance
Electronic Technology
Retail Trade
Technology Services
Stock breakdown by region
100%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Displays a symbol's price movements over previous years to identify recurring trends.