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
85.8 M
ASSETS UNDER MGMT
49 bp
EXPENSES
Fund Basics
| Fund sponsor | Alpha Architect |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Dec 22, 2015 |
| Assets (mns) | $86 |
| Expense ratio | 49 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| RHEINMETALL AG | 2.6 % |
| JUNGHEINRICH - PRFD | 2.4 % |
| KAWASAKI HEAVY INDUSTRIES | 2.4 % |
| KONGSBERG GRUPPEN ASA | 2.3 % |
| FINMECCANICA SPA | 2.3 % |
| RAKUTEN BANK LTD | 2.3 % |
| CRITERIA CAIXACORP SA | 2.2 % |
| POSTE ITALIANE SPA | 2.2 % |
| SANRIO CO LTD | 2.2 % |
| DEUTSCHE BANK AG-REGISTERED | 2.2 % |
Constituent Breakdown
| Number of holdings | 47 |
| Herfindahl-Hirschman Index | 199 |
| Wgt avg mkt cap (mns) | $35,969 |
| Large cap (>$10bn) | 67.6% |
| Mid cap ($2-10bn) | 30.8% |
| Small cap (<$2bn) | 1.6% |
| Developed mkts. | 98.1% |
| Emerging mkts. | 1.9% |
Country Exposure
 |
JAPAN | 21.6 % |
 |
GERMANY | 17.2 % |
 |
AUSTRALIA | 11.0 % |
 |
ITALY | 10.5 % |
 |
BRITAIN | 7.9 % |
 |
SINGAPORE | 4.1 % |
 |
ISRAEL | 3.6 % |
 |
NORWAY | 2.3 % |
 |
SPAIN | 2.2 % |
 |
NETHERLANDS | 1.9 % |
Historical Performance
Standardized Performance (as of 02/28/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 6.4% | 4.0% | 8.2% | 3.5% | 6.3% | -- | 3.3% | Volatility | 15.4% | 17.0% | 16.1% | 18.3% | 22.7% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.92 | 76% |
| MSCI EAFE | 1.00 | 92% |
| MSCI Emg Mkts | 0.74 | 51% |
Liquidity Measures
| Avg. volume (000) | 41 |
| Turnover | 1.3% |
| Avg. Bid/Ask (% of price) | 0.33% |
| ADV of underlying (mns) | $4,143 |
Technical Indicators
| Recent close | $27.68 |
| 30d moving avg. | $29.04 |
| Annualized volatility | 18.1% |
| Relative strength (RSI) | 51 |
| Short interest (ETF) | 1.3% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. IMOM |
Expenses vs. IMOM |
ALTAR Score™ vs. IMOM |
|---|---|---|---|---|
| IDMO | Invesco S&P International Developed Momentum ETF | 23.4% | -24 bp | +1.0% |
| IMTM | iShares MSCI Intl Momentum Factor ETF | 16.4% | -19 bp | +0.9% |
| FGM | First Trust Germany AlphaDEX Fund | 14.2% | +31 bp | +4.2% |
| PIZ | Invesco Dorsey Wright Developed Markets Momentum ETF | 13.5% | +31 bp | +0.1% |
| DAX | Global X DAX Germany ETF | 11.7% | -28 bp | +2.0% |
| EWG | iShares MSCI Germany ETF | 11.6% | +1 bp | +1.8% |
| FENI | Fidelity Enhanced International ETF | 10.9% | -21 bp | +2.3% |
| FEP | First Trust Europe AlphaDEX Fund | 10.9% | +31 bp | +4.6% |
| FJP | First Trust Japan AlphaDEX Fund | 10.6% | +31 bp | +5.8% |
| FEUZ | First Trust Eurozone AlphaDEX ETF | 10.2% | +31 bp | +4.5% |
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
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025E | 2026E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2024 | 2025E | Fwd Est | 2026E | |
| 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 4/3/2025
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
IMOM
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
AVOID
Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may be less relevant.
ALTAR Score™
IMOM
4.9%
Cat. Avg
7.6%
ALTAR Score™ Calculation
Category Overview
There are 257 funds in the International Equity category, with an average ALTAR Score™
of 7.6% and a standard deviation of
2.3%. IMOM's ALTAR Score™ is approximately
1.2 standard deviations
below
the category average. This places IMOM in the 12nd percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
IMOMSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active International Equity ETFs |
| # of ETFs | 38 |
| Avg. Expense Ratio | 56.2 bp |
| Std. Deviation | 24 bp |
| IMOM (49 bp) Percentile rank | 38 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| IMOM | 49.0 | 33.4 | 82.4 |
| Peer Avg. | 62.1 | 28.5 | 90.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .