IMTM
iShares MSCI Intl Momentum Factor ETF
MSCI World ex US Momentum NR USD
NAV as of
4 Week: 30.32 - 32.26
52 Week: 26.61 - 36.24
Latest Closing Price
31.32
Premium / Discount
0.19
Expense Ratio
0.3%
Investment Objective
The investment seeks to track the investment results of the MSCI World ex USA Momentum Index that measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher momentum characteristics. The fund will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index consists of stocks exhibiting relatively higher momentum characteristics than the traditional market capitalization-weighted parent index, the MSCI World ex USA Index.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.59 | 0.91 | 1.75 |
| 1 Day | 1.27 | 0.00 | 0.00 |
| 1 Week | 0.32 | 4.38 | 0.07 |
| 1 Month | -2.06 | 5.46 | -0.38 |
| 3 Months | 0.84 | 7.14 | 0.12 |
| 6 Months | 11.06 | 13.07 | 0.85 |
| 1 Year | -11.43 | 19.84 | -0.58 |
| 2 Years | -16.50 | 27.44 | -0.60 |
| 3 Years | 35.46 | 35.10 | 1.01 |
| 5 Years | 1.23 | 44.47 | 0.03 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.5955 | 25.5033 | -13.9647 | 24.4840 | 21.8810 | 6.5263 | -16.6488 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 25.0000 | 86.0000 | 48.0000 | 81.0000 | 49.0000 | 64.0000 | 7.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 20/12/2016 | 27/12/2016 | 0.3470 |
| 21/06/2016 | 27/06/2016 | 0.3350 |
Portfolio Data
Total Number of Holdings: 321
Number of Bond Holdings: 0
Number of Equity Holdings: 299
Total Market Value: 885,859,799
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Shell PLC | 3.9366 | 1,297,498 | 0 | 34,872,663 |
| 2 | Novo Nordisk A/S Class B | 3.7028 | 234,653 | 0 | 32,801,661 |
| 3 | TotalEnergies SE | 2.7603 | 432,247 | 0 | 24,452,294 |
| 4 | AstraZeneca PLC | 2.5975 | 175,282 | 0 | 23,010,417 |
| 5 | BP PLC | 2.3437 | 3,563,480 | 0 | 20,762,092 |
| 6 | Novartis AG | 2.0266 | 218,702 | 0 | 17,952,991 |
| 7 | Daiichi Sankyo Co Ltd | 1.8933 | 483,600 | 0 | 16,771,979 |
| 8 | Unilever PLC | 1.7492 | 315,367 | 0 | 15,495,440 |
| 9 | BHP Group Ltd | 1.5574 | 475,745 | 0 | 13,796,465 |
| 10 | British American Tobacco PLC | 1.5442 | 382,168 | 0 | 13,679,060 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 55.38 |
| Large | 35.71 |
| Medium | 8.11 |
| Small | 0.06 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
11.3429
Price/Book*
1.4689
Price/Sales*
0.9169
Price/Cash Flow*
4.7992
Dividend Yield*
3.8072
Growth Measures
Long-Term Earnings
10.4214
Historical Earnings
20.2942
Sales Growth
14.0131
Cash-Flow Growth
24.6057
Book-Value Growth
8.3165
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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