MTUM ETF Analysis: USA Momentum Factor | BATS

Large Blend | BATS, USA | Market Cap: 26.213m USD | 12M Return: 26.5% | Charts, Fundamentals & Technical Analysis

Momentum Stocks, Large Cap, US Equities
Total Rating 67
Safety 51
Buy Signal -0.15
Large Blend
Category Rotation: -1.2
TER: 0.15%
AUM: 26.2B
Avg Turnover: 565M
Risk 3d forecast
Volatility33.7%
VaR 5th Pctl6.27%
VaR vs Median3.20%
Reward TTM
Sharpe Ratio0.90
Rel. Str. IBD65.7
Rel. Str. Peer Group98
Character TTM
Beta1.367
Beta Downside1.298
Hurst Exponent0.402
Drawdowns 3y
Max DD20.99%
CAGR/Max DD1.36
CAGR/Mean DD10.07

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +2.0% 43
Feb -2.4% 32
Mar -2.4% 0
Apr +0.4% 23
May +1.4% 14
Jun +0.8% 27
Jul +0.1% 5
Aug -0.1% 8
Sep -2.7% 39
Oct -1.5% 20
Nov +1.3% 20
Dec -0.7% 44

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: MTUM USA Momentum Factor

The iShares MSCI USA Momentum Factor ETF (MTUM) is a passively managed fund that seeks to track the performance of US large-cap stocks exhibiting relatively higher momentum characteristics than the broader MSCI USA Index. Under its investment policy, the fund commits at least 80% of its assets to the component securities of its underlying index and to investments with substantially identical economic characteristics.

MTUM employs a momentum factor strategy, an investment approach that selects securities based on their recent price performance, favoring stocks that have shown positive trends over the trailing period. Launched in 2013 and managed by BlackRock under the iShares brand, the fund offers investors targeted exposure to the momentum factor within the US large-cap equity universe.

Headlines to Watch Out For
  • Momentum factor outperformance fueled by mega-cap tech rally
  • Rising rates pressure high-momentum growth stock multiples
  • Asset flows rotate between momentum and value factor ETFs
What is the price of MTUM shares?

As of July 28, 2026, the stock is trading at USD 302.33 with a total of 1,736,830 shares traded. Over the past week, the price has changed by -0.10%, over one month by -10.02%, over three months by +7.81% and over the past year by +26.48%.

Current recommended Stop Loss: 288.70 (which is 4.5% or 1.3 ATR below the current price).

Is MTUM a buy, sell or hold?

USA Momentum Factor has no consensus analysts rating.