IMTM ETF Analysis: Intl Momentum Factor | NYSE

Foreign Large Blend | NYSE, USA | Market Cap: 4.138m USD | 12M Return: 21% | Charts, Fundamentals & Technical Analysis

International Stocks, Momentum Factor, Developed Markets, Foreign Equities
Total Rating 53
Safety 53
Buy Signal -0.24
Foreign Large Blend
Category Rotation: -1.1
TER: 0.30%
AUM: 4.14B
Avg Turnover: 17.8M
Risk 3d forecast
Volatility17.9%
VaR 5th Pctl3.31%
VaR vs Median2.82%
Reward TTM
Sharpe Ratio0.79
Rel. Str. IBD47.7
Rel. Str. Peer Group8.5
Character TTM
Beta0.810
Beta Downside0.790
Hurst Exponent0.476
Drawdowns 3y
Max DD12.85%
CAGR/Max DD1.50
CAGR/Mean DD7.35

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +3.1% 34
Feb -1.5% 12
Mar +0.1% 2
Apr +0.7% 24
May +0.3% 2
Jun -0.4% 2
Jul +0.3% 6
Aug -0.5% 21
Sep -2.3% 13
Oct -1.7% 20
Nov -0.2% 8
Dec +1.0% 10

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: IMTM Intl Momentum Factor

IMTM is a factor-based exchange-traded fund that tracks the MSCI World ex USA Momentum Index, composed of international developed market stocks displaying relatively higher momentum characteristics than the broader MSCI World ex USA Index. The fund commits at least 80% of its assets to the indexs component securities. It operates within the Foreign Large Blend category, targeting large-capitalization equities across developed markets outside the United States. Its investment model follows a momentum factor strategy, selecting securities with sustained upward price trends relative to peers.

Headlines to Watch Out For
  • Global ex-US equity rally lifts momentum factor returns
  • USD depreciation enhances developed market returns for US investors
  • Factor rotation flows shift between momentum and value ETFs
What is the price of IMTM shares?

As of July 28, 2026, the stock is trading at USD 51.75 with a total of 346,029 shares traded. Over the past week, the price has changed by +1.02%, over one month by -2.01%, over three months by +1.79% and over the past year by +21.02%.

Current recommended Stop Loss: 50.00 (which is 3.4% or 2.1 ATR below the current price).

Is IMTM a buy, sell or hold?

Intl Momentum Factor has no consensus analysts rating.