IMOM: Alpha Architect International Quantitative Momentum ETF
About
IMOM was created on 2015-12-23 by Alpha Architect. The fund's investment portfolio concentrates primarily on total market equity. The ETF currently has 79.48m in AUM and 52 holdings. IMOM is an active", equal-weighted portfolio of developed-market ex-North America stocks", screened for their strong and consistent momentum.
Current Value
$27.831 Year Return
Current Value
$27.831 Year Return
Key Details
Assets Under Management
$80.57M
Div Yield %
2.79%
P/E Ratio
16.76
Net Asset Value
$27.92
Expense Ratio
0.39%
1Y ETF Return
0.11%
Strategies that include IMOM
Stock's related to IMOM
Correlated Stocks
| Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
|---|---|---|---|---|
| IX | 60.99% | $24.86B | +20.18% | 1.69% |
| HMC | 60.70% | $41.71B | -13.16% | 5.36% |
| TM | 58.33% | $230.63B | -4.27% | 1.64% |
| APO | 57.78% | $132.62B | +91.28% | 1.09% |
| NMR | 57.18% | $17.79B | +45.76% | 1.59% |
| MUFG | 55.93% | $138.35B | +39.37% | 1.09% |
| SMFG | 54.74% | $92.69B | +43.10% | 1.20% |
| MFG | 50.69% | $63.12B | +43.52% | 1.44% |
| HWM | 47.43% | $47.13B | +122.99% | 0.22% |
| TRI | 46.33% | $72.33B | +16.06% | 1.01% |
| ANGI | 42.61% | $987.36M | -5.71% | 0.00% |
| CVLT | 40.85% | $7.37B | +136.34% | 0.00% |
| SONY | 39.76% | $114.13B | +9.00% | 1.49% |
| SEG | 37.84% | $319.72M | +12.41% | 0.00% |
| GILT | 34.35% | $310.17M | -13.38% | 0.00% |
| IBN | 34.30% | $104.98B | +33.69% | 0.80% |
| NCMI | 32.59% | $641.63M | +63.48% | 0.00% |
| TW | 32.08% | $28.66B | +42.39% | 0.29% |
| BMA | 31.40% | $5.08B | +232.03% | 6.53% |
| PTMN | 31.22% | - | - | 16.06% |
Uncorrelated Stocks
| Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
|---|---|---|---|---|
| UTZ | 0.03% | $1.37B | +26.87% | 1.41% |
| UNH | -0.03% | $531.00B | +6.93% | 1.37% |
| LFVN | -0.04% | $169.84M | +130.61% | 1.10% |
| JNJ | 0.04% | $368.37B | +1.24% | 3.18% |
| CTMX | -0.08% | $69.86M | -31.59% | 0.00% |
| CL | 0.42% | $76.48B | +22.25% | 2.12% |
| CYCN | -0.44% | $4.77M | -16.19% | 0.00% |
| MRK | 0.51% | $244.21B | -5.55% | 3.18% |
| SJM | -0.60% | $11.91B | -0.25% | 3.82% |
| KMB | 0.72% | $45.22B | +11.57% | 3.58% |
| PULM | -0.78% | $19.83M | +202.98% | 0.00% |
| COR | -0.89% | $47.48B | +21.20% | 0.86% |
| URGN | 0.91% | $470.95M | -11.92% | 0.00% |
| WHLM | -1.01% | $17.64M | -29.34% | 0.00% |
| POAI | 1.06% | $4.29M | -78.60% | 0.00% |
| SYRS | -1.07% | $7.43M | -90.46% | 0.00% |
| TCTM | 1.16% | $8.10M | -42.99% | 0.00% |
| UUU | 1.46% | $4.97M | -41.89% | 0.00% |
| LMT | -1.55% | $126.40B | +18.99% | 2.36% |
| SAVA | -1.60% | $1.35B | +25.50% | 0.00% |
Inversely Correlated Stocks
| Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
|---|---|---|---|---|
| CBOE | -21.28% | $21.46B | +15.84% | 1.11% |
| CPB | -14.17% | $12.96B | +7.08% | 3.40% |
| HUSA | -13.82% | $16.69M | -11.56% | 0.00% |
| LTM | -12.00% | $8.51B | -100.00% | <0.01% |
| K | -11.84% | $27.77B | +52.50% | 2.79% |
| PG | -10.78% | $402.15B | +14.14% | 2.33% |
| GIS | -9.66% | $34.85B | -2.91% | 3.78% |
| CHD | -9.19% | $27.18B | +19.50% | 1.03% |
| MCK | -7.39% | $78.15B | +35.51% | 0.42% |
| TCS | -6.39% | $14.81M | -84.46% | 0.00% |
| QTTB | -6.13% | $354.34M | +188.64% | 0.00% |
| NOC | -6.06% | $71.54B | +4.23% | 1.60% |
| PRPO | -6.06% | $9.10M | -13.65% | 0.00% |
| PEP | -5.47% | $215.02B | -6.60% | 3.35% |
| CME | -4.80% | $82.76B | +9.21% | 1.98% |
| QXO | -3.58% | $6.51B | -35.95% | 0.00% |
| STG | -3.04% | $35.67M | +7.92% | 0.00% |
| BACK | -2.88% | $1.76M | -32.90% | 0.00% |
| OXBR | -2.64% | $19.05M | +178.18% | 0.00% |
| CLX | -2.62% | $20.81B | +20.66% | 2.88% |
ETF's related to IMOM
Correlated ETFs
| Name | Correlation | AUM | Expense Ratio |
|---|---|---|---|
| IMTM | 87.89% | $2.24B | 0.3% |
| IDMO | 87.69% | $263.51M | 0.25% |
| INTF | 83.87% | $1.18B | 0.15% |
| HFXI | 83.34% | $796.77M | 0.2% |
| EFAA | 83.21% | $117.38M | 0% |
| DBEF | 82.45% | $6.45B | 0.35% |
| IPAC | 82.43% | $2.00B | 0.09% |
| PIZ | 82.23% | $166.31M | 0.8% |
| IVLU | 81.04% | $1.74B | 0.3% |
| HEFA | 80.74% | $5.36B | 0.35% |
| LCTD | 80.67% | $250.63M | 0.2% |
| DFSI | 80.57% | $523.15M | 0.24% |
| FLJP | 80.51% | $1.94B | 0.09% |
| DMXF | 80.50% | $761.60M | 0.12% |
| TPIF | 80.48% | $110.97M | 0.62% |
| DIVI | 80.18% | $968.44M | 0.09% |
| QEFA | 80.13% | $914.41M | 0.3% |
| EWJ | 80.07% | $13.80B | 0.5% |
| FDT | 80.05% | $404.68M | 0.8% |
| DWM | 80.01% | $513.88M | 0.48% |
Uncorrelated ETFs
| Name | Correlation | AUM | Expense Ratio |
|---|---|---|---|
| TBIL | 1.03% | $4.38B | 0.15% |
| DFNM | -1.16% | $1.40B | 0.17% |
| XONE | -1.53% | $548.88M | 0.03% |
| MUST | 1.67% | $410.00M | 0.23% |
| AGZD | 1.86% | $142.76M | 0.23% |
| BILZ | -1.89% | $563.02M | 0.14% |
| XHLF | -2.13% | $874.27M | 0.03% |
| SHYD | 2.15% | $311.50M | 0.35% |
| MINT | 2.56% | $11.62B | 0.35% |
| JUCY | 2.69% | $324.29M | 0.6% |
| BSCO | 2.78% | $2.35B | 0.1% |
| TPMN | 2.78% | $40.60M | 0.65% |
| DBA | 3.20% | $755.88M | 0.93% |
| GBIL | 3.51% | $5.60B | 0.12% |
| TBLL | 3.68% | $1.92B | 0.08% |
| DBE | 3.86% | $50.13M | 0.77% |
| FTSM | 3.93% | $6.08B | 0.45% |
| HIGH | 4.06% | $302.78M | 0.51% |
| SOYB | -4.21% | $27.32M | 0.22% |
| XBIL | -4.28% | $637.70M | 0.15% |
Inversely Correlated ETFs
| Name | Correlation | AUM | Expense Ratio |
|---|---|---|---|
| VIXY | -59.31% | $195.31M | 0.85% |
| BTAL | -49.14% | $388.04M | 1.43% |
| TAIL | -43.52% | $67.98M | 0.59% |
| USDU | -42.20% | $201.97M | 0.5% |
| UUP | -39.09% | $309.25M | 0.77% |
| CTA | -16.52% | $350.27M | 0.78% |
| CORN | -11.79% | $61.12M | 0.2% |
| WEAT | -8.97% | $120.27M | 0.28% |
| CLOI | -6.94% | $715.40M | 0.4% |
| CCOR | -5.96% | $109.04M | 1.18% |
| XBIL | -4.28% | $637.70M | 0.15% |
| SOYB | -4.21% | $27.32M | 0.22% |
| XHLF | -2.13% | $874.27M | 0.03% |
| BILZ | -1.89% | $563.02M | 0.14% |
| XONE | -1.53% | $548.88M | 0.03% |
| DFNM | -1.16% | $1.40B | 0.17% |
| TBIL | 1.03% | $4.38B | 0.15% |
| MUST | 1.67% | $410.00M | 0.23% |
| AGZD | 1.86% | $142.76M | 0.23% |
| SHYD | 2.15% | $311.50M | 0.35% |
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Disclaimer
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.