IMOM
Alpha Architect International QClosed39.12−0.69 −1.74%USD
NasdaqGM · as of Oct 14, 16:00 ET · 15m delay
Open
39.37
Prev close
39.81
Day range
39.0439.37
52-week range
35.3346.17
Volume
7.37K0.55×
P/E ttm
16.58
EPS ttm
2.36
Div yield
2.39%
From 52w high
−15.28%
Alpha Architect International Quantitative Momentum ETF fund profile
Fund Profile
ETF
- Family
- Alpha Architect
- Category
- Foreign Large Blend
- Inception
- Dec 21, 2015
- Total assets
- $154.13M
- NAV
- 39.60
- Expense ratio
- 0.38%56% below category 0.85%
- Cost of $10,000 a year
- $38
- Turnover
- 411%category 45%
- Yield
- 2.39%
- Beta (3Y)
- 1.25
Top Holdings
top 10 = 20.5% of assets
| # | Holding | Weight | Last | Chg | Contribution |
|---|---|---|---|---|---|
| 1 | 7182.TJapan Post Bank Co Ltd | 2.08% | 3,015.00 | −2.52% | −5.2bp |
| 2 | DORL.TADoral Group Renewable Eneryy Resources Ltd Ordinary Shares | 2.07% | 5,360.00 | +1.44% | +3.0bp |
| 3 | 8331.TThe Chiba Bank Ltd | 2.05% | 2,525.50 | −4.12% | −8.5bp |
| 4 | 7186.TYokohama Financial Group Inc | 2.05% | 1,718.50 | −3.35% | −6.9bp |
| 5 | TEVA.TATeva Pharmaceutical Industries Ltd | 2.05% | 12,940.00 | +1.57% | +3.2bp |
| 6 | CLIS.TAClal Insurance Enterprises Holdings Ltd | 2.04% | 27,820.00 | −0.29% | −0.6bp |
| 7 | MGDL.TAMigdal Insurance & Financial Holdings Ltd | 2.04% | 1,935.00 | +0.68% | +1.4bp |
| 8 | 6752.TPanasonic Holdings Corp | 2.04% | 3,940.00 | −7.51% | −15.3bp |
| 9 | 5333.TNGK Corp | 2.03% | 5,192.00 | −6.37% | −12.9bp |
| 10 | HARL.TAHarel Insurance Investments & Financial Services Ltd | 2.03% | 18,890.00 | −0.11% | −0.2bp |
Together the top holdings moved the fund −0.42% today (weight × each holding's change; the other 80% of assets isn't shown).
Asset Mix
- Stocks
- 100.0%
Stock holdings valuation
- Price / earnings
- 17.1
- Price / book
- 2.4
- Price / sales
- 1.4
- Price / cash flow
- 11.6
Sector Weights
stock holdings
- Financials26.2%
- Industrials19.8%
- Technology16.0%
- Energy10.0%
- Materials10.0%
- Utilities8.0%
- Health Care2.0%
- Real Estate2.0%
- Consumer Staples2.0%
- Consumer Disc.2.0%
- Communication1.9%
Risk
vs the fund's benchmark
| Period | Volatility | Sharpe | Beta | Alpha | R² |
|---|---|---|---|---|---|
| 3Y | 18.9% | 0.92 | 1.25 | −1.72 | 78 |
| 5Y | 19.8% | 0.24 | 1.13 | −2.58 | 78 |
| 10Y | 18.4% | 0.31 | 1.07 | −2.28 | 76 |
Trailing Returns
total return vs SPY (S&P 500) · to Oct 14, 2026
| Period | IMOM | SPY | Difference |
|---|---|---|---|
| 1M | −2.84% | +1.40% | −4.24 pts |
| 3M | −7.43% | +2.62% | −10.05 pts |
| YTD | +2.61% | +13.74% | −11.13 pts |
| 1Y | +11.17% | +17.47% | −6.30 pts |
| 3Y ann. | +21.27% | +22.75% | −1.48 pts |
| 5Y ann. | +6.25% | +13.21% | −6.96 pts |
| 10Y ann. | +6.83% | +15.51% | −8.68 pts |
Calendar-Year Returns
last 10 years