(MTUM) MSCI USA Momentum Factor - Overview
Etf: Large-Cap, Growth, Momentum, Technology, Healthcare
Dividends
| Dividend Yield | 0.97% |
| Yield on Cost 5y | 1.37% |
| Yield CAGR 5y | 22.88% |
| Payout Consistency | 91.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 28.6% |
| Relative Tail Risk | 4.06% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.48 |
| Alpha | -2.41 |
| Character TTM | |
|---|---|
| Beta | 1.098 |
| Beta Downside | 1.084 |
| Drawdowns 3y | |
|---|---|
| Max DD | 20.99% |
| CAGR/Max DD | 1.05 |
Description: MTUM MSCI USA Momentum Factor December 19, 2025
The iShares MSCI USA Momentum Factor ETF (BATS: MTUM) seeks to track an index that selects U.S. large-cap stocks with the strongest relative price-momentum characteristics, allocating at least 80 % of assets to the index’s constituents or securities that are economically equivalent. By focusing on momentum rather than pure market-cap weighting, the fund aims to capture the tendency of high-performing stocks to continue outperforming in the short- to medium-term.
Key quantitative attributes (as of Q3 2025) include an expense ratio of 0.15 % and an annual turnover of roughly 45 %, reflecting the active rebalancing needed to maintain momentum exposure. The ETF’s top holdings are heavily weighted toward information-technology (≈30 %) and consumer discretionary (≈20 %) sectors, which have benefited from robust earnings growth and resilient consumer spending. Performance has historically out-performed the MSCI USA Index by an average of 2–3 % per year during rising-rate environments, though the strategy exhibits higher volatility (beta ≈1.2) and can underperform in sideways markets.
For a deeper, data-driven view of MTUM’s risk-adjusted returns and sector dynamics, you may find the analytics on ValueRay useful as a next step in your research.
What is the price of MTUM shares?
Over the past week, the price has changed by -0.94%, over one month by -1.79%, over three months by +2.93% and over the past year by +13.21%.
Is MTUM a buy, sell or hold?
What are the forecasts/targets for the MTUM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 291.7 | 15.1% |
MTUM Fundamental Data Overview February 03, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 21.20b USD (21.20b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 21.20b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 21.20b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.96% (E(21.20b)/V(21.20b) * Re(9.96%) + (debt-free company))
Discount Rate = 9.96% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)