JMOM
JPMorgan U.S. Momentum Factor ETF
JMOM tracks an index of US large-cap companies with strong momentum, weighted by a proprietary method.
Fund Basics
Fund sponsor | JPMorgan |
Category | US Equities |
Asset class | Equity |
Website | link... |
Inception date | Nov 08, 2017 |
Assets (mns) | $844 |
Expense ratio | 12 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Annually |
Taxation | 1099 |
Stock selection | Momentum |
Weighting | Proprietary |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | No |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
NVIDIA CORP | 3.0 % |
META PLATFORMS INC | 2.6 % |
BROADCOM INC. | 2.5 % |
ELI LILLY & CO | 2.3 % |
MICROSOFT CORP | 1.9 % |
BERKSHIRE HATHAWAY INC-CL B | 1.8 % |
APPLE INC | 1.6 % |
HOME DEPOT INC | 1.6 % |
COSTCO WHOLESALE CORP | 1.4 % |
ABBVIE INC | 1.4 % |
Constituent Breakdown
Number of holdings | 285 |
Herfindahl-Hirschman Index | 78 |
Wgt avg mkt cap (mns) | $345,559 |
Large cap (>$10bn) | 93.9% |
Mid cap ($2-10bn) | 5.9% |
Small cap (<$2bn) | 0.0% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 95.6 % | |
IRELAND | 1.0 % | |
BRITAIN | 0.9 % | |
BERMUDA | 0.7 % | |
SWITZERLAND | 0.6 % |
Historical Performance
Standardized Annual Returns (as of 03/31/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
---|---|---|---|---|---|---|
15.4% | 34.6% | 11.0% | 11.6% | 15.2% | -- | 13.4% |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 1.04 | 94% |
MSCI EAFE | 0.90 | 65% |
MSCI Emg Mkts | 0.63 | 34% |
Liquidity Measures
Avg. volume (000) | 54 |
Turnover | 0.3% |
Avg. Bid/Ask (% of price) | 0.16% |
ADV of underlying (mns) | $175,525 |
Technical Indicators
Recent close | $50.44 |
30d moving avg. | $43.30 |
Annualized volatility | 19.0% |
Relative strength (RSI) | 79 |
Short interest (ETF) | 0.2% |
Short interest (underlying) | 2.5% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. JMOM |
Expenses vs. JMOM |
ALTAR Score™ vs. JMOM |
---|---|---|---|---|
JQUA | JPMorgan U.S. Quality Factor ETF | 49.0% | 0 bp | +0.9% |
FLQL | Franklin LibertyQ U.S. Equity ETF | 45.5% | +3 bp | +1.2% |
ACVF | American Conservative Values ETF | 45.2% | +63 bp | -0.4% |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 44.5% | +17 bp | +1.5% |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 44.2% | -3 bp | +1.0% |
ROUS | Hartford Multifactor US Equity ETF | 43.8% | +7 bp | +1.6% |
MTUM | iShares MSCI USA Momentum Factor ETF | 43.3% | +3 bp | -1.1% |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 42.5% | +3 bp | +0.1% |
STXG | Strive 1000 Growth ETF | 42.5% | +6 bp | -0.6% |
JHML | John Hancock Multifactor Large Cap ETF | 42.2% | +17 bp | +0.8% |
Risk and Returns: JMOM vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 4/25/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
JMOM
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
JMOM
4.8%
Cat. Avg
5.8%
Fund Category: US Equities
Avg. Return on Equity | --% |
Divided by: Fwd. P/BV | --x |
Less: Expenses | -- bp |
Equals: ALTAR Score™ | 4.8% |
Recommendation
UNDERWEIGHT
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.
Category Overview
There are 886 funds in the US Equities category, with an average ALTAR Score™
of 5.8% and a standard deviation of
2.7%. JMOM's ALTAR Score™ is approximately
0.4 standard deviations
below
the category average. This places JMOM in the 36th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
JMOM
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
Latest price | |
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Today's Trading
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Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
JMOM | 12.0 | 16.3 | 28.3 |
Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .