JMOM

JPMorgan U.S. Momentum Factor

JMOM tracks an index of US large-cap companies with strong momentum, weighted by a proprietary method.


4.6%

ALTAR Score™
Trend in ALTAR Score™
Percentile: 27th

UNDERWEIGHT

Recommendation
 
Fund Basics
Fund sponsorJPMorgan
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateNov 08, 2017
Assets (mns)$40
Expense ratio12 bp
CurrencyUSD
Constituent Breakdown
No. of constituents276
Herfindahl-Hirschman Index 72
Wgt avg mkt cap (mns)$144,898
Large cap (>$10bn)83.5%
Mid cap ($2-10bn)16.5%
Small cap (<$2bn)0.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Fund Structure
RegulationOpen-Ended Fund
DistributionsAnnually
Taxation1099
Stock selectionMomentum
WeightingProprietary
Smart-betaYes
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
MICROSOFT CORP 2.1 %
VISA INC-CLASS A SHARES 2.1 %
BERKSHIRE HATHAWAY INC-CL B 2.0 %
AMAZON.COM INC 1.9 %
VERIZON COMMUNICATIONS INC 1.8 %
MASTERCARD INC-CLASS A 1.8 %
ALPHABET INC. CLASS A 1.8 %
UNITEDHEALTH GROUP INC 1.7 %
MERCK & CO. INC. 1.6 %
APPLE INC 1.6 %
Sector Breakdown
Country Exposure
UNITED STATES 98.2 %
BRITAIN 0.5 %
CANADA 0.3 %
SWITZERLAND 0.2 %
PUERTO RICO 0.2 %
Historical Performance


Standardized Annual Returns (as of 04/30/2019)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
18.7% 9.9% 0.0% 0.0% 0.0% 0.0% 9.1%
Market Correlations
versus...BetaR-squared
S&P 5001.0294%
MSCI EAFE1.0675%
MSCI Emg Mkts0.7151%
Liquidity Measures
Avg. volume (000)2
Turnover0.1%
Avg. Bid/Ask (% of price)0.12%
ADV of underlying (mns)$82,929
Technical Indicators
Recent close$27.60
30d moving avg.$27.98
Annualized volatility15.7%
Relative strength (RSI)47
Short interest (ETF)0.2%
Short interest (underlying)0.0%
Distributions
Total Cost of Ownership Detail
  JMOM Difference
Fund expenses -- --
Bid/Ask spread -- --
Round-trip commission -- -- --
Total Cost of Ownership -- -- --

Total Cost of Ownership over Time


Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

Alternative ETFs
Ticker Fund Name Overlap
vs. JMOM
Expenses
vs. JMOM
ALTAR Score™
vs. JMOM
FDMO Fidelity Momentum Factor 48.2% +17 bp +0.2%
OMOM Oppenheimer Russell 1000 Momentum Factor 48.0% +7 bp +0.8%
IUSG iShares Core U.S. Growth 44.4% -8 bp +0.5%
VOOG Vanguard S&P 500 Growth 44.3% +3 bp +0.3%
SPYG SPDR Portfolio S&P 500 Growth 44.3% -8 bp +0.4%
IVW iShares S&P 500 Growth 44.2% +6 bp +0.3%
JQUA JPMorgan U.S. Quality Factor 43.4% 0 bp +1.4%
MMTM SPDR S&P1500 Momentum Tilt 42.7% 0 bp +0.8%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity 41.1% -3 bp +2.0%
IWF iShares Russell 1000 Growth 40.8% +8 bp +0.8%
VONG Vanguard Russell 1000 Growth 40.8% 0 bp +0.9%
SCHG Schwab U.S. Large-Cap Growth 40.5% -8 bp +0.8%
VUG Vanguard Growth ETF 39.6% -7 bp +0.6%
SPLG SPDR Portfolio Large Cap 39.5% -9 bp +1.5%
VONE Vanguard Russell 1000 38.7% 0 bp +1.5%
SCHX Schwab U.S. Large-Cap 38.6% -9 bp +1.6%
IWB iShares Russell 1000 38.6% +3 bp +1.5%
VV Vanguard Large-Cap ETF 38.6% -7 bp +1.6%
DHVW Diamond Hill Valuation-Weighted 500 38.5% -2 bp -4.6%
BBUS JP Morgan Betabuilders U.S. Equity 38.4% -10 bp +1.6%

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Results & Estimates
  2014 2015 2016 2017 2018 2019E 2020E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
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Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

Content on this tab for Individual & Professional subscribers only

Valuation Metrics
  2018 2019E 2020E
Price-to-sales --x --x --x
Price-to-earnings --x --x --x
Price-to-cash flow --x --x --x
Price-to-growth --x --x --x
Price-to-book value --x --x --x
Yield --% --% --%

Some content on this tab for Individual & Professional subscribers only

ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

JMOM

4.6%

Cat. Avg

6.0%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™4.6%
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 678 funds in the US Equities category, with an average ALTAR Score™ of 6.0% and a standard deviation of 2.4%. JMOM's ALTAR Score™ is approximately 0.6 standard deviations below the category average. This places JMOM in the 27th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Breakdown
Composite
JMOM
Peer Average
SELL
U/W
HOLD
O/W
BUY



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Where to Trade JMOM
Commission
on JMOM1
# of Commission
-free ETFs2
 
$0.00 2,326
$0.00 2,102
$0.00 500
$1.00 54
$4.95 357
$4.95 114
$6.95 308
$6.95 291
Notes: 1. Commission of $0.00 indicates the fund is on the firm's recently published "Commission Free" list. Non-zero commissions represent each firm's standard commission rate based on our periodic review of firms' websites. Your commission may vary depending on account type and other factors. "Commission Free" ETF trades may be subject to additional requirements including minimum holding periods. 2. Not a complete list. Subject to change.
Portfolio composition files licensed from DTCC. Fundamental data for individual fund constituents sourced from FactSet Research Systems.