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ETFs

Alpha Architect U.S. Quantitative Momentum ETF

QMOM
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Today’s Change
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Snapshot
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Inception Date
Dec 02 2015
Expense Ratio
0.39%
Type
US Equities
Fund Owner
Alpha Architect
Volume (1m avg. daily)
$564,518
AUM
$142,449,900
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

FTI
TechnipFMC plc
2.39%
ACGL
Arch Capital Group Ltd
2.26%
WFRD
Weatherford International plc - Ordinary Shares - New
2.17%
NU
Nu Holdings Ltd - Ordinary Shares Class A
2.16%
RELY
Remitly Global Inc
2.13%
TDW
Tidewater Inc. - Ordinary Shares - New
2.12%
ALSN
Allison Transmission Holdings Inc
2.11%
URBN
Urban Outfitters, Inc.
2.11%
GE
General Electric Co.
2.10%
IGT
International Game Technology PLC
2.09%
Invest with QMOM

What is QMOM?

QMOM is an Active ETF. The strategy seeks to buy stocks with the highest quality momentum. The strategy stock selection algorithm is fully automated.

ETFs related toQMOM

ETFs correlated to QMOM include VFMO, FV, CVRD

QMOM
EA Series Trust - Alpha Architect U.S. Quantitative Momentum ETF
VFMO
Vanguard Group, Inc. - Vanguard U.S. Momentum Factor ETF
FV
First Trust Exchange-Traded Fund III - First Trust Dorsey Wright Focus 5 ETF
CVRD
Madison ETFs Trust - Madison Covered Call ETF
QVAL
EA Series Trust - Alpha Architect U.S. Quantitative Value ETF
XMMO
Invesco Capital Management LLC - Invesco S&P MidCap Momentum ETF
COWZ
Pacer Funds Trust - Pacer US Cash Cows 100 ETF
DWAS
Invesco Capital Management LLC - Invesco Dorsey Wright SmallCap Momentum ETF
LSAF
Two Roads Shared Trust - LeaderShares AlphaFactor US Core Equity ETF
FNY
First Trust Exchange-Traded Fund III - First Trust Mid Cap Growth AlphaDEX Fund
PXI
Invesco Capital Management LLC - Invesco Dorsey Wright Energy Momentum ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

QMOM is a US Equities ETF. QMOM is an Active ETF. The strategy seeks to buy stocks with the highest quality momentum. The strategy stock selection algorithm is fully automated.

Yes, QMOM is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, QMOM is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on QMOM is -0.0318%. This is the percent change in the value of QMOM over the most recent 1-month period. The 3-month return on QMOM is -0.0504%. This is the percent change in the value of QMOM over the most recent 3-month period.

The standard deviation of QMOM for the past year is 0.2163%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to QMOM include PKW, VIXY, and XYLD.

ETFs correlated to QMOM include VFMO, FV, and CVRD.

ETFs that are inversely correlated to QMOM include DRIP, OILD, and DUG.

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.