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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)
$727,504
AUM
$124,635,300
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

FSLR
First Solar Inc
2.69%
SMCI
Super Micro Computer Inc
2.41%
AXON
Axon Enterprise Inc
2.31%
ASO
Academy Sports and Outdoors Inc
2.29%
LLY
Lilly(Eli) & Co
2.28%
SRPT
Sarepta Therapeutics Inc
2.27%
RMBS
Rambus Inc.
2.19%
PI
Impinj Inc
2.14%
MPC
Marathon Petroleum Corp
2.14%
ELF
e.l.f. Beauty Inc
2.13%
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 FV, VFMO, DRLL

QMOM
EA Series Trust - Alpha Architect U.S. Quantitative Momentum ETF
FV
First Trust Exchange-Traded Fund III - First Trust Dorsey Wright Focus 5 ETF
VFMO
Vanguard Group, Inc. - Vanguard U.S. Momentum Factor ETF
DRLL
EA Series Trust - Strive U.S. Energy ETF
FXN
First Trust Exchange-Traded Fund III - First Trust Energy AlphaDEX Fund
IGE
BlackRock Institutional Trust Company N.A. - iShares North American Natural Resources ETF
GUSH
Direxion Shares ETF Trust - Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 3X Shares
XOP
SPDR Series Trust - SPDR Oil & Gas Exploration and Production ETF
PXI
Invesco Capital Management LLC - Invesco DWA Energy Momentum ETF
FTXN
First Trust Exchange-Traded Fund III - First Trust Nasdaq Oil & Gas ETF
FCG
First Trust Exchange-Traded Fund III - First Trust Natural Gas 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 -0.0636%. This is the percent change in the value of QMOM over the most recent 1-month period. The 3-month return on QMOM is -0.08%. 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 0.2705%. 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 HDGE, XYLD, and QYLD.

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

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

Disclaimers

*

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.