Alpha Architect U.S. Quantitative Momentum ETF
Key Statistics
Historical Performance
Total return including reinvested distributions, from adjusted closing prices.
Price History
Price history is being compiled for this fund.
Top Holdings
Top 25 holdings as of Mar 31, 2026 · source: SEC N-PORT. Full holdings & prospectus →
About QMOM
The Fund’s Investment StrategyThe Fund is actively managed by Alpha Architect, LLC, the Fund’s investment sub-adviser (“Alpha Architect” or the “Sub-Adviser”). Under normal circumstances, the Fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in U.S.-listed companies that meet the Sub-Adviser’s definition of momentum (“Momentum Companies”). The Fund defines Momentum Companies as companies that, within the universe of the largest 1,500 U.S.-listed stocks by market capitalization, are among the 500 with the highest cumulative total returns over the past 12 months, excluding the most recent month. The Sub-Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 200 equity securities with the highest relative momentum, as described below.The Sub-Adviser analyzes an initial universe of liquid stocks that principally trade on a U.S. exchange. Typically, the minimum market capitalization for the smallest-capitalization stocks in the initial universe is above $1 billion.The Sub-Adviser eliminates from the initial universe illiquid securities, exchange-traded funds (ETFs), and stocks of companies with less than twelve months of available financial data. The resulting universe is composed primarily of highly liquid, small-, mid- and large-cap stocks.The Sub-Adviser then employs proprietary screens to eliminate companies with issues that may negatively impact their momentum. For example, the Sub-Adviser will generally eliminate companies that measure poorly on any of the following variables: (1) past six-month momentum (lower is bad), (2) past nine-month momentum (lower is bad), and (3) beta (higher is bad).Next, the Sub-Adviser screens the remaining universe of companies to identify the companies with the highest cumulative return for the past 12 months, excluding the most recent month. Last, the Sub-Adviser employs an ensemble of momentum quality screens to identify which of the remaining companies has experienced the most consistent positive returns, as opposed to short-lived success during the 12-month period measured above. The Sub-Adviser then selects the top 50 to 200 momentum stocks.The Fund may have significant exposure to one or more of the following sectors: Information Technology, Financials, and Industrials.The Sub-Adviser will reallocate the Fund’s portfolio on a periodic basis, generally each month.
QMOM News
- (QMOM) as a Liquidity Pulse for Institutional Tactics
- (QMOM) Risk Channels and Responsive Allocation
- Ethos Financial Group LLC Reduces Holdings in Alpha Architect U.S. Quantitative Momentum ETF $QMOM
- (QMOM) Risk Channels and Responsive Allocation
- Alpha Architect U.S. Quantitative Momentum ETF (NASDAQ:QMOM) Short Interest Down 50.6% in June
- (QMOM) Movement as an Input in Quant Signal Sets
- Sankala Group LLC Invests $650,000 in Alpha Architect U.S. Quantitative Momentum ETF $QMOM
- Liquidity Mapping Around (QMOM) Price Events
- Billionaire Investor Quietly Loads Up On Construction Stocks As One Gets The Axe
Data for QMOM is aggregated from third-party providers (Tiingo, Nasdaq, Finnhub) and SEC filings, may be delayed at least 20 minutes, and may be incomplete or contain errors. Nothing here is investment advice. Verify with the official prospectus before investing.