MMTM SPDR S&P 1500 Momentum Tilt ETF

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  • MMTM
  • Category
  • All Cap Equities
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MMTM - Profile

Vitals

Investment Themes

Alternative ETFs in the All Cap Equities Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The index applies an alternative weighting methodology to the S&P 1500 Index so that stocks with relatively high momentum are overweight relative to the S&P 1500 Index and stocks with relatively low momentum are underweight. In constructing the Index, S&P estimates the momentum of each stock in the S&P 1500 Index based on its price performance over the 11 months ending one month before the index rebalancing date, and ranks all 1,500 Index constituents in order of momentum.

Realtime Rating

MMTM - Realtime Rating

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Realtime Rating Summary

MMTM is a passive ETF that seeks to replicate S&P 1500 Positive Momentum Tilt Index. The index applies an alternative weighting methodology to the S&P 1500 Index so that stocks with relatively high momentum are overweight relative to the S&P 1500 Index and stocks with relatively low momentum are underweight. In constructing the Index, S&P estimates the momentum of each stock in the S&P 1500 Index based on its price performance over the 11 months ending one month before the index rebalancing date, and ranks all 1,500 Index constituents in order of momentum.

The adjacent table gives investors an individual Realtime Rating for MMTM on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

MMTM Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity C n/a
Expenses B+ n/a
Performance
Volatility
Dividend
Concentration

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MMTM In-Depth Analysis

The following tables and charts contain in-depth metrics for MMTM and compare it to similar peer ETFs within its ETFdb Category.

Holdings

MMTM - Holdings

Filings Data as of: May 04, 2015
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Concentration Analysis

This section compares how balanced and deep MMTM is relative to the peer group ETFdb Category.

Number of Holdings
MMTM Rank:
MMTM 1348
Category Low
Category High
% Assets in Top 10
MMTM Rank:
MMTM 17.04%
Category Low
Category High

MMTM Asset Allocation

Asset Percentage
U.S. Stocks 98.22%
International Stocks 1.61%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.17%
Other 0.0%

MMTM Sector Breakdown

Sector Percentage
Technology 19.92%
Health Care 19.69%
Consumer Cyclical 13.93%
Financial Services 13.37%
Industrials 10.52%
Consumer Defensive 8.73%
Real Estate 3.82%
Communication Services 2.63%
Basic Materials 2.52%
Utilities 2.41%
Energy 2.29%

MMTM Market Cap Breakdown

Market Cap Percentage
Giant 44.54%
Large 32.8%
Medium 16.88%
Small 4.21%
Micro 0.91%

MMTM Region Breakdown

Region Percentage
U.S. 98.22%
Europe 1.14%
Asia (Emerging) 0.28%
Asia (Developed) 0.04%
Latin America 0.01%
Japan 0.0%
Africa 0.0%
Australia 0.0%
Canada 0.0%
Middle East 0.0%

MMTM Market Tier Breakdown

Region Percentage
Developed 99.54%
Emerging 0.28%

MMTM Country Breakdown

Country Percentage
United States 98.22%
Ireland 0.99%
China 0.28%
Switzerland 0.15%
United Kingdom 0.15%
Singapore 0.04%
Colombia 0.0%
Puerto Rico 0.0%
Other 0.17%
Expense

MMTM - Expenses & Fees

This section compares the cost efficiency of MMTM to peers in the same ETFdb Category.

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Expenses Ratio Analysis

Expense Ratio
MMTM Rank:
MMTM 0.12%
Category Low
Category High

Commission Free Trading in MMTM

MMTM is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 13 other ETFs in the All Cap Equities ETFdb Category that are also eligible for commission free trading:

Performance

MMTM - Performance

This section shows how MMTM has performed relative to its peer group ETFdb Category.

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1 Week Return
MMTM Rank:
MMTM 1.12%
Category Low
Category High
4 Week Return
MMTM Rank:
MMTM 0.71%
Category Low
Category High
13 Week Return
MMTM Rank:
MMTM 1.15%
Category Low
Category High
26 Week Return
MMTM Rank:
MMTM 3.42%
Category Low
Category High
Year to Date Return
MMTM Rank:
MMTM 2.89%
Category Low
Category High
1 Year Return
MMTM Rank:
MMTM 14.83%
Category Low
Category High
3 Year Return
MMTM Rank:
No Ranking Available
Category Low
Category High
5 Year Return
MMTM Rank:
No Ranking Available
Category Low
Category High
Charts

MMTM - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of MMTM relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

MMTM - Valuation

This section shows how the P/E multiple of MMTM compares to the peer group ETFdb Category.

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P/E Ratio
MMTM Rank:
MMTM 17.72
Category Low
Category High

As of May 22, 2015

Dividend

MMTM - Dividend

This section shows how the dividend yield of MMTM compares to the peer group ETFdb Category.

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Annual Dividend Yield
MMTM Rank:
MMTM 1.61%
Category Low
Category High

As of May 22, 2015

Technicals

MMTM - Technicals

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MMTM Volatility Analysis

This section shows how the volatility of MMTM compares to the peer group ETFdb Category.

5 Day Volatility
MMTM Rank:
MMTM 4.70%
Category Low
Category High
20 Day Volatility
MMTM Rank:
MMTM 5.31%
Category Low
Category High
50 Day Volatility
MMTM Rank:
MMTM 11.03%
Category Low
Category High
200 Day Volatility
MMTM Rank:
MMTM 12.32%
Category Low
Category High
Beta
MMTM Rank:
MMTM 0.86
Category Low
Category High
Standard Deviation
MMTM Rank:
MMTM 3.63%
Category Low
Category High

MMTM Technicals

  • 20 Day MA: $89.67
  • 60 Day MA: $88.95
  • MACD 15 Period: 0.90
  • MACD 100 Period: 2.41
  • Williams % Range 10 Day: n/a
  • Williams % Range 20 Day: n/a
  • RSI 10 Day: 74
  • RSI 20 Day: 63
  • RSI 30 Day: 59
  • Ultimate Oscillator: 83

MMTM Bollinger Bands

  • Lower Bollinger (10 Day): $88.57
  • Upper Bollinger (10 Day): $91.01
  • Lower Bollinger (20 Day): $88.60
  • Upper Bollinger (20 Day): $90.75
  • Lower Bollinger (30 Day): $88.23
  • Upper Bollinger (30 Day): $90.63

MMTM Support & Resistance

  • Support Level 1: n/a
  • Support Level 2: $90.50
  • Resistance Level 1: n/a
  • Resistance Level 2: $90.50

MMTM Stochastic

  • Stochastic Oscillator %D (1 Day): 51.03
  • Stochastic Oscillator %D (5 Day): 92.55
  • Stochastic Oscillator %K (1 Day): 50.62
  • Stochastic Oscillator %K (5 Day): 78.52
Fact Sheet

MMTM - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.