Momentum Indexes
Our Momentum Indexes provide investors with a transparent benchmark for high momentum companies — those showing strong performance over the past 12 months that also appear poised to benefit from continued trends and market conditions. Momentum, categorized as a “persistence” factor, has historically benefited from continued market trends.
Target benefitsIdentify prevailing market trends
Peer into momentum strategies across geographies, sectors and market-cap sizes.
Leverage the momentum factor, historically one of the strongest generators of excess returns.
Target securities based on risk-adjusted performance; aim to mitigate momentum crashes and reduce unnecessary turnover.
How we build our indexes
We select a subset of securities with the highest momentum scores from the parent index. The resulting index is then weighted based on each security’s score.
Our indexes aim to reflect the performance of a momentum strategy across geographies and markets, including the U.S., Japan, Europe and emerging markets, as well as for small-cap equities for the U.S.
Momentum IndexesView performance details, fact sheets and more
These Additional Terms of Use govern your access or use of the index data and related information and materials on the MSCI web site ("Index Data"). Initial and subsequent access and use of the MSCI web site and Index Data is subject to these Additional Terms of Use.
The Index Data is for informational, non-commercial purposes only, and the user of the information contained in the Index Data assumes the entire risk of any use made of the Index Data. You understand and agree that the Index Data is provided "as is" and MSCI does not warrant the accuracy, completeness, non-infringement, originality, timeliness or any other characteristic of the Index Data.
The Index Data is not an offer or recommendation to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Further, none of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. Historical data and analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. Reproduction, redistribution or any other form of copying or transmission of the Index Data without MSCI's prior written consent is strictly prohibited. Without limiting the generality of the foregoing, the Index Data and other MSCI intellectual property you access via the MSCI web site may not, without MSCI's prior written permission, be used as a basis for any financial instruments or products (including, without limitation, passively managed funds and index-linked derivative securities) or other products or services, or used to verify or correct data in any other compilation of data or index, or used to create any other data or index (custom or otherwise), or used to create any derivative works, or used for any other commercial purposes.
For further details,