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 benefits
Identify prevailing market trends

Measure with transparency and flexibility

Peer into momentum strategies across geographies, sectors and market-cap sizes.

Benchmark against high performance

Leverage the momentum factor, historically one of the strongest generators of excess returns.

Inform asset allocation

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.