MSCI Europe Market Neutral Momentum Short Subset Gross Index (EUR)

The MSCI Europe (Gross) Market Neutral Barra Momentum Short Sub-Index (EUR) is designed to capture the inverse performance of the Momentum style factor while maintaining controlled exposure to other style, industry, and country factors. The index is constructed by identifying securities with weak or negative Momentum characteristics. The 'Short' designation indicates that this sub-index underweights or removes securities with strong Momentum while maintaining a market-neutral approach.