MSCI Europe Market Neutral Barra Momentum Gross Index (EUR)

The MSCI Europe (Gross) Market Neutral Barra Momentum Index (EUR) is designed to capture systematic returns associated with the Momentum style factor while maintaining controlled exposure to other factors such as industry, country, and other style factors. The index is optimized to achieve high exposure to the Momentum factor with low tracking error relative to the corresponding Pure Factor portfolio. The index is denominated in euros (EUR) and reflects gross returns.