MSCI Europe Momentum Tilt Index

The MSCI Europe Momentum Tilt Index is based on MSCI Europe, its parent index, which includes large and mid-cap stocks across Developed Markets countries in Europe. It aims to reflect the performance of a Momentum strategy with relatively high investment capacity. The indexes are created by tilting the market capitalization weights of all the constituents in the parent index based on the Momentum scores and then re-weighting them.