MSCI Japan IMI Momentum Tilt Index

The MSCI Japan Investable Market Index (IMI) Momentum Tilt Index is based on MSCI Japan IMI, its parent index, which includes large, mid and small-cap stocks of the Japanese market. 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.