MSCI Europe Momentum Tilt Index

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