MSCI AC Asia ex Japan Momentum Index

The MSCI AC Asia ex Japan Momentum Index is based on MSCI AC Asia ex Japan Index, its parent index, which captures large and mid cap representation across Developed Markets (DM) countries (excluding Japan) and Emerging Markets (EM) countries in Asia. It is designed to reflect the performance of an equity momentum strategy by emphasizing stocks with high price momentum, while maintaining reasonably high trading liquidity, investment capacity and moderate index turnover.