MSCI ACWI ex Japan Momentum Index

The MSCI ACWI ex Japan Momentum Index is based on the MSCI ACWI ex Japan Index, its parent index, which includes large and mid-cap stocks across Developed and Emerging Markets, excluding Japan. The index 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.