MSCI EAFE Momentum Tilt Index

The MSCI EAFE Momentum Tilt Index is based on MSCI EAFE, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) countries around the world, excluding the US and Canada. 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.