MSCI Korea IMI Momentum Capped Index
The MSCI Korea IMI Momentum Capped Index is based on MSCI Korea IMI Index, its parent index, which includes large, mid and small cap stocks of the Korean market. 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. The index further limits concentration by constraining the maximum weight of a company to 30% on a daily basis.
Data as of June 30, 2025