MSCI EAFE Small Cap Momentum Index

The MSCI EAFE Small Cap Momentum Index is based on MSCI EAFE Small Cap Index, its parent index, which includes small cap stocks across Developed Markets (DM) countries excluding the US and Canada. 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.