MSCI Saudi Arabia IMI Size Tilt Index

The MSCI Saudi Arabia IMI Size Tilt Index is based on the MSCI Saudi Arabia IMI Index, its parent index, which includes large, mid, and small-cap stocks across Saudi Arabia. The index aims to reflect the performance of a low size strategy with relatively high investment capacity. The index is constructed by including all the constituents in the parent index and weighting them using the square root of their market capitalization weight.