MSCI Saudi Arabia IMI Volatility Tilt Index

The MSCI Saudi Arabia IMI Volatility 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 volatility strategy with relatively high investment capacity. It is constructed by tilting the market capitalization weights of all the constituents in the parent index based on the inverse of security price variance and then re-weighting them.