MSCI Saudi Arabia IMI Momentum Tilt Index

The MSCI Saudi Arabia IMI Momentum 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 Momentum strategy with relatively high investment capacity by tilting the market capitalization weights of all the constituents in the parent index based on their Momentum scores and then re-weighting them.