MSCI ACWI Quantitative Momentum Index

The MSCI ACWI Quantitative Momentum Index is based on the MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed markets and Emerging market countries. The index uses an optimization process that aims to maximize the exposure to the Momentum factor, while controlling for active risk, active specific risk and non-target factors relative to the parent index.