MSCI ACWI Ex USA Quantitative Momentum Index

The MSCI ACWI ex USA Quantitative Momentum Index is based on the MSCI ACWI ex USA Index, its parent index, which includes large and mid-cap stocks across Developed markets (excluding the US) and Emerging markets. 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.