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EURO iSTOXX® Smart Quality Momentum Value
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The index replicates an investment in a subset of the EURO STOXX 50 index constituents. The stocks are screened based on the basis of a combined quality-momentum-value metric. The eligible stocks are ordered by their combined metric and divided into three equally-sized groups. The stocks in the first group will be equally-weighted to reach a total weight of 66.66%, those in the second group will be equally-weighted to reach a total weight of 33.33%, while those in the third group will not be part of the index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.