DZETR Dynamic Semiconductor Intellidex Total Return Index

This is the total return version of DZE. The Index is designed to provide capital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, earnings momentum, quality, management action, and value. The Index is comprised of common stocks of 30 US semiconductors companies. These are companies that are principally engaged in the manufacture of semiconductors. The Index is constructed and weighted as follows: a) Eight of the top-ranked relatively larger stocks are selected and collectively receive 40% of the total index weight (each larger stock receives on average 5%). The eight component stocks selected are the components with the best Model Score in the group of larger stocks. b) Twenty-two of the top-ranked relatively smaller stocks are selected and collectively receive 60% of the total index weight (each smaller stock receives on average 2.73%). The twenty-two component stocks selected are the components with the best Model Score in the group of smaller stocks.

4,916.81
As of 09/08/2017


Index Information
Provider:     ICE (NYSE)
Category1:  US Equity
Category2:  Single industry
Category3:  Semiconductors
Currency:    USD
Inception date:  04/25/2003
Backtesting data exists:   No
Weighting methodology:   Other
Number of holdings:  30
Total return version:  DZE


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