EMGF iShares FactorSelect MSCI Emerging ETF

Seeks to track, before fees and expenses, the MSCI Emerging Markets Diversified Multiple-Factor Index. The Index is composed of stocks of large- and mid-capitalization companies in emerging markets that have favorable exposure to target style factors subject to constraints. The Index is based on MSCI Emerging Markets index, its parent index, which includes large and mid cap stocks across Emerging Markets countries. The Index aims to maximize exposure to four factors – Value, Momentum, Quality and Low Size -- while maintaining a risk profile similar to that of the underlying parent index. The Index is constructed using a Barra Equity Model to maximize the index-level exposure to the targeted style factors while maintaining market risk similar to the parent index.

$40.45  -0.41 (-0.99%)
As of 03/24/2023 10:22:31 EST     IEX book   CBOE book

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ETF Information

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Sponsor:     iShares
Category1:  Global Equity
Category2:  Emerging markets
Category3:  Large and mid cap
Morningstar category:  Diversified Emerging Mkts
Leverage factor:  1.00
Inception date:  12/08/2015
Index tracking method: Passive replication
Current yield:  4.06%
Historical average yield:  2.46%
Market cap:  $886,662,000
Average volume:  143,823
Fees:     0.4500%

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Index Information

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MSCI Emerging Market Diversified Multiple-Factor Index
Index symbol:  M1EMDV
Provider:   MSCI
Index weighting:   Other
Index inception date:  02/17/2015
Backtesting data exists:   Yes
Index factsheet:  Read PDF
Number of holdings:  162  (as of 12/21/2017)
Strategy:  Multi-factor investing
Rebalanced:  Semi-annually
Reconstituted:  Semi-annually
Factors used to select securities:
Quality Value Size Momentum