FLQEI LibertyQ Emerging Markets Index

The Index includes stocks from emerging markets countries that have favorable exposure to four investment style factors–quality, value, momentum and low volatility. A style factor z-score for each security in the MSCI Emerging Market Index (the Parent Index) is calculated by combining sector relative z-scores of the underlying descriptors. A sector relative z-score is computed for an underlying descriptor by standardizing the individual descriptor z-scores within specific sector groups. The composite factor z-score is then computed by custom weighting the style factors z-score. All the constituents of the Parent Index are ranked based on their composite factor z-score and 200 securities with the highest rank are selected. The securities included are weighted by the product of their market cap weight in the parent index and their composite factor score. Issuer weights are capped at 1%. The Index is rebalanced on a semi-annual basis, as of the close of the last business day of May and November.

As of 07/04/2017

Index Information
Provider:     MSCI
Category1:  Global Equity
Category2:  Emerging markets
Category3:  Large and mid cap
Currency:    USD
Inception date:  04/18/2016
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Factsheet:  Read PDF
Number of holdings:  200
Rebalanced:  Semi-annually

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