FLQL1 LibertyQ US Large Cap Equity Index

The Index selects stocks from the Russell 1000 index that have favorable exposure to four investment style factors - quality, value, momentum and low volatility. The index ranks every stock using a composite scoring system that ranks stocks 50% on quality scores, 30% on value scores, 10% on momentum scores, and 10% on volatility. The index selects the top 250 stocks based on the composite scores. The selected stocks are assigned weights in the proportion to their market cap weight x their composite factor score, subject to a 1% cap per stock.

As of 12/01/2022

Index Information
Provider:     FTSE Russell
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Country:      USA
Currency:    USD
Inception date:  12/30/2016
Backtesting data exists:   No
Weighting methodology:   Composite scores
Methdology guide:  Read PDF
Number of holdings:  250

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