FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF

Seeks to track, before fees and expenses, the LibertyQ US Mid Cap Equity Index, an index that selects stocks from the Russell Mid Cap 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 200 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.

$43.90  +0.99 (2.31%)
As of 11/30/2022 16:00:00 EST     IEX book   CBOE book

ETF Information
Sponsor:     Franklin Templeton
Category1:  US Equity
Category2:  Broad market
Category3:  Mid cap
Morningstar category:  Mid-Cap Blend
Leverage factor:  1.00
Inception date:  04/21/2017
Index tracking method: Passive replication
Current yield:  1.32%
Historical average yield:  1.32%
Market cap:  $120,148,000
Average volume:  18,086
Fees:     0.3000%

Index Information
LibertyQ US Mid Cap Equity Index
Index symbol:  FLQM1
Provider:   FTSE Russell
Index weighting:   Composite scores
Index inception date:  12/30/2016
Backtesting data exists:   No
Index methdology guide:  Read PDF
Number of holdings:  200
Strategy:  Multi-factor investing
Factors used to select securities:

2022 © Stock Market MBA, Inc. Terms of use | Privacy policy