FLQS Franklin LibertyQ U.S. Small Cap Equity ETF

Seeks to track, before fees and expenses, the LibertyQ US Small Cap Equity Index.The Index selects stocks from the Russell 2000 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 500 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.

$34.88  +0.68 (2.00%)
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:  Small cap
Morningstar category:  Small Blend
Leverage factor:  1.00
Inception date:  04/21/2017
Index tracking method: Passive replication
Current yield:  1.36%
Historical average yield:  1.24%
Market cap:  $15,389,550
Average volume:  1,137
Fees:     0.3500%

Index Information
LibertyQ US Small Cap Equity Index
Index symbol:  FLQS1
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:  500
Strategy:  Multi-factor investing
Factors used to select securities:

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