FTJPEMPR FTSE Emerging Diversified Factor Index

The Index is comprised of large and mid cap equity securities selected from the FTSE Emerging Index using a multi-factor selection process. Stocks in the eligible universe are scored as follows: 1) 20% on value: Book to Price ratio 2) 20% on quality scores: Return-on-Equity 3) 20% on 12 Month Forward Earnings Yield; 4) 20% on momentum. 5) 20% on earnings revision. Selected securities are weighted by market capitalization.

As of 11/28/2022

Index Information
Provider:     FTSE Russell
Category1:  Global Equity
Category2:  Emerging markets
Category3:  Large and mid cap
Currency:    USD
Inception date:  12/01/2015
Backtesting data exists:   No
Weighting methodology:   Market capitalization
Methdology guide:  Read PDF
Total return version:  FTJPEMTR

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