FTJPEMTR FTSE Emerging Diversified Factor Total Return Index

This is the total return version of FTJPEMPR. 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 02/05/2023

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:  FTJPEMPR

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