JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF

Seeks to track, before fees and expenses, the Russell Midcap Diversified Factor Index. The Index allocates the stocks in the Russell Midcap Index into eight custom sectors. Each stock is then ranked using a composite score of 0.5 * Book to price ratio + 0.5 * Dividend Yield + Return on equity + Momentum. The top 70% scoring stocks in each of the eight custom sectors are included in the index. All stocks selected are weighted by the reciprocal of stock volatility.

$93.82  +1.78 (1.94%)
As of 12/07/2021 14:59:43 EST     IEX book   CBOE book


ETF Information
Sponsor:     J.P. Morgan ETFs
Category1:  US Equity
Category2:  Broad market
Category3:  Mid cap
Morningstar category:  Mid-Cap Blend
Leverage factor:  1.00
Inception date:  05/11/2016
Index tracking method: Passive replication
Current yield:  1.30%
Historical average yield:  1.47%
Market cap:  $227,033,000
Average volume:  11,847
Fees:     0.2400%

Index Information
Russell Midcap Diversified Factor Index
Index symbol:  FTJPMEPR
Provider:   FTSE Russell
Total return index symbol:  FTJPMETR
Index weighting:   Volatility
Index inception date:  04/29/2016
Backtesting data exists:   Yes
Index factsheet:  Read PDF
Number of holdings:  587  (as of 11/28/2017)
Strategy:  Multi-factor investing
Factors used to select securities:

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