JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF

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JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF

Seeks to track, before fees and expenses, the Russell 2000 Diversified Factor Index. The index allocates the stocks in the Russell 2000 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. The index selects around 840 stocks. All stocks selected are weighted by the reciprocal of stock volatility.

$41.54  +0.70 (1.71%)
As of 11/30/2022 15:38:26 EST     IEX book   CBOE book


ETF Information
Sponsor:     J.P. Morgan ETFs
Category1:  US Equity
Category2:  Broad market
Category3:  Small cap
Morningstar category:  Small Blend
Leverage factor:  1.00
Inception date:  11/15/2016
Index tracking method: Passive replication
Current yield:  1.39%
Historical average yield:  1.15%
Market cap:  $308,342,000
Average volume:  37,996
Fees:     0.2900%

Index Information
Russell 2000 Diversified Factor Index
Index symbol:  FTJPSEPR
Provider:   FTSE Russell
Total return index symbol:  FTJPSETR
Index weighting:   Volatility
Index inception date:  09/30/2016
Backtesting data exists:   Yes
Number of holdings:  840
Strategy:  Multi-factor investing
Factors used to select securities:

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