JQUAINDEX JP Morgan US Quality Factor Index

The Index selects stocks from the Russell 1000 Index based on quality characteristics. The Index assigns a quality factor score using an average of 10 metrics: ROE, Cash Flow ROI, Free Cash Flow/Sales, Cash Flow Interest Cover, Free Cash Flow/Current Liabilities, Cash Flow/Total Debt, Volatility, Change in Accruals, Balance Sheet Based Operating Accruals, Cash Flow Based Operating Accruals. The Index matches Russell 1000 sector weights.

As of 01/30/2023

Index Information
Provider:     JP Morgan
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Currency:    USD
Inception date:  10/16/2017
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Factsheet:  Read PDF
Methdology guide:  Read PDF
Number of holdings:  242  (as of 12/19/2017)

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