SPMMUP S&P MidCap 400 Momentum Index

The Index ranks all securities in the S&P Midcap 400 Index in descending order by momentum score into five quintiles. Momentum is based on 12 month price change. Securities with the highest scores (the 1st Quintile) are then selected for index inclusion. Stocks are weighted by the product of the market cap and the momentum score.

As of 11/30/2022

Index Information
Provider:     S&P Dow Jones
Category1:  US Equity
Category2:  Broad market
Category3:  Mid cap
Currency:    USD
Inception date:  11/12/2017
Backtesting data exists:   Yes
Weighting methodology:   Momentum score
Number of holdings:  78  (as of 12/04/2019)
Rebalanced:  Semi-annually
Reconstituted:  Semi-annually

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