USVMINDEX MSCI USA Small Cap Select Value Momentum Blend Index

The Index calculates a Value-Momentum Z-Score for each security in the MSCI USA Small Cap Index by combining the Value and Momentum Z-scores computed within each sector. The indexes are constructed by including a set proportion of securities from the parent index with the highest Value-Momentum Z-Scores. The constituents are weighted such that securities with lower realized volatility are given higher Index weights.

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As of 11/28/2023

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Index Information

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Provider:     MSCI
Category1:  US Equity
Category2:  Broad market
Category3:  Small cap
Currency:    USD
Inception date:  07/25/2017
Backtesting data exists:   Yes
Weighting methodology:   Volatility
Factsheet:  Read PDF
Number of holdings:  510  (as of 09/30/2017)

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