Dow Jones U.S. Thematic Market Neutral Momentum Index

Ticker:

DJTMNMO

The index is designed to measure the performance of a long/short  strategy utilizing long positions in high-momentum companies and short positions in low-momentum companies. Momentum is calculated by ranking stocks by their 12-month historical total return, starting one month prior to reconstitution. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.

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