Dow Jones U.S. Thematic Market Neutral Momentum Index



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.

Processing ...