S&P 500 Momentum Index
E605269
The S&P 500 Momentum Index is a stock market index that tracks U.S. large-cap companies from the S&P 500 with the strongest recent price momentum.
Statements (43)
| Predicate | Object |
|---|---|
| instanceOf |
factor index
ⓘ
momentum index ⓘ stock market index ⓘ |
| assetClass | equities ⓘ |
| basedOn | S&P 500 NERFINISHED ⓘ |
| benchmarkFamily | S&P 500 factor indices NERFINISHED ⓘ |
| calculationType |
price return version available
ⓘ
real-time index ⓘ total return version available ⓘ |
| category |
smart beta index
ⓘ
strategic beta index ⓘ |
| currency | US dollar ⓘ |
| dataFrequency | daily ⓘ |
| dataSource | constituent prices of the S&P 500 ⓘ |
| focusesOn | price momentum factor ⓘ |
| geographicFocus | United States NERFINISHED ⓘ |
| governingBody | S&P Dow Jones Indices Index Committee NERFINISHED ⓘ |
| investorUseCase |
performance benchmarking for momentum managers
ⓘ
tilting portfolios toward momentum factor ⓘ |
| licensor | S&P Dow Jones Indices NERFINISHED ⓘ |
| marketCapitalizationSegment | large-cap ⓘ |
| marketStatus | active index ⓘ |
| methodologyType | rules-based index ⓘ |
| objective | to measure the performance of S&P 500 stocks with high momentum ⓘ |
| parentIndex | S&P 500 NERFINISHED ⓘ |
| provider | S&P Dow Jones Indices NERFINISHED ⓘ |
| publisher | S&P Dow Jones Indices NERFINISHED ⓘ |
| rebalancingFrequency | periodic ⓘ |
| region | North America ⓘ |
| riskFactor | momentum factor exposure ⓘ |
| sectorCoverage | multiple GICS sectors ⓘ |
| sectorDiversification | constrained relative to S&P 500 methodology rules ⓘ |
| selectionCriterion |
momentum score
ⓘ
recent price performance ⓘ |
| tracks |
U.S. large-cap stocks
ⓘ
constituents of the S&P 500 with strong price momentum ⓘ |
| transparency | publicly available methodology ⓘ |
| underlyingUniverseType | free-float-adjusted market-cap-weighted universe ⓘ |
| universe | S&P 500 constituents ⓘ |
| uses |
benchmark for momentum investment strategies
ⓘ
performance measurement of momentum factor ⓘ underlying index for financial products ⓘ |
| weightingScheme | momentum-score-weighted ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.