Equity Global Momentum
The DB Equity Momentum Factor Index aims to outperform the equity market (representedby the MSCI World Index), through a momentum-based investment strategy. The Index selects stocks from large and medium sized companies across approximately 31 developed market countries. The shares are selected using a momentum-based strategy which analyses the price of companies’ shares. This strategy is based on the assumption that at certain times a company’s rising share prices continues to rise and a company’s falling share price continues to fall. The strategy uses a rules based approach to analyze the shares comprising the MSCI World Index and calculates a “momentum score” for each share based on share price performance and dividends distributed over the past twelve months.