Equity Global Momentum
The MSCI World Momentum Index includes large and mid cap stocks across 23 Developed Markets countries. It applies an equity momentum strategy and selects stocks with high price momentum. Momentum value is calculated based on the stock’s recent 12-month and 6-month price performance. The index generally covers about 30% of the marketcapitalization of the MSCI World.
| Name | Fees TER | Risk 1y volatility | AuM CHF | Currency | Replication method | Use of profits |
|---|---|---|---|---|---|---|
| iShares MSCI World Momentum Factor UCITS ETF | USD | Physical | Re-invests |