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.

All labels observed (1)

Label Occurrences
S&P 500 Momentum Index canonical 1

How this entity was disambiguated

Statements (43)

Predicate Object
instanceOf factor index ⓘ
momentum index ⓘ
stock market index ⓘ
assetClass equities ⓘ
basedOn S&P 500 ⓘ
linked to: S&P 500 Index
benchmarkFamily S&P 500 factor indices ⓘ
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 ⓘ
governingBody S&P Dow Jones Indices Index Committee ⓘ
linked to: S&P Index Committee
investorUseCase performance benchmarking for momentum managers ⓘ
tilting portfolios toward momentum factor ⓘ
licensor S&P Dow Jones Indices ⓘ
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 ⓘ
linked to: S&P 500 Index
provider S&P Dow Jones Indices ⓘ
publisher S&P Dow Jones Indices ⓘ
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 ⓘ

How these facts were elicited

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

S&P U.S. Indices → includesIndex → S&P 500 Momentum Index ⓘ