FDMO hunts among the 1,000 largest US stocks for those with positive price momentum. Potential holdings are screened using a scoring system based on four metrics: high total return, high volatility-adjusted return, high positive earnings surprises, and low average short interest. Factor scores are also scaled by market cap. The portfolio is weighted so that sector exposure reflects the neutral market, with holdings within sectors weighted by a combination of market cap and factor score. The fund is rebalanced quarterly.
公司网站 :
https://screener.fidelity.com/ftgw/etf/snapshot/snapshot.jhtml?symbols=FDMO
总经理:-
建立时间:2016
公司总部:Boston
领域:Miscellaneous
行业:Investment trusts/Mutual funds