QVML uses a multi-factor approach to screen out stocks with the weakest quality, value, and momentum characteristics from the S&P 500a broad US index comprising the largest 500 stocks. Each security in the parent index is assigned a multi-factor score by taking the average of quality (based on ROE, accruals and financial leverage), value (based on P/B, P/E and P/S), and momentum scores. Securities are ranked accordingly, and the bottom 10% or about 50 stocks are taken out of the index. Holdings are weighted by market-cap and rebalanced on a quarterly basis.
公司网站 :
https://www.invesco.com/us/financial-products/etfs/product-detail?productId=ETF-QVML
总经理:-
建立时间:2021
公司总部:Invesco S&P 500 QVM Multi-factor ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds