SPMO holds 100 securities from the S&P 500 that have the highest momentum scores. The momentum score is based on 12-month price change (excluding the most recent month), scaled by volatility (standard deviation of daily returns). Adjusting for volatility in this manner tilts the fund toward stocks that have experienced a relatively smooth increase in price. Selected securities are weighted by their momentum score, scaled by their market capitalization. This methodology can produce significant biases relative to the marketmajor sector tilts are to be expected, and the fund has historically exhibited higher volatility relative to vanilla funds in the same segment. The index is reconstituted and rebalanced semi-annually.
公司网站 :
https://www.invesco.com/portal/site/us/investors/etfs/product-detail?productId=SPMO
总经理:-
建立时间:2015
公司总部:Invesco S&P 500 Momentum ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds