Earlier this year, S&P DJI launched three S&P Quality, Value, and Momentum Top 90% Multi-factor Indices (the “S&P QVM Top 90%” Indices) across our large-cap, mid-cap, and small-cap universes. The ...
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The S&P QVM Top 90% Indices track the stocks in the top 90% of their respective underlying universes, ranked by their multi-factor score, which is based on the average of quality, value and momentum ...
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