Get Indexology® Blog updates via email.


Tag Archives: S&P SmallCap 600 QVML Top 90% Multi-Factor Index

Jul 21, 2023

Introducing the S&P SmallCap 600 QVML Top 90% Multi-Factor Index

For market participants seeking to measure small-cap, multi-factor equity premia with greater diversification and historically lower tracking error (TE), S&P DJI has recently launched the S&P SmallCap 600® Quality, Value, Momentum and Low Volatility (QVML) Top 90% Multi-Factor Index. In this blog, we will examine the index construction methodology, historic performance, sector composition and factor…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL