275280·Stock-Quant-Momentum
KODEX MSCI Momentum
Introduction
The KODEX MSCI Momentum ETF seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the MSCI Korea IMI Momentum Capped
Investment Points
An ETF aiming to achieve excess returns compared to the MSCI Korea Index by utilizing quantitative strategies. This strategy is suitable for investors who expect that the Korean stock market has a high potential for growth and believe that a momentum strategy can yield excess returns.
Benchmark Index
MSCI Korea IMI Momentum Capped
Benchmark Index Description
The MSCI KOREA IMI Momentum Capped Index targets investments from the MSCI IMI Universe, selecting stocks based on key indicators of 6-month and 12-month price momentum (price returns). Each stock is capped at a maximum index weight of 30%, and the index is composed of stocks that rank highest by scores, with the scores assigned by equally weighting the two momentum factors at 50% each.
Issuer
Samsung Asset Management
Brand
KODEX
Total Fee
0.3
Listing Date
2017-07-11
International Securities Code
KR7275280006
Market Information
Market Capitalization
10,206,000,000KRW
Transaction Amount
17,417,225KRW
Trading Volume
1,195
Shares Outstanding
700,000
NAV
14,594
52-Week High
14,745KRW
52-Week Low
11,705KRW