Dividends & Factors

Single Factor

Factor indices enable investors to measure exposure to non-market risk factors, as opposed to the return stemming from risk associated with the broad market. Our indices track dividends, low volatility, quality, value, momentum and more.

Indices

Beta

Our beta indices represent stocks that are selected based on their sensitivity to market returns. Designed for investors with a directional viewpoint on the market, they include high beta, low beta, and target beta indices.

Learn more

Buyback

Our buyback indices seek to measure the performance of companies with the highest buyback ratios in their underlying benchmarks.

Learn more

Economic Moat

Equal Weight

Equal-weight indices include the same constituents as their respective market-cap-weighted indices, but each company is allocated a fixed equal weight in the index at each quarterly rebalance.

Learn more

Intrinsic Value Weighted

These indices are designed to track performance weighted by intrinsic stock value rather than by traditional market capitalization.

Learn more

Low Volatility

Low volatility indices seek to track the performance of the least volatile stocks selected from a given benchmark universe . Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.

Learn more

Momentum

Our momentum indices are designed to measure the performance of securities that exhibit persistence in their relative performance.

Learn more

Quality

Our quality indices use three metrics to track high-quality companies in their respective benchmarks: return on equity, financial leverage ratio and accruals ratio.

Learn more

Value

Our enhanced value indices seek to measure the performance of stocks in the benchmark with the highest value scores, calculated using three fundamental measures: book value-to-price, earnings-to-price and sales-to-price ratios.

Learn more

Other Single Factors