Momentum index methodology
between rank 251 and 750. The securities in the Parent Index with a Momentum rank at or above 250 will be added to the MSCI ACWI Momentum Index on a priority basis. The existing constituents that have a Momentum rank between 251 and 750 are then successively added until the number of securities in the MSCI ACWI Momentum Index reaches 500. Index Description. The Nasdaq US Sustainable Momentum Index is designed to provide exposure to companies within the NASDAQ US Large Mid Cap Index that exhibit strong momentum. Index Calculation. The Nasdaq US Sustainable Momentum Index is a modified equal dollar weighting. S&P Dow Jones Indices: S&P Momentum Indices Methodology 3. Introduction. Index Objective and Highlights. The S&P Momentum Indices measure the performance of securities which were among the best performing quintile or rank demonstrating the best realized performance during the specified prior measurement period.