Also known as: MXWOMOM Index (Bloomberg) · 703755 (MSCI code)
At a glance
- Weighting schemeFactor tilted
- Review frequencyQuarterly
- Constituent countA fixed number is predetermined at initial construction and reevaluated quarterly using coverage and rounding rules.
- Single cap5
- Buffer250 / 750
| Field | Value | Source text | Reading (model) |
|---|---|---|---|
| M1 Identity, objective, classification · 16 fields | |||
| Momentum company characteristic | High price performance over recent history up to 12 months | High Momentum companies are characterized in the literature as companies with high price performance in the recent history, up to 12 - months .Open p.3 ↗ |
High-momentum companies are characterized by high price performance over recent history of up to 12 months. |
| Weighting basis | Market capitalization weighted based on Momentum Score | The market capitalization of securities is then weighted based on the Momentum Score.Open p.3 ↗ |
Selected securities are weighted by market capitalization based on their Momentum Score. |
| Tilt indexes construction | MSCI Momentum Tilt Indexes include all Parent Index constituents and apply momentum tilts to market-capitalization weights. | The MSCI Momentum Tilt Indexes are constructed by including all the constituents in the Parent Index and applying Momentum tilt on the market capitalization weights of securities.Open p.3 ↗ |
Momentum Tilt Indexes include every Parent Index constituent and tilt its market-capitalization weight by momentum. |
| Index name | MSCI World Momentum | Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
The official index-specific name is MSCI World Momentum. |
| Index short name | MXWOMOM | Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
The index ticker supplied for MSCI World Momentum is MXWOMOM. |
| Index code | 703755 | Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
The vendor code supplied for MSCI World Momentum is 703755. |
| Vendor codes | Bloomberg: BBG006TBL9X1 | Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
The Bloomberg identifier supplied for MSCI World Momentum is BBG006TBL9X1. |
| Administrator | MSCI | MSCI categorizes the MSCI Momentum Indexes as part of the family of MSCI Factor Indexes (Risk Premia)Open p.3 ↗ |
MSCI is the index provider and administrator of the methodology. |
| Index family | MSCI Factor Indexes (Risk Premia) | MSCI categorizes the MSCI Momentum Indexes as part of the family of MSCI Factor Indexes (Risk Premia), which reflect the systematic elements of particular investment styles or strategies.Open p.3 ↗ |
The indexes belong to the MSCI Factor Indexes (Risk Premia) family. |
| Parent index | MSCI World Index | Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
MSCI World Momentum is based on countries and regions categorized as Developed Markets, and its reference index is the MSCI World Index. |
| Objective | The MSCI Momentum Indexes aim to reflect the performance of an Equity Momentum strategy. | The MSCI Momentum Indexes aim to reflect the performance of an Equity Momentum strategy.Open p.3 ↗ |
The indexes aim to reflect the performance of an equity momentum strategy. |
| Intended use | strategic asset allocation, portfolio diversification, investment research | The potential applications of the MSCI Momentum Indexes for institutional investors include: Strategic asset allocation: seeking equity market exposure to the Momentum factor Portfolio diversification: combined with other systematic factors Investment research: tools to study the characteristics of Momentum strategiesOpen p.3 ↗ |
Potential applications are strategic asset allocation, portfolio diversification, and investment research. |
| Market classification | Developed | Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
The index is based on countries or regions categorized as Developed Markets. |
| Index family type | Factor | MSCI categorizes the MSCI Momentum Indexes as part of the family of MSCI Factor Indexes (Risk Premia)Open p.3 ↗ |
The indexes are factor indexes in the risk premia family. |
| Factor exposures | Momentum | The MSCI Momentum Indexes aim to reflect the performance of the Momentum factor with a simple and transparent methodologyOpen p.3 ↗ |
The indexes provide exposure to the momentum factor. |
| Limitations | The methodology targets reasonably high investment capacity and liquidity with moderate index turnover. | while maintaining reasonably high investment capacity and liquidity of constituent companies, with moderate Index turnover.Open p.3 ↗ |
The methodology is designed to maintain reasonably high capacity and liquidity while keeping turnover moderate. |
| M2 Universe · 4 fields | |||
| Universe design objective | Provide an opportunity set with sufficient liquidity and capacity | This approach aims to provide an opportunity set with sufficient liquidity and capacity.Open p.4 ↗ |
Using Parent Index constituents is intended to provide an opportunity set with sufficient liquidity and capacity. |
| Parent index scope | Any country or regional MSCI Index | The relevant Parent Index would be any co untry or regional MSCI Index.Open p.4 ↗ |
The relevant Parent Index can be any country or regional MSCI Index. |
| Markets | — | The relevant Parent Index would be any co untry or regional MSCI Index.Open p.4 ↗ |
The Parent Index may be any country or regional MSCI Index, but no specific countries or regions are listed in the provided sections. |
| Parent universe index | MSCI World Index | All the existing constituents of the relevant Parent Index are ranked in the descending order of their unwinsorized Momentum Z - score.Open p.5 ↗ |
The security universe is the relevant Parent Index, which for MSCI World Momentum is the MSCI World Index. |
| M4 Selection and constituent count · 9 fields | |||
| Momentum availability requirement | Securities without a Momentum value are not considered for inclusion; if 12-month momentum is missing, 6-month momentum alone is used. | If 12 - month Price Momentum is missing, only 6 - month Price Momentum is used for computation of Momentum value. Momentum value is not computed if 6 - month Price Momentum is not available.Open p.4 ↗ |
A security must have at least 6-month price momentum; otherwise it has no Momentum value and is ineligible for the Momentum Index. |
| Score construction | 6- and 12-month risk-adjusted momentum z-scores are weighted 50% each, restandardized, winsorized at +/-3, and converted to a Momentum Score. | C = 6 - month Momentum Z - score*0.5 + 12 - month Momentum Z - score*0.5 The single Momentum combined score (C) computed above is then standardizedOpen p.5 ↗ |
The combined score equally weights the 6- and 12-month z-scores, restandardizes, winsorizes at plus or minus 3, and transforms the result into the Momentum Score. |
| Initial fixed count algorithm | The fixed count is selected using Parent Index float market-cap coverage, with 25-security, 10%, 20%, 30%, and 40% decision boundaries and prescribed rounding increments. | NumSec: Number of Securities Rank Parent Index Universe by Momentum Z - Score Mcap: Float Market CapitalizationOpen p.9 ↗ |
Appendix I determines the initial fixed security count using float market-cap coverage and count thresholds, followed by rounding rules. |
| Quarterly fixed count reevaluation | At quarterly rebalancing, the prior fixed count is retained unless specified Parent count, issuer count, or 10% market-cap coverage conditions trigger the initial construction algorithm. | NumSec: Number of Securities Final Number: Same asOpen p.10 ↗ |
The quarterly algorithm normally keeps the previous fixed number, but reapplies the initial algorithm in specified low-count or low-coverage cases. |
| Tilt index selection variant | Momentum Tilt Indexes include all Parent Index constituents rather than a fixed selected number. | The MSCI Momentum Tilt Indexes are created by including all the constituents in the Parent Index and tilting the market capitalization weigh ts of securities, based on Momentum Score.Open p.15 ↗ |
The Momentum Tilt variant includes every Parent Index constituent and tilts its weight by Momentum Score instead of selecting a fixed count. |
| Selection method | Rank by metric | All the existing constituents of the relevant Parent Index are ranked in the descending order of their unwinsorized Momentum Z - score.Open p.5 ↗ |
Existing Parent Index constituents are ranked by momentum score and a fixed number are selected. |
| Ranking metrics | Name: Unwinsorized momentum z score; Direction: Descending; Step order: 4, Name: Risk adjusted 6 month price momentum; Window: 6 months, excluding the most recent 1 month; Direction: Higher is better; Step order: 1, Name: Risk adjusted 12 month price momentum; Window: 12 months, excluding the most recent 1 month; Direction: Higher is better; Step order: 1 | All the existing constituents of the relevant Parent Index are ranked in the descending order of their unwinsorized Momentum Z - score.Open p.5 ↗ |
Securities are ranked in descending order by the unwinsorized Momentum Z-score, built from risk-adjusted 6- and 12-month price momentum. |
| Target constituent count | A fixed number is predetermined at initial construction and reevaluated quarterly using coverage and rounding rules. | The MSCI Momentum Indexes are constructed with a fixed number of securities approach.Open p.5 ↗ |
The indexes use a fixed number of securities, determined initially under Appendix I and reevaluated quarterly. |
| Tie break rule | Higher parent index weight ranks first | If multiple securities have the same unwinsorized Momentum Z score, then the security having a higher weight in the Parent Index is given a higher rank.Open p.5 ↗ |
If momentum Z-scores are tied, the security with the higher weight in the Parent Index receives the higher rank. |
| M5 Weighting and capping · 7 fields | |||
| Final security inclusion factor | Final inclusion factor equals final security weight divided by the security's pro forma market-capitalization weight in the relevant Parent Index. | The final security level inclusion factor is determined as the ratio of the final security level weight and the security level pro forma market capitalization weight in the relevant Parent Index.Open p.5 ↗ |
The final security-level inclusion factor is the ratio of final Momentum Index weight to pro forma Parent Index market-capitalization weight. |
| Narrow index issuer cap | For narrow country or regional indexes, issuer weight is capped at the maximum issuer weight in the Parent Index; a narrow index is one whose Parent Index maximum market-cap weight exceeds 10%. | For other narrow Country/Regional Indexes issuer weight is capped at maximum issuer weight in the Parent Index.Open p.11 ↗ |
Narrow country or regional Momentum Indexes cap each issuer at the Parent Index's largest issuer weight rather than at a fixed 5%. |
| Broad index 5 percent cap examples | MSCI ACWI Momentum Index, MSCI USA Momentum Index | For the following broad regional Momentum Indexes, the issuer weight is capped at 5%: 1. MSCI ACWI Momentum Index 2. MSCI USA Momentum IndexOpen p.11 ↗ |
The MSCI ACWI Momentum Index and MSCI USA Momentum Index are examples of broad regional indexes with a 5% issuer cap. |
| Tilt index missing score weighting | Parent Index securities without a Momentum Score remain in the Momentum Tilt Index at their Parent Index weight. | Securities in the Parent Index with a missing Momentum Score are included in the MSCI Momentum Tilt Index at their Parent Ind ex weight .Open p.15 ↗ |
In the Momentum Tilt Index, securities lacking a Momentum Score are retained at their unchanged Parent Index weight. |
| Weighting scheme | Factor tilted | all the securities eligible for inclusion in the MSCI Momentum Indexes are weighted by the product of their market capitalization weight in the Parent Index and the Momentum ScoreOpen p.5 ↗ |
Eligible securities receive Parent Index market-capitalization weights multiplied by their Momentum Scores, normalized to 100%. |
| Weight cap | 5% | For Broad Regional/Country Indexes issuer weight is capped at 5%.Open p.11 ↗ |
For broad regional or country indexes, each issuer weight is capped at 5%. |
| Cap application timing | At review | For a given rebalancing effective date, all the securities eligible for inclusion in the MSCI Momentum Indexes are weightedOpen p.5 ↗ |
Issuer weight capping is applied to the weights established for a rebalancing effective date. |
| M6 Review and rebalance schedule · 12 fields | |||
| Ad hoc trigger check frequency | Monthly | The trigger criteria for ad - hoc rebalancing is checked every month as detailed inOpen p.6 ↗ |
The trigger criteria for ad hoc rebalancing are checked every month. |
| Ad hoc volatility threshold | 95th percentile of monthly changes in volatility over available history of the applicable reference index | Threshold is defined as, Threshold = 95 th percentile of monthly changes in volatility over available history of the Reference IndexOpen p.12 ↗ |
An ad hoc rebalancing is triggered when the monthly volatility change exceeds the 95th percentile of historical monthly volatility changes for the reference index. |
| Ad hoc momentum score basis | 6-month price momentum only | only 6 - month Price Momentum value is used to compute Momentum score at the ad - hoc rebalancing date, instead of the combination of 6 - month and 12 - month Price MomentumOpen p.12 ↗ |
At an ad hoc rebalancing date, the momentum score uses only 6-month price momentum instead of the regular 6-month and 12-month combination. |
| Conditional rebalancing reference index | MSCI World Index | Threshold is defined as, Threshold = 95 th percentile of monthly changes in volatility over available history of the Reference Index Reference Index for MSCI Momentum Indexes based on countries/regions categorized as Developed Markets is MSCI World Index.Open p.12 ↗ |
For conditional rebalancing, the reference index for the Developed Markets-based MSCI World Momentum Index is the MSCI World Index. |
| Review frequency | Quarterly | The MSCI Momentum Indexes are rebalanced on a quarterly basis to coincide with the February, May , August and November Index Reviews of the MSCI Global Investable Market Indexes.Open p.6 ↗ |
The MSCI Momentum Indexes are rebalanced quarterly. |
| Review types | Quarterly review, Ad hoc | In addition to the regular Index Reviews, MSCI Momentum Indexes undergo ad - hoc rebalancing subject to meeting certain trigger criteria.Open p.6 ↗ |
The indexes undergo regular quarterly Index Reviews and additional ad hoc rebalancing when trigger criteria are met. |
| Review months | February, May, August, November | to coincide with the February, May , August and November Index Reviews of the MSCI Global Investable Market Indexes.Open p.6 ↗ |
Regular reviews coincide with the February, May, August, and November index reviews. |
| Data cutoff rule | For conditional rebalancing, volatility is calculated at every T-9 date using trailing three months of daily returns as of the prior month-end; if triggered, ad hoc rebalancing occurs at the T-9 date. | At every T - 9 date (where T is a month - end date), annualized volatility of the Parent Index (V t ) is computed. The annualized volatility is computed using trailing 3 - months daily returns of the index as of month - end date of the previous month.Open p.12 ↗ |
Conditional rebalancing is assessed at each T-9 date using trailing three-month daily returns through the prior month-end, and triggering rebalancing occurs on that T-9 date. |
| Announcement rule | Pro forma indexes are generally announced nine business days before the effective date. | The pro forma MSCI Momentum Indexes are in general announced nine business days before the effective date.Open p.6 ↗ |
Pro forma MSCI Momentum Indexes are generally announced nine business days before the effective date. |
| Effective date rule | — | The pro forma MSCI Momentum Indexes are in general announced nine business days before the effective date.Open p.6 ↗ |
Changes become effective on the quarterly index review effective dates, but the document does not specify the exact day. |
| Rebalance frequency | quarterly, plus conditional ad hoc rebalancing | The MSCI Momentum Indexes are rebalanced on a quarterly basis to coincide with the February, May , August and November Index ReviewsOpen p.6 ↗ |
The indexes are rebalanced quarterly and may also be rebalanced on an ad hoc basis subject to trigger criteria. |
| Weight reset frequency | quarterly, with issuer weights recapped after the turnover buffer during ongoing reviews | After the application of turnover buffer, weights are normalized to 100% then the issuer weight will be capped again at a specific level as described inOpen p.6 ↗ |
At each ongoing quarterly review, weights receive the turnover buffer, are normalized to 100%, and issuer weights are capped again. |
| M7 Buffers and turnover control · 4 fields | |||
| Buffer depth | 50 pct of fixed security count | To reduce Index turnover and enhance Index stability, buffer rules are applied at 50% of the fixed number of securities in the MSCI Momentum Indexes.Open p.6 ↗ |
Constituent buffer rules are applied at 50% of the index's fixed number of securities. |
| Turnover buffer | 50% | A turnover buffer of 50% is applied during the on - going I ndex R eview. For example, if the on - going rebalancing results is changing the weight of a security from x% to y%, then the effective change in weight will be: Effective pro forma constituent weight = x + (y - x)/2Open p.6 ↗ |
A 50% turnover buffer moves a security's pro forma weight halfway from its old weight to its target weight, but is not applied to deletions. |
| Post buffer normalization and recap | Weights are normalized to 100% and issuer weights are capped again. | After the application of turnover buffer, weights are normalized to 100% then the issuer weight will be capped again at a specific level as described inOpen p.6 ↗ |
After applying the turnover buffer, weights are normalized to 100% and issuer weights are capped again. |
| Buffer zone | Entry rank: 250; Exit rank: 750 | For example, the MSCI ACWI Momentum Index targets 500 securities so the buffers are applied 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.Open p.6 ↗ |
For the example 500-security ACWI Momentum Index, ranks at or above 250 enter on a priority basis and existing constituents ranked between 251 and 750 are retained within the buffer. |
| M8 Corporate actions, IPOs, ad-hoc changes · 9 fields | |||
| Corporate events objective | Minimize turnover outside index reviews while representing investor participation based on deal terms and pre-event constituent weights. | The general treatment of corporate events in the MSCI Momentum Indexes aims to minimize turnover outside of Index Reviews. The methodology aims to appropriately represent an investor’s participation in an event based on relevant deal terms and pre - event we ightingOpen p.7 ↗ |
Corporate-event treatment aims to minimize turnover outside reviews and represent investor participation using deal terms and pre-event weights. |
| Market capitalization change offset | Changes in index market capitalization from corporate events are offset by changing the constituent's Variable Weighting Factor (VWF). | Further, changes in index market capitalization that occur as a result of corporate event implementation will be offset by a corresponding change in the Variable Weighting Factor (VWF) of the constituent.Open p.7 ↗ |
Corporate-event-driven changes in index market capitalization are offset by a corresponding change in the constituent's Variable Weighting Factor. |
| Parent index intermediate review changes | Neutralized in the momentum index when the parent index has more frequent reviews. | if the frequency of Index Reviews in the Parent Index is greater than the frequency of Index Reviews in the MSCI Momentum Index, the changes made to the Parent Index during intermediate Index Reviews will be neutralized in the MSCI Momentum Index .Open p.7 ↗ |
If the Parent Index has more frequent reviews, changes made during intermediate Parent Index reviews are neutralized in the MSCI Momentum Index. |
| Security characteristic changes | Retain the security through country, sector, or size-segment changes; reevaluate inclusion at the subsequent review. | A security will continue to be an Index Changes in Security Characteristics constituent if there are changes in characteristics (country, sector, size segment, etc.) Reevaluation for continued inclusion in the Index will occur at the subsequent Index Review.Open p.8 ↗ |
A security remains in the index after changes in country, sector, size segment, or similar characteristics, with continued inclusion reevaluated at the next review. |
| Fast entry | Timing: No new security is added between index reviews; a new Parent Index security, including IPOs and early inclusions, is not added to the momentum index | No new securities will be added (except where noted below) to the Index between Index Reviews.Open p.7 ↗ |
New securities added to the Parent Index, including IPOs and other early inclusions, are not added to the MSCI Momentum Index between reviews. |
| Ad-hoc deletion | Delisting, Acquisition | Parent Index deletions will be reflected simultaneously.Open p.7 ↗ |
Parent Index deletions are reflected simultaneously, and an existing constituent acquired by a non-index constituent is deleted. |
| Replacement policy | None | the existing constituent will be deleted from the Index and the acquiring non - constituent will not be added to the Index.Open p.8 ↗ |
The document does not provide a reserve-list replacement; deleted Parent Index securities and acquired constituents are removed without adding an acquiring non-constituent. |
| Merger spinoff rules | Spin-off securities of existing constituents are added at event implementation and reevaluated at the next review; in mergers and acquisitions, the acquirer's post-event weight includes deal-consideration shares, cash proceeds are invested across the index, and a non-index acquirer is not added. | All securities created as a result of the spin - off of an existing Index constituent will be added to the Index at the time of event implementation.Open p.8 ↗ |
Spin-offs from constituents are added when the event occurs; merger weights reflect share consideration, cash is invested across the index, and non-index acquirers are not added. |
| Corporate actions guide ref | MSCI Corporate Events Methodology book | Further detail and illustration regarding specific treatment of corporate events relevant to this Index can be found in the MSCI Corporate Events Methodology book under the sections detailing the treatment of events in Capped Weighted and Non - Market Capitalization Weigh ted indexes.Open p.8 ↗ |
Further corporate-event treatment is found in the MSCI Corporate Events Methodology book in the sections for capped-weighted and non-market-capitalization-weighted indexes. |
| M9 Calculation and return variants · 2 fields | |||
| Short term rate replacement right | MSCI may replace discontinued short-term rates with alternative rates deemed appropriate. | In the event that these rates are discontinued, MSCI reserves the right to replace them with alternative rates deemed appropr iate.Open p.13 ↗ |
If the listed short-term rates are discontinued, MSCI reserves the right to replace them with alternative rates it deems appropriate. |
| Index calculation methodology reference | MSCI Index Calculation Methodology | MSCI Index Calculation Methodology – https://www.msci.com/index/methodology/latest/IndexCalcOpen p.16 ↗ |
The indexes are governed in part by the separate MSCI Index Calculation Methodology document. |
| M10 Governance, change policy, disclosure · 2 fields | |||
| Methodology set | Description of methodology set, MSCI Corporate Events Methodology, MSCI Fundamental Data Methodology, MSCI Index Calculation Methodology, MSCI Index Glossary of Terms, MSCI Index Policies, MSCI Global Industry Classification Standard (GICS) Methodology, MSCI Global Investable Market Indexes Methodology | The Indexes are governed by a set of methodology and policy documents (“Methodology Set”), including the present index methodology document as mentioned below:Open p.16 ↗ |
The indexes are governed by a Methodology Set comprising the current methodology and related MSCI methodology, policy, glossary, data, corporate-events, calculation, GICS, and GIMI documents. |
| Methodology documents webpage | https://www.msci.com/index-methodology | The Methodology Set for the Indexes can also be accessed from MSCI’s webpage https://www.msci.com/index - methodology in the section ‘Search Methodology by Index Name or Index Code’.Open p.16 ↗ |
The Methodology Set can be accessed on MSCI's index methodology webpage by searching the index name or code. |
Open points · 29Model-written, for reference
- 1No specific index short name, ticker, index code, ISIN, vendor codes, launch date, base date, base value, currency, methodology version/date, or benchmark regulation status were stated.
- 2No specific calculation agent distinct from MSCI was stated.
- 3No specific market classification or size segment was stated.
- 4No explicit markets, exchanges, boards, security types, nationality rule, or security exclusions beyond Parent Index membership were stated.
- 5No eligibility screens for trading history, liquidity, minimum size, free float, foreign room, voting rights, minimum price, financial condition, ESG/business exclusions, suspensions, or extreme price increases were stated.
- 6No explicit sector or industry neutrality rule was stated.
- 7No reserve list or pre-ranked replacement pool was described.
- 8No Foreign Inclusion Factor, Domestic Inclusion Factor, or foreign ownership limit treatment was stated.
- 9No sector cap, country cap, or top-N aggregate group cap was stated beyond issuer-level capping.
- 10No shares outstanding source or update schedule was stated.
- 11No divisor adjustment or continuity mechanism for weight resets was stated.
- 12The exact fixed constituent count is index-specific and not provided as a single number in these sections.
- 13The exact effective date rule, such as the second Friday or close-of-business convention, is not stated.
- 14No size-segment buffer thresholds are stated for the MSCI Momentum Indexes.
- 15No relaxed liquidity threshold for existing constituents is stated.
- 16No maximum number or percentage of constituents or weight turnover per review is stated; the 50% turnover buffer is a weight-smoothing rule rather than a turnover cap.
- 17No deletion price is stated.
- 18No threshold for implementing share or free-float changes between reviews is stated.
- 19The rank-buffer entry and exit ranks are illustrated for a 500-security ACWI index; generic ranks for other fixed index sizes are expressed only through the 50% buffer rule.
- 20M9 lists short-term rates and rate replacements but does not state the index formula type, price source, calculation frequency, published precision, return variants, withholding-tax basis, dividend treatment, divisor-adjustment events, market-disruption handling, or recalculation policy.
- 21M10 identifies governing methodology documents and links but does not state the oversight body, discretionary decisions, methodology review frequency, external review or consultation process, material-change definition, notice period, error-correction policy, disclosure channels, constituent publication frequency, or index cessation policy.
- 22The referenced MSCI Index Calculation Methodology and MSCI Index Policies contents were not included, so rules contained only in those documents could not be extracted.
- 23The supplied index-specific sections do not state the official index name, short name MXWOMOM, vendor code 703755, or Bloomberg BBG006TBL9X1 verbatim; those identifiers came from the request prompt.
- 24The supplied sections do not provide an index-specific launch date, base date, base value, calculation currency, or ISIN.
- 25The supplied sections do not list the developed-market countries included in the MSCI World Momentum Index.
- 26The supplied sections do not state the fixed constituent count specifically for MSCI World Momentum.
- 27The supplied sections do not explicitly classify MSCI World Momentum as broad or narrow for issuer capping, although the general 5% broad regional/country rule and family-profile context indicate the 5% cap.
- 28The supplied sections do not provide index-specific rank buffer numbers for MSCI World Momentum.
- 29Not coveredM3 Eligibility screens: not covered by this edition
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