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S&P Momentum Indices

Published in Strategy Indices

The S&P Momentum Indices measure the performance of securities which were among the best performing quintile or rank on the basis of risk-adjusted price performance during the specified prior measurement period. Index constituents are weighted by the product of their market capitalization and their momentum score, subject to the constraints defined in Constituent Weightings. The S&P Momentum Indices are constructed from the constituents of the S&P Global BMI or other headline universe index.

The S&P 500® Momentum is designed to measure the performance of securities in the S&P 500 universe that exhibit persistence in their relative performance.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the S&P 500 Momentum Index.

Some of the data items available include the following:

  • Branding, Cap Range Flag, Country, Country Code, Database Domain Code, Database Source, Database Symbol, Description, Dividend Points in US Dollars, Divisor Factor in US Dollars, Factor, Gross Index in US Dollars, Index Family, Index Type, Last Price Date, Market Capitalization in US Dollars,
  • Net Dividend Points in US Dollars, Net Index in US Dollars, Next Day Divisor in US Dollars, Next Day Market Capitalization in US Dollars, Next Day Number of Constituents, Number of Constituents, Price Index in US Dollars, Time / Date, Weight Type, etc.


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