Dow Jones U.S. Thematic Market Neutral Quality Index

Description

The Dow Jones U.S. Thematic Market Neutral Quality Index is designed to measure the performance of a long/short strategy utilizing a long position in high quality companies and a short position in low quality companies. Quality is calculated using a ranking process based on the trailing 12-month return on equity and debt-to-equity ratio. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.


Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
DATES
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