The S&P South Africa Quality, Momentum & Low Volatility Optimized Multi-Factor Index is designed to measure the performance of a group of stocks selected and weighted to maximize representation of the multi-factor score, subject to constraints including targeting a pre-defined level of tracking error to the S&P South Africa Domestic Shareholder Weighted (DSW) Capped Index and controlling turnover, liquidity, and holding limits.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors