Zacks Global Ex U.S. Multi-Factor Quality Index

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ZGXUS
  • 223.09

    Calculated Index
  • -1.30%

    Daily Percentage Change
  • -2.93

    Daily Net Change

as of 05/22/2020

Overview

Index Description

The Zacks Global Ex U.S. Multi-Factor Quality Index is designed to provide international exposure by accessing issues of companies that are incorporated abroad and trade on major, non-U.S. exchanges. The objective of the Index is to generate favorable returns on both an absolute and risk-adjusted basis compared with appropriate benchmark indices. The Index, which ensures the selection of investible and liquid constituents, employs a sophisticated model and optimization algorithm that focuses on quality, value, and growth factors. The strategy includes rules to prevent overexpose to a sector, country, or security. The Index is modified market capitalization weighted and rebalanced on a quarterly basis.

as of 05/22/2020

Top 10 Holdings

Downloadas of 05/22/2020

Symbol
Company Name
Index Weight
3808 HK Equity SINOTRUK (HONG KONG) LTD 2.27%
3034 TT Equity NOVATEK MICROELECTRONICS CORP ORD 2.15%
4307 JT Equity NOMURA RESEARCH INSTITUTE LTD ORD 2.07%
PSN LN Equity PERSIMMON PLC 2.05%
ROG SE Equity ROCHE HOLDING AG 2.03%
IRAO RX Equity INTER RAO UES PJSC 2.03%
NOVOB DC Equity NOVO NORDISK A/S 2.01%
1227 TT Equity STANDARD FOODS CORP (TW) ORD 1.99%
SKFB SS Equity SKF AB CLASS B 1.97%
COL AT Equity COLES GROUP LTD 1.96%
Exposure Breakdowns
as of 09/30/2020
as of 09/30/2020
as of 09/30/2020
as of 09/30/2020