QMIT Market Neutral Index

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As of May 02, 2022

Overview

The QMIT Equity Market Neutral Index (QUMN) seeks to track the performance of QMIT’s EMN (Equity Market Neutral) hedge fund model. The model creates market neutral long/short portfolios based on a universe of the largest approximately 2,500 US + dually listed Canadian stocks + ADRs. The underlying long and short portfolios leverage multi-factor alpha signals employing 18 ESBs (Enhanced Smart Betas) which are distilled from hundreds of factors via Machine Learning Ensemble Methods. The index is rebalanced daily and reconstituted weekly.
Asset class
Strategy/Alternatives
Category
Custom Strategy
Family
Region
North America
Rebalance frequency

Tickers

Price return
QUMNE
Total return
QUMNT
Net total return

Characteristics

Number of constituents
Market capitalization
Adjusted market capitalization
Dividend yield

Resources

Composition

Top constituents

As of
November 19, 2024
Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

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Linked products

No linked products found.
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Insights

No items found.
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