QMIT US Market Neutral Index

Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.
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
Equity
Category
Custom Equity
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

No resources found.

Composition

Top constituents

As of
November 5, 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%

Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.

Linked products

No linked products found.
Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.

Insights

No items found.
Sign up for index updates to stay in the know.
By clicking submit, you’re opting into communications, subject to our Privacy Policy.
By clicking submit, you’re opting into communications, subject to our Privacy Policy.

Interested in market data packages?

Contact our team for more information.
By clicking submit, you’re opting into communications, subject to our Privacy Policy.