FCCM ETF Analysis: Dividends, Returns NEO:FCCM — TradingView

Analysis

Key stats

The fund tracks an index of large- and mid-cap companies from Canada with strong momentum signals. The fund uses composite scores to select and weight securities. The indexs construction is an iterative process that combines the composite factor score, size adjustment, selection, and weighting. The composite scores are based on four momentum factors over a period of around one year with equivalent weighting. The composite score is then blended with a size factor to remove size bias. Securities within each sector are selected based on the size-adjusted composite score. Securities in groups with higher momentum characteristics are overweighted. The index is rebalanced quarterly. At each rebalance, the lowest ranked stocks by composite score in the portfolio are removed until a turnover threshold of 15% is reached.