The Finominal US Long-Short Quality Factor Index measures the performance of the top and bottom 30% of stocks ranked on a combination of profitability and leverage. The long portfolio is comprised of stocks with high return-on-equity and low debt-over-equity, and the short portfolio of stocks with low return-on-equity and high debt-over-equity. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | USALSQUA |
| Name | Finominal US Long-Short Quality Factor Index |
| Inception Date | 4 Feb 2002 |
| Return Type | Long-Short |
| Currency | USD |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | -0.62 % |
| YTD | 0.42 % |
| 1-Year | -0.66 % |
| 3-Year | -0.03 % |
| 5-Year | -1.10 % |
| Since Inception | 0.14 % |