| Index Overview |
| The Northern Trust Global Quality Real Estate Index is designed to maximize exposure to quality, value and momentum factors, within a universe of companies operating in the real estate sector. The proprietary Northern Trust quality factor is used to identify companies that exhibit strength in profitability, management efficiency and cash flow, while value and momentum factors are included to help provide long term capital appreciation and also mitigate risk. |
| Index Construction |
| Optimized |
| Index Methodology |
The construction of the index begins with a universe of eligible securities. Eligible constituent weights are then optimized to maximize exposure to the following factors:
- Quality, as defined by our proprietary scoring model (NTQS)
- Value
- Momentum
The main objective of the optimization is to maximize exposure to the composite factor (Northern Trust Quality Score + value + momentum) while minimizing the overall risk of the index relative to the eligible universe, as measured by standard risk models.
For more details on this methodology, please see the Index Documents tab.
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| Index Return Streams Available |
- Price Return: NTGQRE
- Total Return: NTGQRETR
- Net Total Return: NTGQRENTR
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