| Index Overview |
| The Northern Trust Quality Large Cap Index is designed to measure the performance of a universe of large capitalization securities which demonstrate characteristics of better quality, attractive valuation and positive momentum. |
| Index Construction |
| Optimized |
| Index Methodology |
The construction of the index begins with a universe of eligible securities. Eligible securities are then optimized to maximize exposure to the following factors:
- Quality, as defined by our proprietary scoring model
- Value
- Momentum
The main objective of the optimization is to maximize exposure to the composite of factors (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 & Symbols |
- Price Return: NTUQVM
- Total Return: NTUQVMTR
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