JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE US) - Portfolio Construction Methodology
ETF Strategy·2026-01-19 18:45
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE US) – Portfolio Construction MethodologyThe underlying JP Morgan Diversified Factor US Small Cap Equity Index delivers a rules-based multifactor portfolio drawn from the Russell 2000 universe. Securities are industry-relative scored on value (earnings yield, book-to-price, free-cash-flow yield, dividend yield), quality, and momentum; an overall composite rank determines selection. Industry risk is equalized via inverse-volatility industry targets d ...