JPMorgan Diversified Return U.S. Equity ETF (JPUS US) - Portfolio Construction Methodology
ETF Strategy·2026-01-19 18:45
JPMorgan Diversified Return U.S. Equity ETF (JPUS US) – Portfolio Construction MethodologyThe underlying JP Morgan Diversified Factor US Equity Index delivers US large- and mid-cap exposure selected from the Russell 1000, ranked within ICB industries on three equally weighted factor groups: value (earnings yield, book-to-price, dividend yield, FCF/market cap), momentum (12-month local return scaled by 1-year daily volatility; ≥200 trading days required), and quality (profitability, solvency/financial risk, ...