JPMorgan U.S. Quality Factor ETF (JQUA US) – Portfolio Construction MethodologyThe underlying JP Morgan US Quality Factor Index seeks a sector-neutral selection of Russell 1000 constituents based on a composite “quality” score. Within each ICB industry, securities are percentile-ranked on a diversified set of profitability, solvency, earnings-quality, and low-volatility metrics (e.g., ROE, cash-flow return on investment, free cash flow/sales, interest coverage, cash flow/total debt, accruals; lower volatili ...