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Single factor strategy on European Momentum

Investment theme

Factor investing

Asset class




Fund Objective:

The BNP Paribas Easy Equity Momentum Europe UCITS ETF aims to replicate the performance of the BNP Paribas Equity Momentum Europe TR Index and to maintain the Tracking Error between the sub-fund and the index below 1%. The Index overweight’s securities that have outperformed recently in their respective sector in order to ride the current market trends.

Key points:

  • Firstly, a strategy based on financial and academic research on the trend following indicators.
  • Moreover, a systematic and transparent index that selects companies based on the most relevant indicators for Momentum allocation.
  • In addition, a sector approach in order to diversify the generation of potential returns across all sectors.

Performance data and latest documents:

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    Investments in the aforementioned strategies are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09