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News on ERP Indices

7

JUL
2020

We amended the index rules (typos correction) of all ERP indices, below the impact:

 

  • Tie Breaker: use of ADV instead of the spot (all indices)
  • Momentum Formula: Momentum Indices
  • Merton Score: (All Quality + EU Value Quality)

 

The published index levels are good (rebalancing script is correct).