JPSE ETF Analysis: Dividends, Returns AMEX:JPSE

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JPSE applies a multi-factor selection and risk-weighting exposure to the US small-cap space. JPSE`s underlying index uses inverse volatility to construct its initial sector composition. Then it uses price-to-book ratio, return-on-equity, price momentum, and dividend yield to generate composite scores for stocks in the Russell 2000 Index. The index includes the top 70% of stocks with the highest composite scores, weighted by inverse volatility, within each sector. The resulting exposure will look different from the conventional market-cap exposure. The Fund intends to replicate the index constituents as closely as possible. If this is not possible, the fund will use a representative sampling method instead. JPSE will be rebalanced quarterly in accordance with the quarterly rebalancing of the underlying index.