Akros SCHK HK-Global Momentum Factor Index

The index pairs a Hong Kong sleeve of Stock Connect Southbound-eligible stocks with a global sleeve of developed-market stocks excluding Hong Kong and China, at a fixed 62%/38% split. Each sleeve selects by risk-adjusted 6- and 12-month price momentum, taking the top 30 Hong Kong and top 20 global names. Constituents are weighted by a blend of factor rank (70%) and free-float market capitalization (30%), subject to a 10% individual cap, and the index is rebalanced quarterly.