Akros SCHK HK-U.S. Momentum Factor Index

The index pairs a Hong Kong sleeve of Stock Connect Southbound-eligible stocks with a U.S. equity sleeve 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 U.S. 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.