SACEMS Data Changes – May 2014
May 30, 2014 - Momentum Investing
In checking data for the monthly update of “Simple Asset Class ETF Momentum Strategy” (SACEMS), we discovered changes in historical dividend/split-adjusted prices for the following strategy components: iShares MSCI Emerging Markets Index (EEM) iShares MSCI EAFE Index (EFA) iShares Russell 1000 Index (IWB) iShares Russell 2000 Index (IWM) SPDR Dow Jones REIT (RWR) The changes all precede June 2010, and… Keep Reading