Russell 1000 Value Index

E183737

The Russell 1000 Value Index is a U.S. stock market index that tracks the performance of large- and mid-cap companies in the Russell 1000 considered undervalued based on fundamental metrics such as book-to-price and earnings ratios.

All labels observed (1)

Label Occurrences
Russell 1000 Value Index canonical 3

How this entity was disambiguated

Statements (47)

Predicate Object
instanceOf equity index
stock market index
value index
assetClass equities
benchmarkFor U.S. large-cap value managers
calculationDays U.S. trading days
calculationMethod float-adjusted market capitalization
componentType REITs
common stocks
country United States of America
surface form: United States
currency US dollar
dataVendorCode R1000V
focus large-cap stocks
mid-cap stocks
geographicExposure United States-listed companies
indexFamily Russell U.S. Equity Indexes
surface form: Russell US Indexes
investmentStyle value investing
launchEntity Russell Investments
maintenanceEntity FTSE Russell
marketCoverage U.S. equity market
methodologyType rules-based
owner London Stock Exchange
surface form: London Stock Exchange Group
parentIndex Russell 1000 Index
performanceMeasure price return
total return
provider FTSE Russell
reconstitutionFrequency annual
reconstitutionMonth June
region North America
screeningBasis fundamental characteristics
sectorDiversification multi-sector
segment large-cap value
mid-cap value
selectionCriterion book-to-price ratio
earnings ratios
fundamental valuation metrics
style value
styleBoxCategory large value
styleClassification value-oriented equities
timeZone US Eastern Time
typicalUseCase strategic asset allocation
style performance attribution
universe Russell 1000 Index constituents
use performance benchmark
underlying index for ETFs
underlying index for index funds
weightingMethod market-capitalization-weighted

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Russell 1000 Index hasStyleSubindex Russell 1000 Value Index
Russell 1000 Growth Index isComplementOf Russell 1000 Value Index
Russell 1000 Growth Index hasStylePair Russell 1000 Value Index