Russell Style Indexes
E584711
Russell Style Indexes are a family of U.S. equity benchmarks that segment the broader Russell indexes into growth and value style categories to help investors analyze and track different investment styles.
Statements (49)
| Predicate | Object |
|---|---|
| instanceOf |
equity style index family
ⓘ
stock market index family ⓘ |
| assetClass | equities ⓘ |
| baseIndexFamily |
Russell 1000 Index
NERFINISHED
ⓘ
Russell 2000 Index NERFINISHED ⓘ Russell 3000 Index NERFINISHED ⓘ |
| classificationBasis |
growth characteristics
ⓘ
value characteristics ⓘ |
| countryFocus | United States NERFINISHED ⓘ |
| dataVendor | FTSE Russell NERFINISHED ⓘ |
| growthCriteria |
earnings growth
ⓘ
price momentum ⓘ sales growth ⓘ |
| includesIndex |
Russell 1000 Growth Index
NERFINISHED
ⓘ
Russell 1000 Value Index NERFINISHED ⓘ Russell 2000 Growth Index NERFINISHED ⓘ Russell 2000 Value Index NERFINISHED ⓘ Russell Midcap Growth Index NERFINISHED ⓘ Russell Midcap Value Index NERFINISHED ⓘ |
| investorType |
institutional investors
ⓘ
retail investors ⓘ |
| methodologyFeature |
allow partial overlap of growth and value membership
ⓘ
assign stocks to growth and value based on style scores ⓘ reconstituted annually ⓘ use multiple fundamental variables to define style ⓘ |
| owner | London Stock Exchange Group NERFINISHED ⓘ |
| provider | FTSE Russell NERFINISHED ⓘ |
| purpose |
measure U.S. equity style performance
ⓘ
segment broad market indexes into growth and value ⓘ serve as benchmarks for investment managers ⓘ support performance attribution by style ⓘ |
| reconstitutionFrequency | annual ⓘ |
| regionCoverage |
U.S. large-cap equities
ⓘ
U.S. mid-cap equities ⓘ U.S. small-cap equities ⓘ |
| segmentOf | Russell Index family NERFINISHED ⓘ |
| styleDimension |
blend
ⓘ
growth ⓘ value ⓘ |
| useCase |
asset allocation by style
ⓘ
benchmark actively managed U.S. equity funds ⓘ benchmark passive index funds and ETFs ⓘ style performance analysis ⓘ |
| usedFor |
construction of style-based ETFs
ⓘ
derivatives and futures contracts referencing style indexes ⓘ |
| valueCriteria |
book-to-price ratio
ⓘ
earnings-to-price ratio ⓘ sales-to-price ratio ⓘ |
| weightingScheme | market capitalization weighted ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.