Russell 2000 Value Index
E814168
The Russell 2000 Value Index is a U.S. stock market index that measures the performance of small-cap companies in the Russell 2000 with relatively lower price-to-book ratios and lower expected growth characteristics.
Statements (45)
| Predicate | Object |
|---|---|
| instanceOf |
small-cap index
ⓘ
stock market index ⓘ |
| assetClass | equities ⓘ |
| benchmarkFor |
small-cap value ETFs
ⓘ
small-cap value mutual funds ⓘ |
| calculationCurrency | US dollar ⓘ |
| calculationFrequency | real-time during U.S. trading hours ⓘ |
| capitalizationSegment | small-cap ⓘ |
| componentCountBasis | subset of approximately 2000 small-cap stocks ⓘ |
| componentType | common stocks ⓘ |
| country |
United States of America
ⓘ
surface form:
United States
|
| dataVendor | FTSE Russell NERFINISHED ⓘ |
| focus | U.S. small-cap value stocks ⓘ |
| freeFloatAdjustment | yes ⓘ |
| geographicScope | United States-listed companies ⓘ |
| indexFamily |
Russell Style Indexes
NERFINISHED
ⓘ
Russell US Indexes NERFINISHED ⓘ |
| investabilityScreen |
minimum liquidity
ⓘ
minimum market capitalization ⓘ |
| launchEntity | Russell Investments NERFINISHED ⓘ |
| marketCoverage | U.S. equity market ⓘ |
| methodologyType | rules-based ⓘ |
| ownership | London Stock Exchange Group NERFINISHED ⓘ |
| parentIndex | Russell 2000 Index NERFINISHED ⓘ |
| performanceMeasure | total return including dividends (for total return variants) ⓘ |
| provider | FTSE Russell NERFINISHED ⓘ |
| reconstitutionFrequency | annual ⓘ |
| reconstitutionMonth | June ⓘ |
| regionFocus | domestic U.S. companies ⓘ |
| sectorCoverage | multi-sector ⓘ |
| segmentOf | U.S. small-cap equity style box ⓘ |
| selectionCriteria |
lower expected growth characteristics
ⓘ
lower price-to-book ratios ⓘ |
| selectionMethod | style factor scores ⓘ |
| styleClassification | value-tilted small-cap ⓘ |
| styleDimension | value versus growth ⓘ |
| styleFocus | value ⓘ |
| stylePair | Russell 2000 Growth Index NERFINISHED ⓘ |
| tickerSymbol | RUJ NERFINISHED ⓘ |
| universe | Russell 2000 Index constituents ⓘ |
| useCase |
basis for ETFs
ⓘ
basis for index funds ⓘ performance benchmark ⓘ style allocation tool ⓘ |
| weightingScheme | market-capitalization-weighted ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.