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.

All labels observed (3)

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Statements (49)

Predicate Object
instanceOf equity style index family
stock market index family
assetClass equities
baseIndexFamily Russell 1000 Index
Russell 2000 Index
Russell 3000 Index
classificationBasis growth characteristics
value characteristics
countryFocus United States
dataVendor FTSE Russell
growthCriteria earnings growth
price momentum
sales growth
includesIndex Russell 1000 Growth Index
Russell 1000 Value Index
Russell 2000 Growth Index
Russell 2000 Value Index
Russell Midcap Growth Index
Russell Midcap Value Index
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
provider FTSE Russell
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
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

How these facts were elicited

Referenced by (5)

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

FTSE Russell product Russell Style Indexes
Russell 2000 Growth Index indexFamily Russell US Style Indexes
linked to: Russell Style Indexes
Russell 2000 Value Index indexFamily Russell Style Indexes
Russell 3000 Growth Index componentOf Russell U.S. Style Indexes
linked to: Russell Style Indexes
Russell 3000 Value Index partOfFamily Russell US Style Indexes
linked to: Russell Style Indexes