S&P 500 Enhanced Value Index

E605271

The S&P 500 Enhanced Value Index is a U.S. equity index that selects and weights S&P 500 constituents based on value-oriented factors such as earnings, sales, and book value to price.

All labels observed (3)

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Statements (31)

Predicate Object
instanceOf factor index
stock market index
value index
assetClass equities
basedOn S&P 500
linked to: S&P 500 Index
calculationMethod rules-based index methodology
currency U.S. dollar
linked to: US dollar
focusesOn undervalued stocks
value factor exposure
hasCountry United States
hasDataVendorCode SPDJI index family code (proprietary)
hasRegion U.S. large-cap equities
isFloatAdjusted yes
isMarketCapConstrained yes
isRulesBased yes
isUsedFor benchmarking value investment strategies
underlying index for ETFs
underlying index for index funds
owner S&P Global Inc.
linked to: S&P Global
parentIndexFamily S&P 500 Index Series
linked to: S&P 500 Index
provider S&P Dow Jones Indices
rebalances periodically
selectionFactor book-value-to-price
earnings-to-price
sales-to-price
selectionMethod value-oriented screening
targetExposure U.S. large-cap value stocks
universe S&P 500 constituents
usesConstituentUniverse publicly traded U.S. companies in the S&P 500
weightingScheme factor-based weighting
value-score weighting

How these facts were elicited

Referenced by (3)

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

S&P U.S. Indices includesIndex S&P 500 Enhanced Value Index
S&P 500 Momentum Index benchmarkFamily S&P 500 factor indices
linked to: S&P 500 Enhanced Value Index
S&P 500 Quality Index indexFamily S&P 500 Factor Indices
linked to: S&P 500 Enhanced Value Index