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.

All labels observed (1)

Label Occurrences
Russell 2000 Value Index canonical 5

How this entity was disambiguated

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
dataVendor FTSE Russell
focus U.S. small-cap value stocks
freeFloatAdjustment yes
geographicScope United States-listed companies
indexFamily Russell Style Indexes
Russell US Indexes
investabilityScreen minimum liquidity
minimum market capitalization
launchEntity Russell Investments
marketCoverage U.S. equity market
methodologyType rules-based
ownership London Stock Exchange Group
parentIndex Russell 2000 Index
performanceMeasure total return including dividends (for total return variants)
provider FTSE Russell
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
tickerSymbol RUJ
universe Russell 2000 Index constituents
useCase basis for ETFs
basis for index funds
performance benchmark
style allocation tool
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.

Russell Microcap Index relatedIndex Russell 2000 Value Index
Russell Style Indexes includesIndex Russell 2000 Value Index
Russell U.S. Equity Indexes notableIndex Russell 2000 Value Index
Russell index family includesIndex Russell 2000 Value Index
Russell 2000 Growth Index stylePair Russell 2000 Value Index