DWLVT Dow Jones U.S. Large-Cap Value Total Stock Market Total Return Index

This is the total return version of DWLVIndex. The Index classifies all U.S. stocks in the top 750 by market capitalization as either a growth stock or a value stock, using six measures—two projected, two current and two historical: 1. Projected Price-to-Earnings Ratio (P/E): Based on the stock’s closing price at the time of the semi-annual review and its mean annual expected EPS for the next fiscal period. 2. Projected Earnings Growth: Based on expected three-to-five year annual increase in operating EPS. 3. Price-to-Book Ratio (P/B): Based on the stock’s closing price at the time of the semi-annual review and its latest annual book value per share. 4. Dividend Yield: Based on the stock’s closing price at the time of the semi-annual review and on total dividends the company has indicated it will pay over the next 12 months. 5. Trailing Revenue Growth: Based on annualized revenue growth for the previous five years. 6. Trailing Earnings Growth: Based on annualized EPS growth for the previous 21 quarters. Cluster analysis, a multivariate statistical procedure, is conducted based on the six factors, and then each stock is given a style score. The Index includes all stocks given a value score.

73,323.08
As of 09/11/2017


Index Information
Provider:     S&P Dow Jones
Category1:  US Equity
Category2:  Broad market
Category3:  Large cap
Currency:    USD
Inception date:  12/31/1991
Backtesting data exists:  
Weighting methodology:   Market capitalization
Number of holdings:  349
Total return version:  DWLVIndex


As explained in what is an index, there is no universal system of giving an index a symbol. You can search for indexes using our index symbol lookup.

2022 © Stock Market MBA, Inc. Terms of use | Privacy policy