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FIDUSLVT Fidelity U.S. Low Volatility Factor Total Return Index

This is the total return version of FIDUSLVP. The Index starts with the largest 1,000 U.S. stocks based on market capitalization and certain liquidity and investability requirements. Stocks are ranked within each sector and given a composite score based on three measures of volatility: low volatility of returns, low beta (a measure of market sensitivity), and low earnings volatility. Within each sector, composite scores are adjusted based on market capitalization. Stocks with the highest composite scores within each sector are identified for inclusion in the index. About 125 stocks are included in the index. Each sector is neutral-weighted relative to the broader equity market. Within each sector, each stock is weighted based on its market capitalization in the broader equity market plus an overweight adjustment that is equal for all constituents within that sector. The index is rebalanced semi-annually, as of the close of business of the NYSE on the third Friday in February and August.

As of 04/28/2017

Index Information
Provider:     Fidelity
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Currency:    USD
Inception date:  08/01/2016
Backtesting data exists:   Yes
Weighting methodology:   Market capitalization
Number of holdings:  125
Total return version:  FIDUSLVP

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