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FIDUSVLP Fidelity U.S. Value Factor Index

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 four measures of value: high free-cash-flow yield; low enterprise value to earnings before interest, taxes, depreciation and amortization; low price to tangible book value; and low price to future earnings. 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. 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 09/11/2017

Index Information
Provider:     Fidelity
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Country:      USA
Currency:    USD
Inception date:  08/01/2016
Backtesting data exists:   Yes
Weighting methodology:   Market capitalization
Factsheet:  Read PDF
Methdology guide:  Read PDF
Number of holdings:  110  (as of 11/04/2017)
Rebalanced:  Semi-annually
Reconstituted:  Semi-annually
Total return version:  FIDUSQLT

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