FTJPUSPR Russell 1000 Diversified Factor Index

Holdings in the index are selected from the constituents of the Russell 1000 Index which is comprised of large- and mid-cap equity securities in U.S. markets. The rules based proprietary multi-factor selection process utilizes the following characteristics: relative valuation, price momentum, and quality. The composite factor score of each stock is the rank of the aggregated individual factor ranks of 0.5 * Book to price ratio + 0.5 * Dividend Yield + Return on equity + Momentum. The top 70% of stocks by smoothed composite factor score within each custom sector universe form the selected stocks.

As of 12/01/2022

Index Information
Provider:     FTSE Russell
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Country:      USA
Currency:    USD
Inception date:  08/26/2015
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Factsheet:  Read PDF
Methdology guide:  Read PDF
Number of holdings:  530  (as of 10/31/2017)
Total return version:  FTJPUSTR

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