ILW Dynamic Large Cap Value Intellidex Index

The Index starts with the largest 250 U.S. stocks based on market capitalization. The Index constituents are assigned a style score of either growth, value or neither. The value Score is calculated by summing the following value factors (weighted): price/forecasted earnings (50%), price/book (12.5%), price/sales (12.5%), price/cash flow (12.5%), dividend yield (12.5%). The Index selects the top 50 stocks each as follows: i). Fifteen of the top-ranked relatively larger stocks are selected and collectively receive 50% of the total index weight (each larger stock receives on average 3.3%). The fifteen component stocks selected are the components with the best model score in the Sub-Group, except that any component stock which is currently included in the Index is not removed unless its model score falls below that of the eighteenth ranked stock in the Sub-Group. ii). Thirty-five of the top-ranked relatively smaller stocks are selected and collectively receive 50% of the total index weight (each smaller stock receives on average 1.4%). The thirty-five component stocks selected are the components with the best model score in that Sub-Group, except that any component stock that is currently included in the Index is not removed unless its model score falls below that of the forty-second ranked stock in the Sub-Group.

3,491.87
As of 05/17/2019


Index Information
Provider:     ICE (NYSE)
Category1:  US Equity
Category2:  Broad market
Category3:  Large cap
Country:      USA
Currency:    USD
Inception date:  11/21/2018
Backtesting data exists:  
Weighting methodology:   Value score
Methdology guide:  Read PDF
Number of holdings:  50
Total return version:  ILWTR


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