ILWTR Dynamic Large Cap Value Intellidex Total Return Index

This is the total return version of ILW. 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.

6,830.82
As of 09/08/2017

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Index Information

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Provider:     ICE (NYSE)
Category1:  US Equity
Category2:  Broad market
Category3:  Large cap
Currency:    USD
Inception date:  03/30/2023
Backtesting data exists:  
Weighting methodology:   Value score
Number of holdings:  50
Total return version:  ILW


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