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JVALINDEX JP Morgan US Value Factor Index

The Index selects stocks from the Russell 1000 Index using relative valuation metrics. All stocks are given a combined value rank based on the average of four metrics: 1. Earnings Yield = Latest 12 month Net Income; 2. Book to Price = Latest reported Book Value; 3. Free Cash Flow = Latest 12 month Net Operating Cash Flow less Capital Expenditure; 4. Dividend Yield. The Index includes stocks in the Index until the index matches Russell 1000 sector weights.

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As of 05/30/2023


Index Information
Provider:     JP Morgan
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Currency:    USD
Inception date:  10/16/2017
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Factsheet:  Read PDF
Methdology guide:  Read PDF
Number of holdings:  276  (as of 12/19/2017)

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