NDUVEAFF MSCI EAFE Value Index

The Index selects stocks from the MSCI EAFE Index with value characteristics. The MSCI style methodology adopts a two-dimensional framework for value/growth segmentation: each security is given an overall style characteristic derived from its value and growth scores and is then placed into either a value or a growth index (or is partially allocated to both). Style characteristics are defined using eight historical and forward looking variables (three for value and five for growth). The value investment style characteristics for index construction are defined using the following three variables: book value to price, 12-month forward earnings to price and dividend yield.

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As of 10/26/2021


Index Information
Provider:     MSCI
Category1:  Global Equity
Category2:  Developed markets ex-US
Category3:  Large and mid cap
Currency:    USD
Inception date:  12/08/1997
Backtesting data exists:   No
Weighting methodology:   Market capitalization
Factsheet:  Read PDF
Number of holdings:  489  (as of 11/19/2018)
Rebalanced:  Quarterly
Reconstituted:  Semi-annually

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