ONEV SPDR Russell 1000 Low Volatility Focus ETF

Seeks to track, before fees and expenses, the Russell 1000 Low Volatility Focused Factor Index. The Index ranks all stocks in the Russell 1000 Index on four factors: value, quality, low size, and low volatility, but the effect of the low volatility factor is doubled. The Index then begins removing from the Index stocks with the lowest composite scores, until certain mininum targets related to diversification and capacity are met. Stocks are weighted using their composite scores.

$108.93  -2.11 (-1.90%)
As of 11/26/2021 13:00:00 EST     IEX book   CBOE book


ETF Information
Sponsor:     State Street (SPDRs)
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Morningstar category:  Mid-Cap Blend
Leverage factor:  1.00
Inception date:  12/02/2015
Index tracking method: Passive replication
Current yield:  1.60%
Historical average yield:  2.95%
Market cap:  $599,616,000
Average volume:  5,266
Fees:     0.2000%

Index Information
Russell 1000 Low Volatility Focused Factor Index
Index symbol:  R1VFF
Provider:   FTSE Russell
Index weighting:   Composite scores
Index inception date:  09/20/2013
Backtesting data exists:   Yes
Number of holdings:  426  (as of 03/07/2019)
Strategy:  Multi-factor investing
Factors used to select securities:

2021 © Stock Market MBA, Inc. Terms of use | Privacy policy