R1EVEWT Russell 1000 Enhanced Value Equal Weight Index

The Index is composed of securities in the Russell 1000 Index exhibiting upward price momentum and fair valuations. The Index employs a three-step screening process: First, exclude securities with zero or negative earnings over past 12 months; second, screen for value stocks using an average of cash flow yield, earnings yield, and sales-to-price ratio and exclude the bottom decile; third, screen for securities with greater positive price momentum and exclude the bottom decile. The remaining stocks are then equally weighted.

As of 02/05/2023

Index Information
Provider:     FTSE Russell
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Country:      USA
Currency:    USD
Inception date:  12/31/2001
Backtesting data exists:   No
Weighting methodology:   Equal weighted
Factsheet:  Read PDF
Number of holdings:  681  (as of 12/01/2018)
Rebalanced:  Semi-annually
Reconstituted:  Semi-annually

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