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.
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As of 02/05/2023
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