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STRQCS StrataQuant Consumer Staples Index

The Index ranks the stocks which are members of the Russell 1000 Index on growth factors including three, six and 12-month price appreciation, sales to price and one year sales growth, and, separately, on value factors including book value to price, cash flow to price and return on assets. Stocks which Russell has classified solely as growth or value, receive their score using the above growth or value factors respectively. Stocks which Russell allocates between both growth and value receive their best score between the growth and value factors. The Index then ranks those stocks contained in the consumer staples sector according to their score. The bottom 25% is eliminated and the top 75% is selected for the Index. The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weight within the index. The stocks are equally-weighted within each quintile.

As of 09/11/2017

Index Information
Provider:     ICE (NYSE)
Category1:  US Equity
Category2:  Single sector
Category3:  Consumer staples
Country:      USA
Currency:    USD
Inception date:  01/27/2006
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Rebalanced:  Quarterly
Reconstituted:  Quarterly
Total return version:  STRQCSTR

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