Russell Style Indexes

E584711

Russell Style Indexes are a family of U.S. equity benchmarks that segment the broader Russell indexes into growth and value style categories to help investors analyze and track different investment styles.

All labels observed (3)

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf equity style index family ⓘ
stock market index family ⓘ
assetClass equities ⓘ
baseIndexFamily Russell 1000 Index ⓘ
Russell 2000 Index ⓘ
Russell 3000 Index ⓘ
classificationBasis growth characteristics ⓘ
value characteristics ⓘ
countryFocus United States ⓘ
dataVendor FTSE Russell ⓘ
growthCriteria earnings growth ⓘ
price momentum ⓘ
sales growth ⓘ
includesIndex Russell 1000 Growth Index ⓘ
Russell 1000 Value Index ⓘ
Russell 2000 Growth Index ⓘ
Russell 2000 Value Index ⓘ
Russell Midcap Growth Index ⓘ
Russell Midcap Value Index ⓘ
investorType institutional investors ⓘ
retail investors ⓘ
methodologyFeature allow partial overlap of growth and value membership ⓘ
assign stocks to growth and value based on style scores ⓘ
reconstituted annually ⓘ
use multiple fundamental variables to define style ⓘ
owner London Stock Exchange Group ⓘ
provider FTSE Russell ⓘ
purpose measure U.S. equity style performance ⓘ
segment broad market indexes into growth and value ⓘ
serve as benchmarks for investment managers ⓘ
support performance attribution by style ⓘ
reconstitutionFrequency annual ⓘ
regionCoverage U.S. large-cap equities ⓘ
U.S. mid-cap equities ⓘ
U.S. small-cap equities ⓘ
segmentOf Russell Index family ⓘ
styleDimension blend ⓘ
growth ⓘ
value ⓘ
useCase asset allocation by style ⓘ
benchmark actively managed U.S. equity funds ⓘ
benchmark passive index funds and ETFs ⓘ
style performance analysis ⓘ
usedFor construction of style-based ETFs ⓘ
derivatives and futures contracts referencing style indexes ⓘ
valueCriteria book-to-price ratio ⓘ
earnings-to-price ratio ⓘ
sales-to-price ratio ⓘ
weightingScheme market capitalization weighted ⓘ

How these facts were elicited

Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

FTSE Russell → product → Russell Style Indexes ⓘ
Russell 2000 Growth Index → indexFamily → Russell US Style Indexes ⓘ
linked to: Russell Style Indexes
Russell 2000 Value Index → indexFamily → Russell Style Indexes ⓘ
Russell 3000 Growth Index → componentOf → Russell U.S. Style Indexes ⓘ
linked to: Russell Style Indexes
Russell 3000 Value Index → partOfFamily → Russell US Style Indexes ⓘ
linked to: Russell Style Indexes