Russell 2000 Value Index

E814168

The Russell 2000 Value Index is a U.S. stock market index that measures the performance of small-cap companies in the Russell 2000 with relatively lower price-to-book ratios and lower expected growth characteristics.

All labels observed (1)

Label Occurrences
Russell 2000 Value Index canonical 5

How this entity was disambiguated

Statements (45)

Predicate Object
instanceOf small-cap index ⓘ
stock market index ⓘ
assetClass equities ⓘ
benchmarkFor small-cap value ETFs ⓘ
small-cap value mutual funds ⓘ
calculationCurrency US dollar ⓘ
calculationFrequency real-time during U.S. trading hours ⓘ
capitalizationSegment small-cap ⓘ
componentCountBasis subset of approximately 2000 small-cap stocks ⓘ
componentType common stocks ⓘ
country United States ⓘ
dataVendor FTSE Russell ⓘ
focus U.S. small-cap value stocks ⓘ
freeFloatAdjustment yes ⓘ
geographicScope United States-listed companies ⓘ
indexFamily Russell Style Indexes ⓘ
Russell US Indexes ⓘ
investabilityScreen minimum liquidity ⓘ
minimum market capitalization ⓘ
launchEntity Russell Investments ⓘ
marketCoverage U.S. equity market ⓘ
methodologyType rules-based ⓘ
ownership London Stock Exchange Group ⓘ
parentIndex Russell 2000 Index ⓘ
performanceMeasure total return including dividends (for total return variants) ⓘ
provider FTSE Russell ⓘ
reconstitutionFrequency annual ⓘ
reconstitutionMonth June ⓘ
regionFocus domestic U.S. companies ⓘ
sectorCoverage multi-sector ⓘ
segmentOf U.S. small-cap equity style box ⓘ
selectionCriteria lower expected growth characteristics ⓘ
lower price-to-book ratios ⓘ
selectionMethod style factor scores ⓘ
styleClassification value-tilted small-cap ⓘ
styleDimension value versus growth ⓘ
styleFocus value ⓘ
stylePair Russell 2000 Growth Index ⓘ
tickerSymbol RUJ ⓘ
universe Russell 2000 Index constituents ⓘ
useCase basis for ETFs ⓘ
basis for index funds ⓘ
performance benchmark ⓘ
style allocation tool ⓘ
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.

Russell Microcap Index → relatedIndex → Russell 2000 Value Index ⓘ
Russell Style Indexes → includesIndex → Russell 2000 Value Index ⓘ
Russell U.S. Equity Indexes → notableIndex → Russell 2000 Value Index ⓘ
Russell index family → includesIndex → Russell 2000 Value Index ⓘ
Russell 2000 Growth Index → stylePair → Russell 2000 Value Index ⓘ