| Index Details |
Factor Characteristics |
Methodology |
Index Name: FTSE Value Factor Index
Index Provider: FTSE Russell |
Cash flow yield, earnings yield and P/S |
Tilt the market capitalisation index by using a composite score |
Index Name: MSCI Enhanced Value Index
Index Provider: MSCI Inc |
Forward P/E, P/B, and Enterprise value to operating cash flow |
Tilt the market capitalisation index using the composite score and target a fixed number of stocks, targeting 30% market capitalisation coverage. |
Index Name: S&P Enhanced Value Index
Index Provider: S&P Dow Jones Indices LLC |
P/B, P/E and P/S |
Tilt the market capitalisation index by targeting a fixed percentage of constituents in the market capitalisation index. |
Index Name: Dow Jones U.S. Large-Cap
Value Total Stock Market Index
Index Provider: S&P Dow Jones Indices LLC |
Projected P/E, Projected 3-5 Yr Operating EPS Growth, P/B, Div
Yield, Trailing Revenue Growth (5 Yrs), Trailing EPS Growth (Last 21 quarters) |
Tilt the US Large-Cap Total Stock Market Index (float-adjusted capitalisation-weighted) towards its constituents classified as "value" using a 6-factor composite score and cluster analysis. |
Index Name: Nifty 500 Value 50 Index
Index Provider: NSE Indices Ltd |
E/P, B/P, Sales/Price, Dividend Yield |
Tilt the Nifty 500 Index (capitalisation-weighted) towards specific constituents based on a weighted-average "Value" score and free-float market capitalisation. |
