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.