|
|
|
|
 |
|
Russell 3000® Value Index
Fact sheet
Definition
The Russell 3000 Value Index measures the performance of the broad value segment of the U.S. equity universe. It includes those Russell 3000 companies with lower price-to-book ratios and lower forecasted growth values.
The Russell 3000 Value Index is constructed to provide a comprehensive, unbiased, and stable barometer of the broad value market. The Index is completely reconstituted annually to ensure new and growing equities are included and that the represented companies continue to reflect value characteristics.
Monthly data
As of May 31, 2009
Statistics
| Capitalization (in billions) |
|
|
|
|
|
|
|
|
|
|
| Average market cap($-WTD) |
|
|
|
|
|
|
|
|
|
66.978 |
| Median market cap |
|
|
|
|
|
|
|
|
|
0.586 |
| Largest company by market cap |
|
|
|
|
|
|
|
|
|
345.086 |
| Fundamental characteristics |
|
|
|
|
|
|
|
|
|
|
| Price/Book |
|
|
|
|
|
|
|
|
|
1.44 |
| Dividend yield |
|
|
|
|
|
|
|
|
|
2.75 |
| P/E Ex-Neg earnings |
|
|
|
|
|
|
|
|
|
12.21 |
| Lt growth forecast-IBES |
|
|
|
|
|
|
|
|
|
7.71% |
| EPS growth 5 years |
|
|
|
|
|
|
|
|
|
6.53 |
The smallest company in each index has been removed from the public website to avoid any confusion. The smallest company could distort the actual distribution in the corresponding index due to corporate action methodology. Use the $wtd average market capitalization for a true measure of the capitalization distribution.
Total returns in percentages
| |
|
May |
|
3 month |
|
YTD |
|
1 yr |
|
3 yr |
|
5 yr |
|
10 yr |
| Russell 3000 Value |
|
5.85 |
|
27.72 |
|
-2.37 |
|
-35.10 |
|
-10.79 |
|
-1.51 |
|
0.57 |
| Russell 3000 |
|
5.34 |
|
26.62 |
|
3.84 |
|
-32.85 |
|
-8.40 |
|
-1.52 |
|
-1.00 |
View daily total return details for all Russell indexes.
Membership data
| Top 10 holdings |
| Exxon Mobil Corp. |
| AT&T, Inc. |
| General Electric Co. |
| Chevron Corp. |
| JPMorgan Chase & Co. |
| Johnson & Johnson |
| Wells Fargo & Co. |
| Pfizer, Inc. |
| Procter & Gamble Co. |
| Verizon Communications, Inc. |
| |
| Top 10 performers |
|
Ticker |
|
Return |
| Geokinetics Inc |
|
GOK |
|
180.68 |
| PMI Group Inc |
|
PMI |
|
176.19 |
| Anthracite Capital Inc |
|
AHR |
|
170.00 |
| Lee Enterprises Inc |
|
LEE |
|
163.16 |
| Genworth Financial Inc |
|
GNW |
|
150.85 |
| American Dairy Inc |
|
ADY |
|
129.92 |
| Avis Budget Group Inc |
|
CAR |
|
129.67 |
| Dollar Thrifty Auto |
|
DTG |
|
129.26 |
| Gulfport Energy Corp |
|
GPOR |
|
109.43 |
| Arvinmeritor Inc |
|
ARM |
|
105.65 |
|
Sectors — Largest five by weight
| Russell method |
Financial Services
Health Care
Utilities
Integrated Oils
Consumer Discretionary |
| GICS method |
Financials
Energy
Health Care
Consumer Discretionary
Consumer Staples |
| ICB method |
| Financials |
| Oil & Gas |
| Health Care |
| Industrials |
| Consumer Goods |
Copyright © Russell Investments 2009. All rights reserved. This material is proprietary and may not be reproduced, transferred or distributed in any form without prior written permission from Russell Investments. Russell Investments reserves the right at any
time and without notice to change, amend, or cease publication of the information. It has been prepared solely for informative purposes. It is made available on an "as is" basis without warranty. Nothing in this publication is intended to constitute legal, tax, securities or investment advice, not an opinion regarding the appropriateness of any investment, nor a solicitation of any type.
The index is unmanaged and cannot be invested in directly.
Russell Investments is the owner of the trademarks, service marks and copyrights related to its indexes.
Russell Investment Group is a Washington, USA corporation, which operates through subsidiaries worldwide, including Russell Investments, and is a subsidiary of The Northwestern Mutual Life Insurance Company.
Returns represent past performance and are not a guarantee of future performance.
RC 4834
|
|
|
|
| |
More performance |
|
|
|
WWW.RUSSELL.COM
INDIVIDUAL INVESTORS
INSTITUTIONAL INVESTORS
FINANCIAL PROFESSIONALS
SITE MAP
© Russell Investments 1995-2009. All rights reserved.
Legal information.
Privacy statement.
Russell Investment Group is a Washington, USA corporation, which operates through subsidiaries worldwide, including Russell Investments, and is a subsidiary of The Northwestern Mutual Life Insurance Company.
Indexes are unmanaged and cannot by invested in directly. Returns represent past performance, are not a guarantee of future performance, and are not indicative of any specific investment.
|
