Fact sheets
& definitions
 
  
Russell U.S. Indexes 
  
Russell Global Indexes 
  
Russell/Nomura Indexes 
  
U.S. characteristics comparison 
  
Global characteristics comparison 
Russell.com Home



Russell Microcap® Value Index
Fact sheet

Definitions
The Russell Microcap Value Index measures the performance of the microcap value segment of the U.S. Equity market. It includes those Russell Microcap Index companies with lower price-to-book ratios and lower forecasted growth values.

The Russell Microcap Value Index is constructed to provide a comprehensive and unbiased barometer of the microcap value market. The Index is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true microcap value market.

View PDF version

Monthly data
As of August 31, 2008


Statistics

Capitalization (in billions)                    
Average market cap($-WTD)                   0.312
Median market cap                   0.155
Largest company by market cap                   0.816
Smallest company by market cap                   0.009
Fundamental characteristics                    
Price/Book                   1.18
Dividend yield                   2.09
P/E Ex-Neg earnings                   15.86
Lt growth forecast-IBES                   12.02%
EPS growth 5 years                   6.42

Total Returns in percentages

     August    3 month     YTD         1 yr       3 yr       5 yr     10 yr
Russell Microcap Value   3.59   -2.45   -6.44   -14.44   -0.09   7.97   --
Russell 3000   1.55   -7.57   -10.39   -10.22   3.92   7.57   5.52

For daily total return details for all Russell indexes, view this page.



Membership data

Top 10 holdings
US Airways Group, Inc.
American States Water Co.
Invacare Corp.
Comfort Systems USA, Inc.
Investors Real Estate Trust
MSC.Software Corp.
Fred's, Inc.
Greatbatch, Inc.
Provident New York Bancorp
Anworth Mortgage Asset Corp.

 


Top 10 performers   Ticker   Return
United Panam Financial   UPFC   150.68
R H Donnelley Corp   RHD   141.94
Centerline Holding Co   CHC   107.35
Firstfed Financial Corp   FED   96.25
Star Scientific Inc   STSI   93.98
Noble Intl Ltd   NOBL   81.27
Firstcity Financial Corp   FCFC   79.31
Thermage Inc   THRM   79.17
Eurobancshares Inc   EUBK   72.73
SI International Inc   SINT   70.84


Sectors — Largest five by weight

Russell method
Financial Services
Consumer Discretionary
Technology
Materials & Processing
Producer Durables
GICS method
Financials
Information Technology
Consumer Discretionary
Industrials
Health Care
ICB method
Financials
Industrials
Technology
Consumer Services
Consumer Goods






Copyright © Russell Investments 2008. 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.







Printer friendly version of this page


WWW.RUSSELL.COM   INDIVIDUAL INVESTORS   INSTITUTIONAL INVESTORS   FINANCIAL PROFESSIONALS   SITE MAP

© Russell Investments 1995-2008. 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.