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Russell Midcap® Value Index
Fact sheet
Definition
The Russell Midcap Value Index measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell Midcap Index companies with lower price-to-book ratios and lower forecasted growth values.
The Russell Midcap Value Index is constructed to provide a comprehensive and unbiased barometer of the mid-cap value market. The Index is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true mid-cap value market.
Monthly data
As of May 31, 2009
Statistics
| Capitalization (in billions) |
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| Average market cap($-WTD) |
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5.081 |
| Median market cap |
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2.487 |
| Largest company by market cap |
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16.513 |
| Fundamental characteristics |
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| Price/Book |
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1.32 |
| Dividend yield |
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2.80 |
| P/E Ex-Neg earnings |
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13.15 |
| Lt growth forecast-IBES |
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8.40% |
| EPS growth 5 years |
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2.10 |
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
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May |
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3 month |
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YTD |
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1 yr |
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3 yr |
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5 yr |
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10 yr |
| Russell Midcap Value |
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3.43 |
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31.23 |
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2.99 |
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-36.84 |
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-10.95 |
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0.23 |
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4.09 |
| Russell 3000 |
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5.34 |
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26.62 |
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3.84 |
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-32.85 |
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-8.40 |
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-1.52 |
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-1.00 |
View daily total return details for all Russell indexes.
Membership data
| Top 10 holdings |
| Ford Motor Co. |
| PG&E Corp. |
| American Electric Power Co., Inc. |
| Sempra Energy |
| Progressive Corp. (The) |
| Spectra Energy Corp. |
| AON Corp. |
| Progress Energy, Inc. |
| Marsh & McLennan Cos., Inc. |
| Consolidated Edison, Inc. |
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| Top 10 performers |
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Ticker |
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Return |
| Genworth Financial Inc |
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GNW |
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150.85 |
| Avis Budget Group Inc |
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CAR |
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129.67 |
| Office Depot Inc |
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ODP |
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79.92 |
| CIT Group Inc |
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CIT |
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72.52 |
| MGIC Investment Corp |
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MTG |
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70.31 |
| Lincoln National Corp |
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LNC |
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68.59 |
| Fifth Third Bancorp |
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FITB |
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68.29 |
| HSN Inc |
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HSNI |
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63.53 |
| Tenet Healthcare Corp |
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THC |
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61.33 |
| Tree.com Inc |
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TREE |
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60.12 |
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Sectors — Largest five by weight
| Russell method |
Financial Services
Utilities
Consumer Discretionary
Materials & Processing
Consumer Staple |
| GICS method |
Financials
Consumer Discretionary
Utilities
Consumer Staples
Information Technology |
| ICB method |
| Financials |
| Utilities |
| Consumer Goods |
| Industrials |
| Consumer Services |
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.
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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.
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