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Dow Jones U.S. Thematic Market Neutral Value Index
Description
The index is designed to measure the performance of a long/short strategy utilizing long positions in value companies and short positions in growth companies. Value is calculated using a a ranking process based on book value to price ratio, projected earnings per share to price ratio, and trailing 12-month operating cash flow to price ratio. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.
Research & Insights
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Characteristics
Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
Constituent
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Symbol
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Sector*
Sector Breakdown
Maturity Breakdown
Rating Breakdown
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