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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.
Top 10 Constituents by Index Weight
Full Constituents ListNo index-linked product details are currently available.
No index-linked product details are currently available.
This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.