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Topic: Russell Indexes


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In the News (Tue 16 Jul 19)

  
  Russell Indexes - Wikipedia, the free encyclopedia
Russell 2000 Index: The small-cap index of the bottom 2,000 stocks in the Russell 3000 Index.
Russell 2500 Index: A mid- to small-cap index of the bottom 2,500 stocks in the Russell 3000 Index.
Russell Microcap Index: A micro-cap index of the stocks ranked from 2,001-4,000 in the Russell indexing universe, consisting of capitalizations ranging from $50M to $500M.
en.wikipedia.org /wiki/Russell_Indexes   (595 words)

  
 Russell Style Indices
In developing the indexes many style models were tested along with many variables, but the non-linear probability model best approximated the behavior of style investment managers and the "ponds" in which they fished.
They found that in terms of index returns, for most periods during the years 1982 through 2000, the returns of the simulated indexes are very similar for annual, semi-annual and quarterly reconstitution.
When turnover is measured either by the number of name changes or the amount of an index portfolio that must be traded, the simulations suggest that increasing the frequency of reconstitution substantially increases the turnover of all the indexes.
www.indexfunds.com /articles/20020506_russell_adv_gen_JS.htm   (1782 words)

  
 KLD Large Cap Social Index Frequently Asked Questions
Index (KLD LCS Index) is designed to represent the large-cap segment of the U.S. equity market available to social investors.
The KLD LCS Index is float-adjusted market-capitalization weighted.Traditional market capitalization weighted indexes determine the weight of each holding as the proportion of its market cap to the total capitalization of the index.
The Large Cap Social Index is licensed to Morgan Stanley as a mutual fund, the Morgan Stanley KLD Social Index Fund (ticker symbol: SIXAX).
www.kld.com /indexes/lcsindex/faq.html   (965 words)

  
 Fool.com: Index Center
The Russell 2000, one of 21 U.S. equity Russell indexes, is used to measure the performance of U.S. small company stocks ("small caps," in Street parlance).
They are actually the 2000 smallest companies in the Russell 3000 index, a broad based index that represents approximately 98% of the value of the investable U.S. equity market, but leaves out the tiny mini- and micro-cap stocks that make up the remaining 2%.
The Russell 2000 is the most widely quoted measure of the overall performance of the small- to mid-cap company shares.
www.fool.com /school/indices/russell2000.htm   (326 words)

  
 Frequently Asked Questions
By screening the Russell 3000Ò Index, which represents 98% of the capitalization of the US equity market, the BMS is the most complete socially and environmentally screened performance benchmark and investment universe.
The KLD BMS Index is float-adjusted market-capitalization weighted.Traditional market capitalization weighted indexes determine the weight of each holding as the proportion of its market cap to the total capitalization of the index.
The KLD BMS Index is currently the only benchmark to track the performance of a socially screened broad market, as well as the performance of socially screened sub-indexes within the broad market.
www.kld.com /indexes/bmsindex/faq.html   (1029 words)

  
 [No title]
Russell weights index members by their float-adjusted market cap and explicitly excludes "locked-up" shares from IPO weights.
Any IPO which has a market cap that justifies inclusion in an index, and which meets Russell's other membership rules, is added to the appropriate indexes after the U.S. equity markets close on scheduled date, which is March 31 this quarter.
As IPOs are added to Russell indexes each quarter, Russell will not delete existing index members to make room for them, but will continue to reconstitute the indexes fully each year at the end of the second quarter.
www.nmfn.com /tn/aboutnet--russell_pr20050322   (573 words)

  
 the russell indexes
The Russell 3000 is comprised of the stock prices of the 3000 US companies with the highest market capitalization (share price times number of shares outstanding).
The Russell 3000 is a measure of a broad range of stocks and is a broad market index (measures the market as a whole).
The Russell 1000 is a measure of the larger market capitalized stocks (or large cap), and the Russell 2000 is a measure of the smaller market capitalized stocks (or small cap).
www.neatideas.com /info/russellindexes.htm   (323 words)

  
 Russell Stock Market Indexes
The Russell indexes are based primarily on market capitalization, so if a fund manager can’t perform better than a Russell index that mirrors the type of stocks that the fund invests in, then the fund manager isn’t worth anything.
Index numbers may not be the exact number of stocks represented, because IPOs are added quarterly and deletions occur throughout the year because of corporate actions, spin-offs, or delisting.
Because about $3.8 trillion worth of index mutual funds and exchange-traded funds are benchmarked against the Russell indexes, any new additions to the Russell index are bought by the fund managers to reflect the changes.
thismatter.com /money/Stocks/Indexes/Russell.htm   (1327 words)

  
 Index Styles
The difference between the Russell 3000 and the Wilshire 5000 is thousands of companies - but they're so small that taken together they only add up to about two or three percent of the total market (that's the small shaded area left over at the bottom of the Russell diagram).
That's the index that Barra created by taking the stocks in the SandP 500 and then separating them into equal halves based on their price-to-book ratios.
Dimensional Fund Advisors offers a family of index funds that are respected by experts but not generally available in a direct low-fee way to the public.
www.moneychimp.com /articles/index_funds/styles.htm   (828 words)

  
 Stock Exchange News
Russell's family of 21 U.S. indexes continues to rank as the most widely used set of performance benchmarks among institutional investment products, which include funds used by corporate pension plans and other institutional investment organizations.
Russell's family of indexes was the only major set of benchmarks to gain market share based on product usage this year, continuing a trend identified by Nelson in its original survey of benchmark usage in 1998.
The strongest shift among Russell indexes was the surge in use of Russell's growth and value style indexes.
www.fmwonline.com /071404.htm   (523 words)

  
 Kelly Haughton: FEN One on One Interview
Kelly Haughton is the longtime strategic director for the Russell indexes, a suite of U.S. equity indexes launched in 1984.
The bulk of assets are in the Russell 3000 and Russell 1000, which have a relatively low annual turnover, so the issue of reconstitution is not as significant for them.
Russell has always done float-adjusted indexes — and float adjustment is a much bigger issue in Japan than in the U.S. because of the cross ownership between companies in Japan.
www.fenews.com /fen47/one_on_one/one_on_one.html   (2674 words)

  
 Exponent- Investors
Russell indexes are widely used by managers for index funds and as benchmarks for both passive and active investment strategies.
More than $360 billion is invested in index funds based on Russell's indexes and an additional $850 billion is benchmarked to them.
Annual reconstitution of the Russell indexes captures the 3,000 largest U.S. stocks as of the end of May, ranking them by total market capitalization to create the Russell 3000.
www.exponent.com /investors/earnings/russell.html   (330 words)

  
 Nuance - News - Press Releases - 2002
Membership in Russell's 21 U.S. equity indexes is determined strictly by market capitalization rankings and style attributes rather than by subjective opinion or committee decisions.
About $250 billion is invested in index funds based on Russell's indexes, and an additional $850 billion is benchmarked to them.
Founded in 1936, Russell is a subsidiary of Northwestern Mutual and is headquartered in Tacoma, Wash., with additional offices in New York, Toronto, London, Paris, Singapore, Sydney, Auckland and Tokyo.
www.nuance.com /news/pressreleases/2002/20020701_russell.asp   (549 words)

  
 Stock Exchange News
Russell Indexes are used as benchmarks for more funds than any other U.S. index family and have been the fastest growing suite of indexes since 1998 with more than $1.4 trillion in institutional assets benchmarked against them.
Russell reconstitution day is usually one of the most highly anticipated and heaviest trading days in the U.S. equity market as asset managers seek to reconfigure their portfolios to reflect the composition of Russell's indexes.
As a result, index fund managers were able to shift their portfolios during a two-week window, instead of waiting until the close of markets on June 25 when the newly adjusted indexes take effect.
www.fmwonline.com /062404.htm   (494 words)

  
 Welcome to MARHedge.com   (Site not responding. Last check: 2007-10-12)
Jun-6-2006 - Tacoma, Washington: Russell Investment Group, the company that created the small-cap Russell 2000 Index as part of its market-leading family of U.S. equity indexes, is targeting to launch the first fully-integrated family of global stock indexes in the fourth quarter of 2006.
Russell's pioneering index methodology including float-adjusted market capitalization, reconstitution, REIT inclusion, multi-factor style and objective and transparent rules has led to more assets benchmarked to Russell's U.S. index family than all other U.S. equity indexes combined.
Russell's family of U.S. indexes was created more than 20 years ago to support the company's core business of understanding and evaluating investment managers.
marhedge.com /2006/06-June/2006-06-06__13-18-23.html   (588 words)

  
 Vonage | Press Room | Vonage Added to the Russell 3000 Index
Membership in the broad-market Russell 3000, which remains in place for one year, means automatic inclusion in additional Russell Indexes.
Russell indexes are widely used by investment managers and institutional investors for index funds and as benchmarks for both passive and active investment strategies.
Founded in 1936, Russell is a subsidiary of Northwestern Mutual and is headquartered in Tacoma, Wash., with additional offices in New York, London, Paris, Singapore, Sydney, Auckland and Tokyo.
pr.vonage.com /releasedetail.cfm?ReleaseID=202805   (487 words)

  
 Russell Indexes: Mega-Cap Growth Stocks Shine in August
The top-performing stock for August in the large-cap Russell 1000® Index was Coldwater Creek (37.8%) in the consumer discretionary sector, but nine of the top 20 performing large-cap stocks for the month are in the technology sector.
In the Russell 2000, some health care stocks showed the most signs of life as POZEN (64.4%) and ViroPharma (60.8%) led all other stocks in the index, and six of the top 10 performers in the index are in the health care sector.
Russell Investment Group is the owner of the trademarks, service marks and copyrights related to its indexes.
www.omniomix.com /inthenews.php?id=64480   (656 words)

  
 FPA News Article   (Site not responding. Last check: 2007-10-12)
We will discuss the methodology Russell uses to construct its value indexes, give examples of some companies that conflict with how we define value, and hope to bolster our contention that these value indexes should not be used as benchmarks for absolute value managers, such as ourselves.
It is not our intent to have the Russell Investment Group change their index construction methodology, but merely to highlight some inconsistencies that we believe the methodology may have with the investment style it claims to track.
While the Russell 2000 Value was up an impressive 13.5% in the first quarter of 2006, we question whether that return accurately portrays a value manager’s opportunity set when the index includes “value” companies such as Nuvelo, Atherogenics, and many others.
www.fpafunds.com /news_020606_benchmark_flaws.asp   (1037 words)

  
 Sound Mind Investing : Eliminating Index Fund Confusion
The Russell indexes are newer stock indexes, and have become increasingly popular due to their ability to offer more precise breakdowns between different kinds of stocks.
This index is composed of the 1,000 largest companies found in the Russell 3000, and represents roughly 92% of the market.
This index isn't quoted very often, but it's importance comes from the fact that some of the high profile small-company index funds use it as their target.
www.soundmindinvesting.com /visitor/2004/june/level3.htm   (1711 words)

  
 Quantum Added to the Russell 2000(R) and Russell 3000(R) Indexes
The newly reconstituted Russell indexes became effective at the close of the U.S. markets on June 24, 2005.
The Russell 3000(R) index is reconstituted annually and reflects the largest 3,000 U.S. companies in terms of market capitalization as of the end of May. The Russell 3000(R) index represents approximately 98 percent of the U.S. stock market.
Membership in the Russell 3000(R), which remains in place for one year, means automatic inclusion in the large-cap Russell 1000(R) or small-cap Russell 2000(R), as well as the appropriate growth and style indexes.
www.theautochannel.com /news/2005/06/28/136161.html   (756 words)

  
 The News Tribune - S&P 500? That’s so last century – think Russell indexes instead (print)   (Site not responding. Last check: 2007-10-12)
Russell Investment Group is one of the largest multimanager investment companies in the world.
Its family of indexes – from which the company makes little money – is the first thing to pop into an investor’s head when asked what Russell does.
Last week, the company announced that its indexes – a sampling of stocks used to gauge the performance of a segment of the stock market – were the most common way institutional investors figured out how well their investments were doing.
www.thenewstribune.com /business/v-printer/story/4978438p-4548737c.html   (707 words)

  
 The Rocking Russell 2000: A Better Day-Trading Market Than the S&Ps? (Options Center) | SmartMoney.com
The Russell 2000 index was developed by the Frank Russell Co. and is designed to track the performance of a set group of companies similar to the S&P 500 index.
The Russell 2000, of course, is considered a small-cap index, measuring small-cap stocks in two categories — growth and value.
Russell reconstitutes its indexes annually unlike some others index providers, which often can mean a more accurate, timely depiction of the market.
www.smartmoney.com /options/index.cfm?Story=sfo-2005septrussell   (2079 words)

  
 News: Alnylam Added to Russell 3000 and Russell 2000 Indexes. Genetic Engineering News - Biotechnology from Bench to ...
The Russell family of U.S. indexes is designed to be a comprehensive representation of the investable U.S. equity market.
The Russell 3000 Index measures the performance of the 3,000 largest U.S. companies based on total market capitalization, which represents approximately 98% of the investable U.S. equity market.
The Russell 2000 is constructed to provide a comprehensive and unbiased small-cap barometer and is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true small-cap opportunity set.
www.genengnews.com /news/bnitem.aspx?name=3154164   (441 words)

  
 ASV - Press Release ASV To Join Russell 3000В® Index
Index when the broad-market index is reconstituted June 30, according to a preliminary list of additions issued by Frank Russell Company.
Index membership will go into effect July 1 and will remain in place for one year.
Russell, global leaders in multi-manager investment services, provides investment products and services in more than 35 countries.
www.asvi.com /press_release_detail.cfm?NewsID=43   (595 words)

  
 Russell Index Funds Asset Growth
Assets in index funds hitched to the firm's 21 benchmarks roared to a record $214 billion in 2001, an increase of 85% over the past two years in the face of a bear market.
The broad Russell 3000 in particular has stepped into the limelight - $95 billion currently resides in passive funds tied to the benchmark that covers 98% of the U.S. market.
Other Russell benchmarks that have attracted considerable assets as of late include the Russell 1000 and Russell 1000 Value indexes, which measure large-cap companies.
www.indexfunds.com /articles/20020327_russell_new_gen_ST.htm   (307 words)

  
 Extra: What all those indexes really mean - MSN Money
Although the number of stocks in the index is about half the size of the Wilshire 5000, it captures 98% of all domestic equity capitalization.
The Russell 2000, which is generally used as a proxy for small-cap stocks, accounts for about 6% of all domestic stocks.
As with all these indexes, the S&P 500 is market-capitalization weighted -- the greater the total value of a stock, the greater its weight in the index.
moneycentral.msn.com /content/invest/extra/P68232.asp   (773 words)

  
 Natural MicroSystems Added to Russell Stock Indexes; Communications Technology Leader Included in Top Performing U.S. ...
Frank Russell Company produces 21 U.S. equity indexes that are reconstituted annually to measure the performance of companies based on market capitalization.
Russell indexes serve as performance standards against which mutual funds and money managers can be evaluated.
Russell indexes are rebalanced each year using the objective measure of market capitalization and do not reflect any subjective opinions or committee decisions.
www.findarticles.com /p/articles/mi_m0EIN/is_2000_August_7/ai_63900840   (697 words)

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