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FTSE JP Morgan US Single Factor Indexes

The FTSE Global Factor Index Series is a suite of benchmarks designed to represent the performance of specific factor characteristics, with six single factor indexes and additional combinations of factors comprising the index series. The seven factors represent common factor characteristics for which there is a broad academic and practitioner consensus, supported by a body of empirical evidence across different geographies and time periods.

The FTSE Global Factor Index Series is a suite of benchmarks designed to represent the performance of specific factor characteristics, with six single factor indexes and additional combinations of factors comprising the index series. The seven factors represent common factor characteristics for which there is a broad academic and practitioner consensus, supported by a body of empirical evidence across different geographies and time periods: Momentum, Quality, Size, Value, Volatility, and Yield. The Indexes are based on the market cap weighted FTSE All-World, Russell U.S. and FTSE UK indexes. The FTSE Global Factor Index series uses a transparent methodology to achieve a controlled exposure to a target factor, whilst considering levels of diversification and capacity.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 980 companies. Data item coverage includes:

  • Category, Description, Domains, Issue Source, Partner, Style, etc.

ftse.com/products/indices/factor

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