The Comprehensive Factor Indexes are designed to capture a broad set of five recognized factors contributing to equity market performance. Available on a variety of FTSE and Russell underlying benchmarks, the Indexes apply a consistent and transparent methodology to achieve controlled exposure to target factors, while considering levels of diversification and capacity. Eligible securities of each Comprehensive factor index are the constituents of the relevant underlying FTSE All-World Index or Russell 1000®/Russell 2000® Indexes respectively. The indexes were derived from a FTSE underlying index and are reviewed semi-annually.
Key Features and Coverage on RIMES
For this data source, RIMES hosts the Russell 1000 Comprehensive Factor Index (Developed and Emerging) and approximately 3650 constituents.