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Russell Fundamental Indices

The Russell Fundamental Index Series offers a unique solution for managers interested in obtaining alternative beta exposures while maintaining the diversification, transparency and liquidity of traditional indexing. Securities are selected and weighted according to fundamental measures of company size: Adjusted Sales, Operating Cash Flow, and Dividends plus Buybacks.

Key Features and Coverage on RIMES

For this data source, RIMES provides data for approximately 6080 companies and 290 indices. Index coverage includes Russell Fundamental Global, Developed, Emerging Markets, U.S., Asia Pacific, Europe, etc.). Country coverage includes:

  • Australia, Belgium, Brazil, Canada, China, Denmark, Finland, France, Germany, Hong Kong, India, Indonesia, Italy, Japan, Korea, Malaysia, Netherlands, Norway, Russia, Singapore, Spain, Sweden, Switzerland, Taiwan, Thailand, United Kingdom, etc.

Some of the data items available include:

  • Index Items: Dividend Amount Gross/Net, Dividend Yield, ESP Growth, ESP Variability, Gross Index, Industry Classification Code, Long Term Growth Forecast, Market Capitalization, Net Index, Number of Constituents, Opening Market Capitalization, Price Index, Price to Book Value, Price to Cash Flow per Share, Price to Earnings, Price to Sales, Region Flag, Return on Equity, Total Assets US Dollar Average Natural Log, etc.
  • Company Indices: Adjustment Factor, Cap Range Flag, Corporate Action Type, Daily Net Return, Daily Price Return, Daily Total Return, Date of Portfolio, Dividend Amount Gross, Exchange Code, Growth Factor, Industry Code, Investable Market Value, Investable Shares Outstanding, Investable Weight, Last Price Date, Market Value, Next Date of Portfolio, Opening investable Market Value , Opening Investable Weight in Index, Opening Market Value in Local Currency, Russell Global Sub Industry Code, Sector Code, Security Traded Flag, Sedol Code, Shares Outstanding, Total Return, Unadjusted Price, Value Factor, Weight in Index, etc.

 

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