LibertyQ US Index Series

Russell US indices designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to Quality, Value and Momentum factors.

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  1. Overview
  2. Key resources
  3. Research and Insights
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Available Benchmarks:

  • LibertyQ US Large Cap Equity Index - based on the Russell 1000 Index, its parent index, which measures the performance of the large-cap segment of the US equity universe. The LibertyQ US Large Cap Equity Index is designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to three factors: Quality, Value and Momentum.
  • LibertyQ US Mid Cap Equity Index - based on the Russell Midcap Index, its parent index, which measures the performance of the mid-cap segment of the US equity universe. The LibertyQ US Mid Cap Equity Index is designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.
  • LibertyQ US Small Cap Equity Index - based on the Russell 2000 Index, its parent index, which measures the performance of the small-cap segment of the US equity universe. The LibertyQ US Small Cap Equity Index is designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.

Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

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Research and Insights

Research

WMR FX Benchmarks: The global standard for currency valuation

In this paper we review the 30-year history of the WMR FX benchmarks, explaining their role in the market, their use cases, their calculation methodology and their governance and oversight.

Research

Valuation Matters – are shifts in index composition impacting market valuations?

How have market valuations been impacted by changes in index composition? Can controlling for these changes improve the predictive power of valuations in forecasting forward-looking returns?

Article

Balancing out index weights

Equal-weight indices reduce concentration and improve diversification. Learn how equal-weighting balances stock contributions in indices like the Russell 1000.
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5 min

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