FTSE RAFI® Low Volatility Index Series

Our FTSE RAFI® Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI Index Series.

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  1. Overview
  2. Key resources
  3. Research and Insights
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FTSE partners with Research Affiliates® on the innovative FTSE RAFI® Index Series. Index constituents are weighted using a composite of fundamental factors, including total cash dividends, free cash flow, total sales and book equity value. Prices and market values are not determinants of the index weights. Consequently, the indices are less prone to excessive concentration arising from market fads, which can result in over-exposure to individual companies, sectors or countries.

The FTSE RAFI™ Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI™ Index Series by applying the FTSE RAFI™ index methodology to a universe of low volatility securities. Global, Developed, Emerging and single country indices are available.

Useful link

Key resources

Index announcements

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

View all index announcements

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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