FTSE US Risk Premium Index Series

Reflects the performance of a top 40 index, a bottom 40 index and a long/short index for 13 unique factors based on the FTSE-All World Index Series.

Request details
  1. Overview
  2. Key resources
  3. Research and Insights
Request details

The FTSE US Risk Premium Index Series is designed to reflect the performance of stocks representing a specific set of factor characteristics. The FTSE US Risk Premium Index Series is comprised of a top 40 index, a bottom 40 index and a long/short index for each of the 13 factors listed below. The FTSE USA Index is the underlying index as defined by the FTSE All-World Index Series. The indices are rebalanced monthly, and constituents are equally weighted.

  •        Price Momentum
  •        Low Volatility
  •        Extended Price Momentum
  •        Size
  •        Seasonality
  •        Dividend Yield
  •        ROE
  •        Free Cash Flow Yield
  •        Free Cash Flow / Invested Capital
  •        Free Cash Flow / Invested Capital Trend
  •        Scaled NOA Differential
  •        Forward Dividend Yield Trend
  •        Forward Earnings Yield

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

Article

Quality control: A global perspective

Discover how the FTSE Pure Quality Index achieves quality returns without tech overreliance. A smarter, balanced approach to factor investing awaits.
•
7 min

Article

Risk of US-China trade tensions 2.0: How can this time be different?

Explore US-China trade tensions' impact on industries, global supply chains, and market trends with key insights into flagship indices and investment opportunities.
•
15 min

Research

Rewarding ESG disclosures - part 2

Our latest edition of the Japanese sustainable investment and futures report explores the connection between increased disclosure and investment.

Request details

Submit your details and one of our Sales experts will be in touch to start the conversation.

If you are an existing client and have a query about your service, contact a Client Service representative at our Help Desk

By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.