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.

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

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?

Research

APAC Financial Markets Spotlight – November 2024

Returns diverged in a shifting monetary landscape

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