Russell US State Equity Index Series

US equity indexes that represent the performance of companies headquartered in a specific US state.

  1. Overview
  2. Index Performance
  3. Key resources
  4. Research and Insights
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The Russell US State Equity Index Series is designed to reflect the performance of Russell 3000 companies headquartered in a single state. Each index is screened for minimum size and liquidity. The index series is market cap weighted with a 10% company cap applied in addition to capping applied in consideration of RIC 5/50 limits.

Useful link

Index performance

Key resources

Research and Insights

Research

Turning the lens: Rotating risk models for insight

We utilise a generic risk model to attribute risk aligned with the investment process, thematic exposures and macroeconomic drivers.
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1 min

Research

Macro relevance and factor rotation

We identify historical macro environments most relevant to today’s conditions and leverage those insights to inform adaptive equity factor rotation strategies.
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1 min

Research

Robust index design: The case for sensitivity-aware methodologies

We introduce a methodology for measuring index robustness to data inputs and show its application in index design and methodology selection.
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1 min

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