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
- Dividend Yield
- 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
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