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

Overlook style regimes at your peril

Discover the secrets of style regimes in investing, from their duration to their profound impact on market dynamics. Learn how to leverage style transitions for investment success.
•
14 min

Research

Equity Factor Insights - April 2024

Sustained equity rally puts momentum on top for Q1

Article

Emerging markets – a changed asset class?

We explore the evolving landscape of emerging markets (EMs), from compressed sovereign spreads to shifting growth models, and discover new investment opportunities.
•
12 min

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.