We examine two distinct methods of size segmentation in the US market: a count-based approach (applying a rigid stock count such as 1000 and 2000 stocks) and an adaptive cumulative market approach based on percentage allocation.
It is not uncommon to see homogeneous groups of assets in traditional finance used for portfolio risk management, relative valuation and risk attribution, amongst other applications.
A global equity index can serve as the benchmark for ETFs, index funds or structured products, and also supplies reference points for global asset allocation and rich information for measuring the global economy.
Value and Growth are important style segments that investors use to navigate the US market. The new FT Wilshire US
Growth and Value Index Series addresses the robustness and transparency issues of legacy indexes.
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