The Finominal US Long-Short Profitability Factor Index measures the performance of the top and bottom 30% of stocks ranked on return-on-equity. The long portfolio is comprised of stocks with high return-on-equity, and the short portfolio of stocks with low return-on-equity. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | USALSROE |
| Name | Finominal US Long-Short Profitability Factor Index |
| Inception Date | 4 Feb 2002 |
| Return Type | Long-Short |
| Currency | USD |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | 2.32 % |
| YTD | 1.04 % |
| 1-Year | -3.51 % |
| 3-Year | 8.19 % |
| 5-Year | 28.57 % |
| Since Inception | 53.34 % |