The Finominal US Long-Short Value Factor Index measures the performance of the top and bottom 30% of stocks ranked on a combination of price-to-book and price-to-earnings ratios. The long portfolio is comprised of cheap stocks, and the short portfolio of expensive stocks. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | USALSVAL |
| Name | Finominal US Long-Short Value Factor Index |
| Inception Date | 4 Feb 2002 |
| Return Type | Long-Short |
| Currency | USD |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | 9.03 % |
| YTD | 6.86 % |
| 1-Year | 5.25 % |
| 3-Year | 8.09 % |
| 5-Year | 22.73 % |
| Since Inception | 25.55 % |