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By: Layla Hirschfelt, Sr. Product Manager
Reconstitution day for the Russell US indexes, like Thanksgiving, occurs every year around the same time—the last Friday in June. On this day instead of passing turkey around the table, the Russell US indexes pass around their underlying constituents in a process of rebalancing. By analyzing some of the underlying factors that go into the year’s rebalancing, a theme will typically emerge. For 2016 the theme was “The Incredible Shrinking Market,” highlighting changes that underscore the importance of this annual process.
For the second quarter as of June 15, the Russell 2000 Index, a measure of US small cap stocks, has performed higher than the Russell 1000 Index, a measure of US large cap stocks. However, the Russell 2000 Index has fallen by 9% since the completion of the last Russell Indexes reconstitution on Friday, June 26, 2015.
Annual Russell US index reconstitution period begins with posting of projected additions & deletions
Today leading global index provider FTSE Russell posted its official preliminary lists of companies expected to enter or leave the US broad-market Russell 3000 Index and the Russell Microcap Index when the Russell indexes undergo their annual rebalance after US markets close on June 24. The lists of projected additions and deletions for the Russell indexes, including the Russell Global Index, are now available on the FTSE Russell website.
FTSE Russell, the global index provider, today announces changes following the June 2016 FTSE4Good Index Series and ESG ratings semi-annual review.