Factor indexes

FTSE Russell Factor Indexes allow market participants to access the performance of six well-known equity market factors (quality, size, value, momentum, volatility, and yield) via single-factor and multi-factor indexes. These six factors represent systematic drivers of equity market returns and carry a risk premium, for which there is ample academic support. 

The multi-factor index range offers combinations and adjustable factor exposures to cater for specific client objectives and investment outcomes.

The FTSE Global Factor Index Series covers a wide range of well known underlying equity indexes and geographies, including the FTSE All-World Index, the Russell US Indexes, and the FTSE UK Index Series. The series aims to achieve efficient and controlled exposure to the target factor(s) for the underlying indexes using transparent, rules-based methodology.

The FTSE Target Exposure Indexes are designed to target specific characteristics - such as factor, climate and ESG exposures - while minimizing all off-target, consequential exposures. Target exposures are completely flexible and can be combined to cater to specific client objectives. Find out more

Featured indexes

FTSE Global Factor Alternatively weighted, Factor exposure Global
FTSE Smart Sustainability Sustainable investment, Alternatively weighted, Factor exposure, Smart sustainability Global