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FTSE Financial Metrics Weighted (FMW) Index Series

The FTSE Financial Metrics Weighted (FMW) Index Series is designed to reflect the performance of constituent companies that are weighted by a set of accounting measures of size. These four accounting measures are Net Income before extraordinary credits and charges, Cashflow Adjusted for Financial Leverage, Dividends + Buybacks and Book Value. Constituents are selected from the corresponding underlying universe at the time of the review and aspects such as index reviews and company classification are determined by the corresponding Ground Rules of the universe index.

The FTSE Smart Sustainability FMW indexes are constructed from the underlying FTSE FMW indexes and reflect the performance of stocks representing an additional set of ESG practices. The eligible securities of each FTSE Smart Sustainability FMW index consist of the constituents of the corresponding underlying FTSE FMW index.

Leveraging FTSE Russell’s flexible factor framework, clients may also incorporate specific factor exposures or sustainable investment preferences.

Indexes include:

  • FTSE All-World FMW Index
  • FTSE Developed FMW Index
  • FTSE Emerging FMW Index
  • FTSE Developed ex US FMW Index
  • FTSE USA FMW Index
  • FTSE All-World FMW ESG Index
  • FTSE Developed FMW ESG Index
  • FTSE Developed ex US FMW ESG Index
  • FTSE Emerging FMW ESG Index
  • FTSE USA FMW ESG Index

Contact us about licensing smart beta and factor index data here.

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.