Analysis

Key stats

About ISHARES MSCI USA VALUE FACTOR INDEX UNIT

The fund seeks value-stocks in the US large- and mid-cap equity space. Selection begins with the index creating a value score for the eligible securities using fundamental metrics including earnings, revenue, book value and cash earnings. It looks for value stocks within each sector and assigns weights by multiplying a components value score by its market-cap. Weights in the Underlying Index are normalized so that sectors in the Underlying Index represent the same weight as the MSCI USA Index (Parent Index). However, major sector biases that might have otherwise been produced are mitigated by its sector-relative approach. The added value exposure has also led to higher risk overall for the fund. Additionally, the index is rebalanced semi-annually.