S&P 500/Citigroup Value Index

外汇网2021-06-19 14:23:35 102

A market-capitalization-weighted index developed by Standard and Poor's consisting of those stocks within the S&P 500 Index that exhibit strong value characteristics. The S&P 500/Citigroup Value Index uses a numerical ranking system based on four value factors and three growth factors to determine the constituents and their weightings.

Taobiz explains S&P 500/Citigroup Value Index

The value factors include:

1. Book value to price ratio

2. Cash flow to price ratio

3. Sales to price ratio

4. Dividend yield

The growth factors include:

1. Five-year earnings per share growth rate

2. Five-year sales per share growth rate

3. Five-year internal growth rate

Value and growth style scores are calculated based on the standardized factors.

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