Wilshire US Style Indexes

The Wilshire US Style Indexes are designed as benchmarks that can help fund sponsors evaluate the performance of active managers relative to their own respective investment management style. Wilshire first introduced a multi-factor style measurement metric and the associated style indexes in 1986 and were designed to help investors quantify portfolios’ growth, value and size characteristics based on holdings with history dating back to June 1978. The style indexes separate the Wilshire 5000 into four capitalization groups (Large, Small, Mid and Micro), then divide the Large, Small and Mid-Cap issues by float-adjusted capitalization equally into growth and value indexes. Growth and value are defined by looking at six factors: projected price-to-earnings ratio, projected earnings growth, price-to-book ratio, dividend yield, trailing revenue growth and trailing earnings growth.

Summary

  • Size and/or style segment of the Wilshire 5000
  • Float-adjusted capitalization weighted
  • Rebalanced semi-annually
  • Monthly history from June 30, 1978
  • Daily history from December 31, 1998
  • Suggested exchange ticker: W5K[size][g/v]

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