Russell developed its Defensive and Dynamic indexes in the Stability Index series, which focuses on the Russell-identified third dimension of style (Hintz 2010), on the basis of Russell’s observations of investment manager behavior through past market cycles. The Russell Stability indexes cover all countries and regions represented in the Russell Global index family, composed of the Russell 3000 ® Index, which captures 98% of the U.S. equity universe, and the largest 98% of the rest of the global equity universe. In 2010, Russell introduced its Stability (Defensive/Dynamic) Index Series to complement its valuation (Growth/Value) and size (Large/Small) indexes. The Russell Stability Indexes are created by splitting existing Russell indexes in half, based on specific measurements of volatility and quality. The more stable half forms the “Defensive” index, while the less stable half makes up the “Dynamic” index. The new dynamic and defensive components of the entire Russell U.S. family of indexes are a further evolution of investment style, marking the first time stability-oriented quality indicators are “The Russell Stability Index Series is designed to segment market indexes based on a combination of stability factors. The more stable half of the indexes is called ‘defensive’ and the less stable half is called ‘dynamic.’
Russell Investments, one of the world’s-largest index providers, launched a global version of the U.S.-focused “stability” factor-based indexes it first launched in February that are SEATTLE, WA-- - The Russell New Zealand Defensive Index reflected the strongest return year-to-date, through October 21, beating out all other Russell Global Defensive Index country constituents*. FTSE Russell | Russell U.S. Equity Indexes Construction and Methodology, v4.3, March 2020 6 1.3 Available indexes 1.3.1 All Russell U.S. equity indexes are subsets of the Russell 3000E Index. A list of available tickers and index values can be found in Appendix A.
The Russell Stability Indexes are created by splitting existing Russell indexes in half, based on specific measurements of volatility and quality. The more stable half forms the “Defensive” index, while the less stable half makes up the “Dynamic” index. The new dynamic and defensive components of the entire Russell U.S. family of indexes are a further evolution of investment style, marking the first time stability-oriented quality indicators are “The Russell Stability Index Series is designed to segment market indexes based on a combination of stability factors. The more stable half of the indexes is called ‘defensive’ and the less stable half is called ‘dynamic.’ Russell Stability Indexes are style-based benchmarks that offer more detail and specificity for investors, effectively adding a third dimension to the Russell Style Indexes that's independent from Stability Index ® series of defensive and dynamic indexes, the Russell-identified “third dimension of style ™.” All along, Russell style indexes have been among the first opportunities for investors to acquire conscious exposures away from Indexes. FTSE Russell Indexes. Equity. Alternatively weighted. Real estate. Sustainable investment. Fixed income
The indexes measure a portion of the market based on the sensitivity to economic cycles, credit cycles, and market volatility, referred to as stability. Stability is Examination of Balance Measures Produced by the Biodex Stability System For data analysis, the medial/lateral stability index (MLSI), anterior/posterior stability [PubMed] [Google Scholar]; Harrison EL, Duenkel N, Dunlop R, Russell G. Russell 1000®, Russell 2000® and Russell 3000® indexes as the starting universe. The methodology then applies the Russell Stability Indexes® low volatility Fulltext - Yield Stability Analysis in Hulless Barley (Hordeum vulgare L.) coefficient of variation, the average and deviation from rank and yield index ratio. However, Eberhart and Russell`s model is one of the best techniques used to rank Stability Index for Genotype by Environment Analysis and. Wider Adaptability in Wilkinson 1963; Eberhart and Russell 1966) etc. Flores et al. 1998 further Univariate parametric methods have been used, such as those of, and. stability index (W),) Shukla's stability variance (Shukla), Linn and Binn Index (Pi), the
In 2010, Russell introduced its Stability (Defensive/Dynamic) Index Series to complement its valuation (Growth/Value) and size (Large/Small) indexes. The Russell Stability Indexes are created by splitting existing Russell indexes in half, based on specific measurements of volatility and quality. The more stable half forms the “Defensive” index, while the less stable half makes up the “Dynamic” index.