16 datasets found
  1. H

    Russell U.S. Equity Indexes

    • dataverse.harvard.edu
    • search.dataone.org
    Updated Apr 22, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Mergent (2025). Russell U.S. Equity Indexes [Dataset]. http://doi.org/10.7910/DVN/EAJMTI
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Apr 22, 2025
    Dataset provided by
    Harvard Dataverse
    Authors
    Mergent
    License

    https://dataverse.harvard.edu/api/datasets/:persistentId/versions/4.0/customlicense?persistentId=doi:10.7910/DVN/EAJMTIhttps://dataverse.harvard.edu/api/datasets/:persistentId/versions/4.0/customlicense?persistentId=doi:10.7910/DVN/EAJMTI

    Time period covered
    Jan 1, 1978 - Apr 18, 2025
    Description

    Indexes included in the Russell U.S. Index Series Russell 3000®: The Russell 3000 Index measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. Russell 1000®: The Russell 1000 Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000 Index and includes approximately 1,000 of the largest securities based on a combination of their market cap and current index membership. The Russell 1000 represents approximately 91% of the U.S. market. Russell 2000®: The Russell 2000 Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000 Index is a subset of the Russell 3000 Index representing approximately 9% of the total market capitalization of that index. It includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership. Index Inception Dates Russell 1000® Index (1/1979) Russell 1000® Growth Index (1/1979) Russell 1000® Value Index (1/1979) Russell 2000® Index (1/1979) Russell 2000® Growth Index (1/1979) Russell 2000® Value Index (1/1979) Russell 2500™ Index (4/2003) Russell 2500™ Growth Index (4/2003) Russell 2500™ Value Index (4/2003) Russell 3000® Index (1/1979) Russell 3000® Growth Index (1/1979) Russell 3000® Value Index (1/1979) Russell Midcap® Index (1/1986) Russell Midcap® Growth Index (1/1987) Russell Midcap® Value Index (1/1987) Russell Small Cap Completeness Index (4/2003) Russell Small Cap Completeness Growth Index (4/2003) Russell Small Cap Completeness Value Index (4/2003) Russell Top 200® Index (7/1996) Russell Top 200® Growth Index (7/2001) Russell Top 200® Value Index (7/2001) Monthly Files included in the Russell U.S. Index Series Monthly Closing Files – RGS These holdings files reflect the official closing positions for all constituents of the 21 U.S. Russell Indexes at month-end back to December 1986 and at quarter-end from September 1986 back to December 1978. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are fixed-width text files and have a naming convention of H_yyyymmdd_RGS.txt. Monthly Closing Files – ICB These holdings files reflect the official closing positions for all constituents of the 21 U.S. Russell Indexes at month-end back to January 2010. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are comma delimited text files and have a naming convention of H_yyyymmdd.csv. Monthly Contribution to Return by RGS Files These files provide contribution to return using RGS as of the end of the month for each of the 21 U.S. Russell Indexes back to August 2008. Files are tab delimited text files and have a naming convention of CTR_MONTHLY_RGS_yyyymmdd.txt.. Monthly Contribution to Return by ICB Files These files provide contribution to return using ICB as of the end of the month for each of the 21 U.S. Russell Indexes back to August 2020. Files are comma delimited text files and have a naming convention of CTR_MONTHLY_yyyymmdd.csv. Monthly RGS Sector Weights Files These files provide monthly Russell Global Sector (RGS) weights for all 21 US Indexes at month-end back to November 2009. Files are comma delimited text files and have a naming convention of SWH_RGS_ALL_yyyymmdd.txt. Monthly ICB Sector Weights Files These files provide monthly Industrial Classification Benchmark (ICB) weights for all 21 US Indexes at month-end back to March 2020. Files are comma delimited text files and have a naming convention of SWH_ALL_yyyymmdd.csv. Note: In August 2020 FTSE Russell transitioned to ICB classification from the RGS classification. All data from September, 2020 is only available using ICB Classification. Data is current to 2024.

  2. Annual development Russell 1000 Index 2000-2024

    • statista.com
    Updated Jan 15, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Statista (2025). Annual development Russell 1000 Index 2000-2024 [Dataset]. https://www.statista.com/statistics/189646/russellnull0-index-closing-year-end-values/
    Explore at:
    Dataset updated
    Jan 15, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    United States
    Description

    In recent years, the development of the Russell 1000 index was rather impressive. The Russell 1000 index, which reflects the performance of approximately 1,000 largest companies traded in the United States, amounted to 3,221.5 at the close of trading in December 2024.

  3. Growth of market interest in AI globally 2015-2023, by share of companies

    • statista.com
    Updated Jun 30, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Statista (2025). Growth of market interest in AI globally 2015-2023, by share of companies [Dataset]. https://www.statista.com/statistics/1424672/ai-market-interest-worldwide/
    Explore at:
    Dataset updated
    Jun 30, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    Worldwide
    Description

    In 2015 barely a percentile of companies mentioned AI in their Russell 3000 earnings calls. This has radically changed in 2023 with over **** percent of companies mentioning the concept of AI in their calls. Only in 2022 and 2020 did the mentions drop somewhat, though the overall growth of the amount of mentions has been steady.

  4. d

    Russell 1000 Companies - Employee Experience Insights from Reviews

    • datarade.ai
    .csv, .xls
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Clootrack, Russell 1000 Companies - Employee Experience Insights from Reviews [Dataset]. https://datarade.ai/data-products/russell-1000-companies-employee-experience-insights-from-re-clootrack
    Explore at:
    .csv, .xlsAvailable download formats
    Dataset authored and provided by
    Clootrack
    Area covered
    Côte d'Ivoire, Isle of Man, Senegal, Congo, Faroe Islands, Guinea, Austria, Georgia, Jamaica, Cocos (Keeling) Islands
    Description

    Check here for 1 min data walkthrough: https://resources.clootrack.com/employee-experience-russell-1ooo-index

    Data source: Employee feedback from prominent employee review sites

    Key data points: 1. Employee Experience sentiment trend 2. Employee Experience drivers trend 3. Actionable for SWOT 4. Review rating trend 5. Review volume trend These data points are segmented by Industry, Industry Sectors, Job Role, Company, Ticker, Country, City for Russell 1000 companies

    Use case - Save several days during: 1. Equity research 2. Strategic planning 3. Portfolio audit 4. Deal thesis analysis 5. Due diligence

    Data Duration: History: 12 Months rolling (older made available based on req)

    Data refresh: Monthly

    Delivery Format: 1. Web dashboard with GenAI Co-pilot 2. Csv

    Trusted by 150+ Global Hedge Funds, Private Equity Funds, Financial Institutions, Companies, Brands

  5. T

    United States Stock Market Index (US2000) - Index Price | Live Quote |...

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Nov 23, 2015
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    TRADING ECONOMICS (2015). United States Stock Market Index (US2000) - Index Price | Live Quote | Historical Chart | Trading Economics [Dataset]. https://tradingeconomics.com/rty:ind
    Explore at:
    xml, json, csv, excelAvailable download formats
    Dataset updated
    Nov 23, 2015
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 2000 - Sep 11, 2025
    Area covered
    United States
    Description

    Prices for United States Stock Market Index (US2000) including live quotes, historical charts and news. United States Stock Market Index (US2000) was last updated by Trading Economics this September 11 of 2025.

  6. m

    SSgA SPDR ETFs Europe II Public Limited Company - SPDR Russell 2000 U.S....

    • macro-rankings.com
    csv, excel
    Updated Jun 30, 2014
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    macro-rankings (2014). SSgA SPDR ETFs Europe II Public Limited Company - SPDR Russell 2000 U.S. Small Cap UCITS ETF - Price Series [Dataset]. https://www.macro-rankings.com/Markets/ETFs/R2US-PA
    Explore at:
    excel, csvAvailable download formats
    Dataset updated
    Jun 30, 2014
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    france
    Description

    Index Time Series for SSgA SPDR ETFs Europe II Public Limited Company - SPDR Russell 2000 U.S. Small Cap UCITS ETF. The frequency of the observation is daily. Moving average series are also typically included. NA

  7. m

    The Impact of a Daily Political Risk Factor on the U.S Stock Market Before...

    • data.mendeley.com
    Updated Jun 12, 2019
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    hechem ajmi (2019). The Impact of a Daily Political Risk Factor on the U.S Stock Market Before and After Donald Trump’s Election: A Quantile Regression Method [Dataset]. http://doi.org/10.17632/7tbbb55dz2.1
    Explore at:
    Dataset updated
    Jun 12, 2019
    Authors
    hechem ajmi
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    United States
    Description

    A daily data ranging from January 2014 until December 2018 is employed. The period between January, 1, 2014 until November 7, 2016 refers to the pre-election period. The period ranging from November 8, 2016, until December, 31 2018 defines the post-election period. Four U.S stock price indices are retrieved from DataStream: The standard and Poor’s 500 index (S&P 500) covers the performance of 500 largest capitalization stocks. The Dow Jones Industrial Average (DJIA) index tracks the prices of the top 30 US companies. The NASDAQ 100 measures the performance of the 100 largest non-financial stocks traded on NASDAQ. The Russell 2000 index covers the performance of 2.000 lowest capitalization stocks. A daily political risk index is calculated for each period using Google trends and the principal component analysis.

  8. Frank-Russell-Company (Company) - Reverse Whois Lookup

    • whoisdatacenter.com
    csv
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    AllHeart Web Inc, Frank-Russell-Company (Company) - Reverse Whois Lookup [Dataset]. https://whoisdatacenter.com/index.php/company/Frank-Russell-Company/
    Explore at:
    csvAvailable download formats
    Dataset provided by
    Authors
    AllHeart Web Inc
    License

    https://whoisdatacenter.com/index.php/terms-of-use/https://whoisdatacenter.com/index.php/terms-of-use/

    Time period covered
    Mar 15, 1985 - Jul 21, 2025
    Description

    Uncover historical ownership history and changes over time by performing a reverse Whois lookup for the company Frank-Russell-Company.

  9. m

    Xtrackers (IE) Public Limited Company - Xtrackers Russell Midcap UCITS ETF -...

    • macro-rankings.com
    csv, excel
    Updated Mar 6, 2015
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    macro-rankings (2015). Xtrackers (IE) Public Limited Company - Xtrackers Russell Midcap UCITS ETF - Price Series [Dataset]. https://www.macro-rankings.com/Markets/ETFs/XRSS-LSE
    Explore at:
    csv, excelAvailable download formats
    Dataset updated
    Mar 6, 2015
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    uk
    Description

    Index Time Series for Xtrackers (IE) Public Limited Company - Xtrackers Russell Midcap UCITS ETF. The frequency of the observation is daily. Moving average series are also typically included. NA

  10. Russell-Patrick (Company) - Reverse Whois Lookup

    • whoisdatacenter.com
    csv
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    AllHeart Web Inc, Russell-Patrick (Company) - Reverse Whois Lookup [Dataset]. https://whoisdatacenter.com/index.php/company/Russell-Patrick/
    Explore at:
    csvAvailable download formats
    Dataset provided by
    Authors
    AllHeart Web Inc
    License

    https://whoisdatacenter.com/index.php/terms-of-use/https://whoisdatacenter.com/index.php/terms-of-use/

    Time period covered
    Mar 15, 1985 - Aug 5, 2025
    Description

    Uncover historical ownership history and changes over time by performing a reverse Whois lookup for the company Russell-Patrick.

  11. m

    Low- and High-Dimensional Stock Price Data

    • data.mendeley.com
    Updated Oct 13, 2017
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Chi Seng Pun (2017). Low- and High-Dimensional Stock Price Data [Dataset]. http://doi.org/10.17632/ndxfrshm74.1
    Explore at:
    Dataset updated
    Oct 13, 2017
    Authors
    Chi Seng Pun
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    The data files contain seven low-dimensional financial research data (in .txt format) and two high-dimensional daily stock prices data (in .csv format). The low-dimensional data sets are provided by Lorenzo Garlappi on his website, while the high-dimensional data sets are downloaded from Yahoo!Finance by the contributor's own effort. The description of the low-dimensional data sets can be found in DeMiguel et al. (2009, RFS). The two high-dimensional data sets contain daily adjusted close prices (from Jan 1, 2013 to Dec 31, 2014) of the stocks, which are in the index components list (as of Jan 7, 2015) of S&P 500 and Russell 2000 indices, respectively.

  12. f

    Results for the RR-Russell model.

    • plos.figshare.com
    xls
    Updated Jul 15, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Mohammadmahdi Taheri; Amir Azizi; Emran Mohammadi; Abbas Saghaei (2025). Results for the RR-Russell model. [Dataset]. http://doi.org/10.1371/journal.pone.0321370.t007
    Explore at:
    xlsAvailable download formats
    Dataset updated
    Jul 15, 2025
    Dataset provided by
    PLOS ONE
    Authors
    Mohammadmahdi Taheri; Amir Azizi; Emran Mohammadi; Abbas Saghaei
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    Portfolio selection and management are two of the most important decisions in the financial field. The existence of uncontrollable factors affects the decision-making process, which is a problem for investors who are responsible for the final financial decisions on how to allocate their budgets to financial assets in their investment portfolios. To overcome the challenges involved in the selection of a stock portfolio, this article presents a three-stage optimization model. In the first stage, the pharmaceutical industry data collected from the Tehran Stock Exchange (TSE) website is used to apply the robust ratio data envelopment analysis (RR-DEA) in GAMS software with respect to some specific financial indicators to determine efficient stocks in conditions of data uncertainty. These selected stocks are then moved to the second stage, where the ANFIS algorithm is employed in MATLAB to predict the final closing prices and calculate the prediction error (RMSE). In the third stage, the fuzzy goal programming (FGP) method is applied, incorporating the prediction errors from the previous stage. The model is optimized in GAMS software, considering each Index’s objectives in a fuzzy context, with the results presented separately for different objectives. For this problem, in the first stage 27 stocks were selected as samples from the (TSE) website using the proposed methods, and 23 stocks were entered into the price prediction stage. Finally, in the FGP stage, optimization and purchase amount of each share was done. Illustrative results show that the proposed approach is effective for portfolio selection and optimization in the presence of uncertain data.

  13. m

    Cboe Global Markets Inc - Dividend-Per-Share

    • macro-rankings.com
    csv, excel
    Updated Aug 16, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    macro-rankings (2025). Cboe Global Markets Inc - Dividend-Per-Share [Dataset]. https://www.macro-rankings.com/Markets/Stocks/CBOE-CBOE/Key-Financial-Ratios/Dividends_and_More/Dividend-Per-Share
    Explore at:
    excel, csvAvailable download formats
    Dataset updated
    Aug 16, 2025
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    united states
    Description

    Dividend-Per-Share Time Series for Cboe Global Markets Inc. Cboe Global Markets, Inc., through its subsidiaries, operates as an options exchange in the United States and internationally. It operates through six segments: Options, North American Equities, Europe and Asia Pacific, Futures, Global FX, and Digital. The Options segment trades in listed market indices. Its North American Equities segment trades in listed U.S. and Canadian equities. This segment also offers exchange-traded products (ETP) transaction and listing services. The Europe and Asia Pacific segment provides pan-European listed equities and derivatives transaction services, ETPs, exchange-traded commodities, and international depository receipts, as well as ETP listings and clearing services. Its Futures segment offers and trades in futures and other related products. The Global FX segment provides institutional foreign exchange (FX) trading and non-deliverable forward FX transactions services. Its Digital segment offers Cboe Digital, an operator of the United States based digital asset spot market and a regulated futures exchange; Cboe Clear Digital, a regulated clearinghouse; licensing of proprietary market data; and access and capacity services. It has strategic relationships with S&P Dow Jones Indices, LLC; Frank Russell Company; FTSE International Limited; and MSCI Inc. The company was formerly known as CBOE Holdings, Inc. and changed its name to Cboe Global Markets, Inc. in October 2017. Cboe Global Markets, Inc. was founded in 1973 and is headquartered in Chicago, Illinois.

  14. m

    Herald Investment Trust - Net-Income-Applicable-To-Common-Shares

    • macro-rankings.com
    csv, excel
    Updated Aug 18, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    macro-rankings (2025). Herald Investment Trust - Net-Income-Applicable-To-Common-Shares [Dataset]. https://www.macro-rankings.com/Markets/Stocks/HRI-LSE/Income-Statement/Net-Income-Applicable-To-Common-Shares
    Explore at:
    csv, excelAvailable download formats
    Dataset updated
    Aug 18, 2025
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    uk
    Description

    Net-Income-Applicable-To-Common-Shares Time Series for Herald Investment Trust. Herald Investment Trust PLC is a closed-ended equity mutual fund launched and managed by Herald Investment Management Limited. It invests in public equity markets across the globe. The fund seeks to invest in stocks of companies operating in the technology, telecommunications, and multi-media sectors. It primarily invests in stocks of small-cap companies having market capitalizations lower than £750 million. The fund benchmarks the performance of its portfolio against a composite benchmark comprised of 33.33% Russell 2000 Technology Index and 66.66% Numis Smaller Companies Index. Herald Investment Trust PLC was formed on February 16, 1994 and is domiciled in the United Kingdom.

  15. m

    Cboe Global Markets Inc - Diluted-Average-Shares

    • macro-rankings.com
    csv, excel
    Updated Aug 9, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    macro-rankings (2025). Cboe Global Markets Inc - Diluted-Average-Shares [Dataset]. https://www.macro-rankings.com/Markets/Stocks/CBOE-CBOE/Income-Statement/Diluted-Average-Shares
    Explore at:
    excel, csvAvailable download formats
    Dataset updated
    Aug 9, 2025
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    united states
    Description

    Diluted-Average-Shares Time Series for Cboe Global Markets Inc. Cboe Global Markets, Inc., through its subsidiaries, operates as an options exchange in the United States and internationally. It operates through six segments: Options, North American Equities, Europe and Asia Pacific, Futures, Global FX, and Digital. The Options segment trades in listed market indices. Its North American Equities segment trades in listed U.S. and Canadian equities. This segment also offers exchange-traded products (ETP) transaction and listing services. The Europe and Asia Pacific segment provides pan-European listed equities and derivatives transaction services, ETPs, exchange-traded commodities, and international depository receipts, as well as ETP listings and clearing services. Its Futures segment offers and trades in futures and other related products. The Global FX segment provides institutional foreign exchange (FX) trading and non-deliverable forward FX transactions services. Its Digital segment offers Cboe Digital, an operator of the United States based digital asset spot market and a regulated futures exchange; Cboe Clear Digital, a regulated clearinghouse; licensing of proprietary market data; and access and capacity services. It has strategic relationships with S&P Dow Jones Indices, LLC; Frank Russell Company; FTSE International Limited; and MSCI Inc. The company was formerly known as CBOE Holdings, Inc. and changed its name to Cboe Global Markets, Inc. in October 2017. Cboe Global Markets, Inc. was founded in 1973 and is headquartered in Chicago, Illinois.

  16. m

    Janus Henderson Small/Mid Cap Growth Alpha ETF - Price Series

    • macro-rankings.com
    csv, excel
    Updated Feb 23, 2016
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    macro-rankings (2016). Janus Henderson Small/Mid Cap Growth Alpha ETF - Price Series [Dataset]. https://www.macro-rankings.com/Markets/ETFs/JSMD-US
    Explore at:
    excel, csvAvailable download formats
    Dataset updated
    Feb 23, 2016
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    united states
    Description

    Index Time Series for Janus Henderson Small/Mid Cap Growth Alpha ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund will, under normal circumstances, invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in equity securities of small- and mid-sized capitalization ("small/mid cap") companies selected for their growth potential. For purposes of the 80% policy, the fund's managers consider small/mid cap companies to be those whose market capitalization falls within the 12-month range of the Russell 2500TM Growth Index.

  17. Not seeing a result you expected?
    Learn how you can add new datasets to our index.

Share
FacebookFacebook
TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
Mergent (2025). Russell U.S. Equity Indexes [Dataset]. http://doi.org/10.7910/DVN/EAJMTI

Russell U.S. Equity Indexes

Explore at:
CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
Dataset updated
Apr 22, 2025
Dataset provided by
Harvard Dataverse
Authors
Mergent
License

https://dataverse.harvard.edu/api/datasets/:persistentId/versions/4.0/customlicense?persistentId=doi:10.7910/DVN/EAJMTIhttps://dataverse.harvard.edu/api/datasets/:persistentId/versions/4.0/customlicense?persistentId=doi:10.7910/DVN/EAJMTI

Time period covered
Jan 1, 1978 - Apr 18, 2025
Description

Indexes included in the Russell U.S. Index Series Russell 3000®: The Russell 3000 Index measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. Russell 1000®: The Russell 1000 Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000 Index and includes approximately 1,000 of the largest securities based on a combination of their market cap and current index membership. The Russell 1000 represents approximately 91% of the U.S. market. Russell 2000®: The Russell 2000 Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000 Index is a subset of the Russell 3000 Index representing approximately 9% of the total market capitalization of that index. It includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership. Index Inception Dates Russell 1000® Index (1/1979) Russell 1000® Growth Index (1/1979) Russell 1000® Value Index (1/1979) Russell 2000® Index (1/1979) Russell 2000® Growth Index (1/1979) Russell 2000® Value Index (1/1979) Russell 2500™ Index (4/2003) Russell 2500™ Growth Index (4/2003) Russell 2500™ Value Index (4/2003) Russell 3000® Index (1/1979) Russell 3000® Growth Index (1/1979) Russell 3000® Value Index (1/1979) Russell Midcap® Index (1/1986) Russell Midcap® Growth Index (1/1987) Russell Midcap® Value Index (1/1987) Russell Small Cap Completeness Index (4/2003) Russell Small Cap Completeness Growth Index (4/2003) Russell Small Cap Completeness Value Index (4/2003) Russell Top 200® Index (7/1996) Russell Top 200® Growth Index (7/2001) Russell Top 200® Value Index (7/2001) Monthly Files included in the Russell U.S. Index Series Monthly Closing Files – RGS These holdings files reflect the official closing positions for all constituents of the 21 U.S. Russell Indexes at month-end back to December 1986 and at quarter-end from September 1986 back to December 1978. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are fixed-width text files and have a naming convention of H_yyyymmdd_RGS.txt. Monthly Closing Files – ICB These holdings files reflect the official closing positions for all constituents of the 21 U.S. Russell Indexes at month-end back to January 2010. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are comma delimited text files and have a naming convention of H_yyyymmdd.csv. Monthly Contribution to Return by RGS Files These files provide contribution to return using RGS as of the end of the month for each of the 21 U.S. Russell Indexes back to August 2008. Files are tab delimited text files and have a naming convention of CTR_MONTHLY_RGS_yyyymmdd.txt.. Monthly Contribution to Return by ICB Files These files provide contribution to return using ICB as of the end of the month for each of the 21 U.S. Russell Indexes back to August 2020. Files are comma delimited text files and have a naming convention of CTR_MONTHLY_yyyymmdd.csv. Monthly RGS Sector Weights Files These files provide monthly Russell Global Sector (RGS) weights for all 21 US Indexes at month-end back to November 2009. Files are comma delimited text files and have a naming convention of SWH_RGS_ALL_yyyymmdd.txt. Monthly ICB Sector Weights Files These files provide monthly Industrial Classification Benchmark (ICB) weights for all 21 US Indexes at month-end back to March 2020. Files are comma delimited text files and have a naming convention of SWH_ALL_yyyymmdd.csv. Note: In August 2020 FTSE Russell transitioned to ICB classification from the RGS classification. All data from September, 2020 is only available using ICB Classification. Data is current to 2024.

Search
Clear search
Close search
Google apps
Main menu