Style (Value and Growth)

The primary purpose of these indices is to provide investors with a measure of the performance of value and growth companies which are constituents of the All Share Index (J203).

 Index Details

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  • Value (J330)

    The Value Index is designed to reflect portfolios focusing on the price and value characteristics of securities, weighted towards those companies with identifiable value characteristics. The value measures are: book to price, sales to price, dividend yield and cash flow to price.
    CharacteristicDescription
    NameValue
    Index CodeJ330
    Alpha CodeFJVI
    Index CategoryStyle
    UniverseAll Share Index (J203)
    Fixed No. of CompaniesNo
    Liquidity ScreeningYes
    Free Float ScreeningMinimum of 15%
    Other ScreeningN/A
    Weighting MethodologyValue measures
    Capping MethodologyN/A
    Index ReviewSemi-annually in March and September
    Buffer SizeN/A
    DisseminationEnd of Day
    Live Date2004/08/23
  • Growth (J331)

    The Growth Index is designed to reflect portfolios focusing on earnings and revenue growth, weighted towards those companies with identifiable growth characteristics. The Growth measures are: 3 year historic earnings per share growth, 3 year historic sales growth, 2 year forward earnings per share growth, 2 year forward sales growth, Return on equity X (1 – payout ratio).
    CharacteristicDescription
    NameGrowth
    Index CodeJ331
    Alpha CodeFJGI
    Index CategoryStyle
    UniverseAll Share Index (J203)
    Fixed No. of CompaniesNo
    Liquidity ScreeningYes
    Free Float ScreeningMinimum of 15%
    Other ScreeningN/A
    Weighting MethodologyGrowth measures
    Capping MethodologyN/A
    Index ReviewSemi-Annually in March and September
    Buffer SizeN/A
    DisseminationEnd of Day
    Live Date2004/08/23

 

 

 

 

 

 

FTSE-JSE Value Index Fact Sheet FTSE-JSE Value Index Fact Sheet https://www.jse.co.za/content/JSEFactSheetItems/FTSE-JSE Value Index Fact Sheet.pdfpdf
FTSE-JSE Style Indices BrochureFTSE-JSE Style Indices Brochurehttps://www.jse.co.za/content/JSEBrochureItems/FTSE-JSE Style Indices Brochure.pdfpdf
FTSE-JSE Growth Index Fact SheetFTSE-JSE Growth Index Fact Sheethttps://www.jse.co.za/content/JSEFactSheetItems/FTSE-JSE Growth Index Fact Sheet.pdfpdf

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