Earnings Yield 8. Earnings Variability 10. Currency Sensitivity 12. Largest 1500 stocks plus smaller stocks as needed for industry depth. Balance sheet items must be available.
Turnover is limited by additional rules.
Trading Activity 5. Earnings Yield 7. Stocks ranked 1001 to 3000 by capt plus smaller stocks as needed for industry depth. Frank Russell 2000 members are always included. Balance sheet items must be available.