b*****l
发帖数: 161 | 1 周五盘后大家都说有异动,可是盘前无人提起6/25是Russell Reconstitution.唯有看到flategg在调侃众蛙，提到说是 r-day.分享我的research note.
WHAT HAPPEN: on Friday, June 25th, Russell reconstituted its indexes. The annual Russell Reconstitution is usually one of the most highly-anticipated and heaviest trading days in the US equity markets. However, no one mentioned about it until market close!
WHAT IT MEANS: Composition of the Russell 3000 and Microcap Indexes are as follows: The Russell 3000 Index consists of the Russell 1000 and 2000 Indexes. The Russell 1000 is comprised of the first 1000 companies in the Russell 3000 and represents the largest US companies. The Russell 2000 is comprised of companies numbered 1001 through 3000 within the Russell 3000 and is generally viewed as the benchmark index for small-cap companies. The Russell Microcap Index includes the smallest 1,000 securities in the Russell 2000 plus the next 1,000 securities.
http://www.russell.com/Indexes/tools-resources/reconstitution.a
WHAT TO EXPECT
http://www.eventvestor.com/ev062310.php
- Stocks added to Russell 1000 index (and new to Russell 3000)
gained about 4.6% during the 6-week period prior to the rebalance day.
- Stocks to be deleted from Russell indexes in 2010 have lost
nearly 12.6% on average relative to Russell 2000 index since May 14, 2010 (2-weeks prior to the ranking of stocks by Russell) while stocks to be added to Russell 3000 have gained 2.7% during the same period.
WHAT IS THE IMPACT ON YOUR STOCKS: pls do your research and share.
My mid cap tickers were holding ground on Friday: IPGP, RES. Large cap drop with index: DE. | a********h
发帖数: 819 | 2 我昨天在想：刚加入russell 3000的股票应该什么时间卖？
没找到统计数据
anticipated
【在 b*****l 的大作中提到】
: 周五盘后大家都说有异动,可是盘前无人提起6/25是Russell Reconstitution.唯有看到flategg在调侃众蛙，提到说是 r-day.分享我的research note.
: WHAT HAPPEN: on Friday, June 25th, Russell reconstituted its indexes. The annual Russell Reconstitution is usually one of the most highly-anticipated and heaviest trading days in the US equity markets. However, no one mentioned about it until market close!
: WHAT IT MEANS: Composition of the Russell 3000 and Microcap Indexes are as follows: The Russell 3000 Index consists of the Russell 1000 and 2000 Indexes. The Russell 1000 is comprised of the first 1000 companies in the Russell 3000 and represents the largest US companies. The Russell 2000 is comprised of companies numbered 1001 through 3000 within the Russell 3000 and is generally viewed as the benchmark index for small-cap companies. The Russell Microcap Index includes the smallest 1,000 securities in the Russell 2000 plus the next 1,000 securities.
: http://www.russell.com/Indexes/tools-resources/reconstitution.a
: WHAT TO EXPECT
: http://www.eventvestor.com/ev062310.php
: - Stocks added to Russell 1000 index (and new to Russell 3000)
: gained about 4.6% during the 6-week period prior to the rebalance day.
: - Stocks to be deleted from Russell indexes in 2010 have lost
: nearly 12.6% on average relative to Russell 2000 index since May 14, 2010 (2-weeks prior to the ranking of stocks by Russell) while stocks to be added to Russell 3000 have gained 2.7% during the same period.
| b*****l
发帖数: 161 | | w*******o
发帖数: 6125 | 4 还以为时光倒流了，2年前我有个帖子关于re-balance的
不是什么新鲜事了
http://www.mitbbs.com/article_t/Stock/31981321.html
anticipated
【在 b*****l 的大作中提到】
: 周五盘后大家都说有异动,可是盘前无人提起6/25是Russell Reconstitution.唯有看到flategg在调侃众蛙，提到说是 r-day.分享我的research note.
: WHAT HAPPEN: on Friday, June 25th, Russell reconstituted its indexes. The annual Russell Reconstitution is usually one of the most highly-anticipated and heaviest trading days in the US equity markets. However, no one mentioned about it until market close!
: WHAT IT MEANS: Composition of the Russell 3000 and Microcap Indexes are as follows: The Russell 3000 Index consists of the Russell 1000 and 2000 Indexes. The Russell 1000 is comprised of the first 1000 companies in the Russell 3000 and represents the largest US companies. The Russell 2000 is comprised of companies numbered 1001 through 3000 within the Russell 3000 and is generally viewed as the benchmark index for small-cap companies. The Russell Microcap Index includes the smallest 1,000 securities in the Russell 2000 plus the next 1,000 securities.
: http://www.russell.com/Indexes/tools-resources/reconstitution.a
: WHAT TO EXPECT
: http://www.eventvestor.com/ev062310.php
: - Stocks added to Russell 1000 index (and new to Russell 3000)
: gained about 4.6% during the 6-week period prior to the rebalance day.
: - Stocks to be deleted from Russell indexes in 2010 have lost
: nearly 12.6% on average relative to Russell 2000 index since May 14, 2010 (2-weeks prior to the ranking of stocks by Russell) while stocks to be added to Russell 3000 have gained 2.7% during the same period.
| B****o
发帖数: 1393 | | b*****l
发帖数: 161 | 6 年年岁岁花相似，
只是那时候没有follow 未眠神啊。
【在 w*******o 的大作中提到】
: 还以为时光倒流了，2年前我有个帖子关于re-balance的
: 不是什么新鲜事了
: http://www.mitbbs.com/article_t/Stock/31981321.html
:
: anticipated
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