Overview

Leading/Lagging Series

These indexes seek to measure the performance stocks that may lead and lag their peers when ranked by RBP® probabilities.

• Dow Jones RBP U.S. Large-Cap Leading 30 Index℠
• Dow Jones RBP U.S. Large-Cap Growth Leading 30 Index℠
• Dow Jones RBP U.S. Large-Cap Value Leading 30 Index℠
• Dow Jones RBP U.S. Large-Cap Lagging 30 Index℠
• Dow Jones RBP U.S. Large-Cap Growth Lagging 30 Index℠
• Dow Jones RBP U.S. Large-Cap Value Lagging 30 Index℠

130/30 Series

The 130/30 indexes use RBP® probabilities to construct indexes of large capitalization securities that seek to reflect the performance of a typical 130/30 investment strategy, which shorts the bottom 30% of stocks in order to go long on the top 30% with the bottom and top ranked by RBP® probabilities.

• Dow Jones RBP U.S. Large-Cap 130/30 Index℠
• Dow Jones RBP U.S. Large-Cap Growth 130/30 Index℠
• Dow Jones RBP U.S. Large-Cap Value 130/30 Index℠

Directional Series

The directional series indexes select and weight stocks based on their RBP® rankings. These indexes seek to measure the performance of stocks that may lead their peers when ranked by RBP® probabilities. To mitigate systemic and market volatility, beta and momentum filters are used to refine the selection universe. The "aggressive" indexes include stocks measured to have beta factors greater than one, and conversely the "defensive" indexes include stocks with beta factors less than one. The "market" indexes are made up of stocks with beta factors close to one.

• Dow Jones RBP U.S. Large-Cap Aggressive Index℠
• Dow Jones RBP U.S. Large-Cap Market Index℠
• Dow Jones RBP U.S. Large-Cap Defensive Index℠
• Dow Jones RBP U.S. Large-Cap 50 Aggressive Index℠
• Dow Jones RBP U.S. Large-Cap 50 Market Index℠
• Dow Jones RBP U.S. Large-Cap 50 Defensive Index℠
• Dow Jones RBP U.S. Large-Cap 30 Aggressive Index℠
• Dow Jones RBP U.S. Large-Cap 30 Market Index℠
• Dow Jones RBP U.S. Large-Cap 30 Defensive Index℠

Size/Style Series

These indexes intend to measure large- and small-cap stocks ranked highest by average fundamental scores and RBP® probability.

Dow Jones RBP U.S. Large-Cap Core Index℠

Measures the performance of 50 large-cap growth stocks and 50 large-cap value stocks, selected based on average fundamental scores and RBP® probabilities.

Dow Jones RBP U.S. Large-Cap Growth Index℠

Measures the performance of 100 top-ranked large-cap growth stocks, selected based on average fundamental scores and RBP® probabilities.

Dow Jones RBP U.S. Large-Cap Value Index℠

Measures the performance of 100 top-ranked large-cap value stocks, selected based on average fundamental scores and RBP® probabilities.

Dow Jones RBP U.S. Small-Cap Index℠

Measures the performance of 100 top-ranked small-cap stocks, selected based on average fundamental scores and RBP® probabilities.

Dividend Series

The first index in this series is the Dow Jones RBP U.S. Dividend Index℠, which consists of 100 of the top-ranked large-cap and mid-cap U.S. stocks based on indicated yield and RBP® probabilities.

The family is expected to expand to cover additional market segments and geographic regions.

Islamic Market Series

The Dow Jones Islamic Market RBP Indexes℠ combine elements of the Dow Jones RBP Indexes℠ methodology with the Shar´ah-based screens of the Dow Jones Islamic Market Indexes℠. The first index in this series is the Dow Jones Islamic Market RBP U.S. 50 Index℠. The family is expected to expand to cover additional countries and/or regions.

• Dow Jones Islamic Market RBP U.S. 50 Index℠
  Measures 50 U.S. large-cap stocks ranked highest by RBP® probability that pass rules-based screens for compliance with Shari´ah investment guidelines.

RBP Weighted Benchmarks

RBP weighted benchmarks screen and/or select stocks according to the methodology of the parent index. Component stocks are weighted within the index according to their RBP® probabilities. Currently available:

• Dow Jones U.S. Large-Cap Total Stock Market Index (RBP Weighted)℠