The Russell Investment Group produces a range of Global and U.S. equity indexes. <\/p>\n
At their http:\/\/www.russell.com\/Indexes\/<\/a> site they have the following to say about their American indexes:<\/p>\n "Russell produces a family of U.S. equity indexes. The indexes are market cap-weighted and include only common stocks incorporated in the United States and its territories. All U.S. indexes are subsets of the Russell 3000E Index, which represents approximately 99% of the U.S. equity market…..Excluding stocks trading below $1.00, pink sheet and bulletin board stocks, closed-end mutual funds, limited partnerships, royalty trusts, etc, non-U.S. incorporated stocks, foreign stocks, American Depositary Receipts (ADRs)".<\/p>\n<\/blockquote>\n For additional information on the Russell Indexes refer to: http:\/\/en.wikipedia.org\/wiki\/Russell_Indexes<\/a><\/p>\n Detailed information, including methodologies and membership lists, is available from the above link or the Russell home site: http:\/\/www.russell.com\/us\/SiteNav.asp<\/a><\/p>\n To obtain membership lists for the US market go to the HomePage<\/em> >> Indexes >> Index Membership >> Membership Lists<\/em> or follow the link: http:\/\/www.russell.com\/Indexes\/membership\/default.asp<\/a><\/p>\n The lists are downloadable in PDF format.<\/p>\n To manually extract AmiBroker compliant component lists from the PDF files:<\/strong><\/p>\n An example list can be downloaded by right clicking on the link below and clicking on Save Target As<\/strong> to save the file to a local drive.<\/p>\n Note: The attached file assumes a basic knowledge of Xcel and Xcel functions. <\/p>\n\n
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