Measures small stocks.
This index is a subset of the Wilshire 5000.
It represents a float adjusted, market capitalization-weighted portfolio of the next 1,750
largest stocks - from 751 to 2,500 by market capitalization in the Wilshire 5000
at March 31 and September 30 of each year.
Construction/Methodology
Membership
- The 751 to 2,500 largest stocks in the Wilshire 5000 by market cap in March and September.
- Large-Cap to Small-Cap buffer applied for companies ranked 601 to 900.
- Small-Cap to Micro-Cap buffer applied for companies ranked 2,001 to 3,000.
- Follows Wilshire 5000 membership guidelines.
Adjustments and Maintenance
- New stocks are added to the index monthly, as they are added to the Wilshire 5000.
- A security will be excluded from the index when it is removed from the Wilshire 5000.
- Shares outstanding and float factors are adjusted when they are changed in the Wilshire 5000 to reflect corporate events during the quarter; otherwise, shares outstanding and float factors are updated once a quarter.
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