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Index Family:    Wilshire Style Indexes
Index Name:    The Wilshire Large Value Index

Measures large cap stocks that exhibit value characteristics. This is a market cap weighted index including a selection of securities from the Wilshire Large Cap 750 Index that meet Wilshire's criteria for value. The index is an excellent way to evaluate this sector of the market and to gauge the performance of managers focusing on this particular style. An equal weighting of this index, along with the Wilshire Large Growth Index, results in approximately the same return as the Wilshire Large Cap 750 Index.



  • The Wilshire Large Cap 750 Index is equally divided into growth and value indices by market capitalization weight, not number of stocks.
  • Growth and value is defined by looking at two factors: price-to-book ratio and price-to-earnings ratio.
  • Earnings is not the trailing twelve months' earnings but instead the projected analyst earnings for the next year as provided by Institutional/Broker/Estimate/Service.
  • Price-to-book ratio is given three times the weight of price earnings in the calculation of individual stock "style scores" because price-to-book is a more accurate identifier of growth and value stocks.
  • Stocks are then ranked according to their style score from the highest growth (lowest value) to the lowest growth (highest value) score.
  • Stocks with the lower growth style scores (highest value) comprise the Wilshire Large Value Index until their capitalization reaches half the total capitalization of the Wilshire Large Cap 750 Index.

Adjustments and Maintenance

  • Additions to the index are made once a year in June.
  • A security will be excluded from the index at the month-end following the day it stops trading.
  • Shares outstanding may be adjusted to reflect corporate events during the quarter; otherwise, shares outstanding are updated once a quarter.

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