数据：哪些ETF跟踪富时罗素指数系列(13)_线索Clues|理性投资新浪财经InvestGlob

The FTSE Value-Stocks Indexes offer market participants an opportunity to access value stocks in the China， China A-Share， Japan， Korea and Taiwan markets through a transparent and rules-based approach． Constituents of the FTSE Value-Stocks Indexes must pass a proprietary value screening process which includes valuation， quality， and contrarian factors． The following factors are utilised to identify quality value stocks in the Hong Kong listed China， China A-Share， Japan， Korea and Taiwan markets：

P/E ratio

Dividend yield

Return on equity

Operating profit margin

Net gearing

A unique contrarian factor

富时价值股份指数采用独特的价值投资策略，配合透明、规范的投资方法，为投资优质价值型中资股、日本股票、韩国股票及台湾股票提供了机会。指数结合了富时获全球公认的指数管理专长，以及惠理集团往绩卓越的严谨价值投资方法。其价值选股机制由惠理指数服务有限公司所编制，有关指数由富时集团计算及管理。