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It depends on how the index is constructed. A market cap index cannot be value investing. A market sector index is almost surely not value investing (unless that entire sector is undervalued).

An index constructed specifically using value measures as the criteria for inclusion can be (at least arguably so).

Click on "value indexes" here: https://www.crsp.org/indexes/ to see some underlying value indexes, and funds like this one track the Large Cap version of it: https://fundresearch.fidelity.com/mutual-funds/summary/92290... (perhaps not surprising, the fund's largest holding is Berkshire B shares)



XBRL filings have the information needed to screen with value investing criteria. GFinance's old stock screener's UI was great.

https://github.com/openlink/Virtuoso-RDFIzer-Mapper-Scripts/...

/? query XBRL https://www.google.com/search?q=query+xbrl

https://github.com/topics/xbrl

But then also a fund or an index fund or an Index ETF wouldn't be complete without ethical review for the sustainable competitive advantage given e.g. GRI+#GlobalGoal sustainability reports.

When you own enough of a company to bring in a new team.


- [ ] ENH: pandas_datareader: add XBRL support from one or more APIs

https://pandas-datareader.readthedocs.io/en/latest/remote_da...




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