关于fama-french三因素模型

We form six value-weight portfolios, S/L, S/M, S/H, B/L, B/M, and B/H, as the intersections of the size and BE/ME groups.
请问这里的value-weight是用什么加权啊？

market capitalization 也就是股票市值在这个data universe里面的比重，然后加权