Invesco Strategic US Small Company Index Methodology July 2018
|
|
|
- Allison Wiggins
- 5 years ago
- Views:
Transcription
1 Invesco Strategic US Small Company Index Methodology July 2018
2 Invesco Strategic US Small Company Index Methodology Table of Contents Description 3 Updates 4 Calculation Agent 5 Corporate Events 5 Index Policy 6 Governance 6 Return Types and Tickers 6 Index Information and Data Dissemination 7 2
3 Description Overview The Invesco Strategic US Small Company Index (the Index ) measures the performance of equities for US companies that tend to have smaller, yet higher quality businesses. Security Selection The opportunity set for the Index includes constituents of the Invesco Indexing Investable universe designated as US securities. For full details on the Invesco Indexing Investable universe, see Invesco Indexing Investable universe methodology at These stocks are ranked in descending order on business-size score (see description below). Those securities that rank greater than 90% in cumulative size are eligible for inclusion in the Index. Of these eligible securities, the 20% of stocks with the lowest quality score (see below) are excluded. Finally, the universe is limited to those securities for which pricing data is available from the Index calculator, see Calculation Agent. Business-Size Score Business-size score is the equally weighted average of four measures of company size: sales, operating cash flow, total return of capital (dividends and share repurchases), and book value. Each measure is computed over the prior five years and is standardized as the percentage value relative to the Invesco Indexing Investable universe. For real estate companies, book value is replaced by total assets and operating cash flow is replaced by funds from operations. For any metric, if five years of data is not available, all available data is used. Any stock with less than one year of trading history is not eligible for inclusion in the Index. Quality Score Quality score is the equally weighted average of two quality factors: efficiency and growth. Efficiency measures the ability of a company to generate size off of its asset base and is calculated as the ratio of sales-to-assets in the prior year. Growth measures the increase in the size of a company s business and is calculated as the percentage change in the ratio of sales-toassets over the prior five years. Each factor is standardized to be normally distributed with mean zero and standard deviation one. Security Weighting Each security in the Index is weighted proportionally to its float-adjusted business-size score. History The Index was launched on June 15, History is available for the Index since its base date of December 31, The base value of the Index is Related Indexes Several other related Invesco Indexes are available. Similar to the Invesco Strategic US Small Company Index, these Indexes consist of securities from higher quality, larger businesses within their segment; however, they differ in their regional and size coverage. These Indexes include: Invesco Strategic US Index Invesco Strategic Developed ex-us Index Invesco Strategic Developed ex-us Small Company Index Invesco Strategic Emerging Markets Index 3
4 Updates The Index is updated annually in June in coordination with the Invesco Indexing Investable universe reconstitution. For full details on liquidity requirements and universe construction, see Invesco Indexing Investable universe methodology at Index Key Dates The key dates are as follows. The Index Review Team (see Governance on page 6) may change these dates for reasons including market holidays. Any such changes will be publicly announced with as much advance notice as possible under the circumstances. All events take place after the close. Event Day Description Reference Date Third Friday of month prior to Rebalance Month Data is captured for Index construction Announcement Date Pro-Forma Date Second Wednesday of Rebalance Month Second Friday of Rebalance Month Summary of Index rebalance changes are announced to public Preliminary Index weights begin to be distributed to Index subscribers Effective Date Third Friday of Rebalance Month Rebalanced Index weights are finalized 4
5 Calculation Agent The calculation agent for the Index (the Calculator ) is S&P Dow Jones Indices. The Calculator updates the Index at Rebalance Months based on weights provided by Invesco Indexing LLC (Invesco Indexing). In addition, the Calculator updates daily Index weights between Rebalance Months based on price changes and corporate actions (see Corporate Events section below), and it distributes Index data to Invesco Indexing and major Index data distribution partners (see Index Information and Data Dissemination on page 7). Corporate Events The Calculator identifies and adjusts for corporate events based on the following policy. Corporate Events Index Adjustments Divisor Change? Rights Offer No impact on the Index. N Spin-off Spin-Off stock is added to the Index after market close of exdate at zero weight. Parent and spin-off will split the original weight. N Share Acquisition Acquired companies are deleted from the Index. If the acquirer is an Index constituent, its shares do not change. Y Share Changes No impact on the Index. N Addition Except for spin-offs, there are no intra-rebalancing additions. N Deletion Deleting, acquisition or any other corporate event resulting in the deletion of the stock from the Index causes the weight of the rest of the stocks in the Index to change. Relative weights stay the same. Y As mentioned above in the Calculation Agent section, the Calculator manages corporate events for this Index using its standard corporate event framework and its divisor index methodology. For additional details, please refer to Invesco Indexing Corporate Event Methodology, at 5
6 Index Policy The Index follows the general Index policies of the Calculator as described below. Announcements All Index constituents are evaluated daily for data needed to calculate Index levels and returns. All events affecting the daily Index calculation are typically announced in advance via the Index Corporate Events report (.SDE) delivered daily via FTP to all clients. Any unusual treatment of corporate events or short notice of an event may be communicated via to Index clients. Best efforts are made to announce any changes to Index methodology well ahead of time via the Invesco Indexing website and via to all Index clients. Pro-Forma Files In addition to the corporate events file (.SDE), Invesco Indexing provides constituent pro-forma files (PRO.SDC) each time the Index rebalances. The pro-forma file is typically provided daily in advance of the rebalancing date and contains all constituents and their corresponding weights effective for the upcoming rebalancing. The actual weight of each stock at the Index rebalance typically differs from the pro-forma weights due to market movements. Holiday Schedule The Index is calculated daily, throughout the calendar year. The only days the Index is not calculated are on days when all exchanges where the Index s constituents are listed are officially closed. Governance The Index is managed by the Index Review Team (IRT). The IRT consists solely of members of Invesco Indexing. The IRT meets at least annually to review and revise Index methodology described in this document as appropriate. The IRT meets at least annually to review additions and deletions to the Index. All changes to the Index on Rebalance Months are subject to the approval of the IRT, and the IRT may make adjustments to the Index at its discretion when such changes are reasonable. Return Types and Tickers The Calculator computes two return types for the Index on a daily basis: price return and total return. The total return Index assumes dividends are reinvested in the Index after the close on the ex-date. Return Type Price Return Total Return Bloomberg Ticker IISUS IISUST 6
7 Index Information and Data Dissemination Data Vendors Daily Index levels for all return types are available from major quote vendors and at Intraday Index levels are available for the price return Index only. FTP Daily constituent data and Index level data are available via the Invesco Indexing secure FTP site for Index subscribers. Please contact Invesco Indexing customer service at for more information. File Types The Invesco Indexing secure FTP site for Index subscribers will distribute the standard overnight index files from the Calculator. These include: File Description Index Levels Constituent Details Close Constituent Details Adjusted Close Constituent Details Pro-forma Corporate Events File Extension.SDL CLS.SDC ADJ.SDC PRO.SDC.SDE The data on these files is provided directly by the Calculator, and no descriptive information contained in these files is used by Invesco Indexing at any stage of the Index creation process. In addition, the Invesco Indexing secure FTP site contains the characteristics file, II.CHR. The characteristics file is created by Invesco Indexing annually at the time of Index rebalance and is updated throughout the year as necessary. It contains characteristics data used by Invesco Indexing in the creation of the Index or that otherwise helps to describe the Index constituents. These data include sector, country, region, size classification and developed/emerging classification. Please contact Invesco Indexing customer service at for more information. Website Index information is available on the Invesco Indexing website at 7
8 The information provided is for informational purposes only and should not be construed as an offer to buy or sell any financial instruments, or a recommendation for any security or fund interest. Invesco Indexing LLC is not an investment adviser or fiduciary and makes no representation regarding the advisability of investing in any security or strategy. There can be no assurance that an investment strategy based on the Invesco Indexes will be successful. Indexes are unmanaged and it is not possible to invest directly in an Index. Exposure to an asset class or trading strategy represented by an Index is only available through investable instruments (if any) based on that Index. Invesco Indexing LLC does not issue, sponsor, endorse, market, offer, review or otherwise express any opinion regarding any fund, derivative or other security, financial product or trading strategy that is based on, linked to or seeks to track the performance of any Invesco Indexing LLC. The Invesco Strategic US Small Company Index (the Index ) is the property of Invesco Indexing LLC, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) to calculate and maintain the Index. The Index is not sponsored by S&P Dow Jones Indices or its affiliates or its third party licensors (collectively, S&P Dow Jones Indices ). S&P Dow Jones Indices will not be liable for any errors or omissions in calculating the Index. Calculated by S&P Dow Jones Indices and the related stylized mark(s) are service marks of S&P Dow Jones Indices and have been licensed for use by Invesco Indexing LLC. S&P is a registered trademark of Standard & Poor s Financial Services LLC ( SPFS ), and Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC ( Dow Jones ). Invesco Indexing LLC 2018 All Rights Reserved invescoindexing.com US4000
Invesco US Small Cap Index Methodology October 2017
Invesco US Small Cap Index Methodology October 2017 1 Invesco US Small Cap Index Methodology Table of Contents Description 3 Updates 4 Calculation Agent 5 Corporate Actions 5 Policy 5 Governance 6 Return
Invesco Multi-Factor Large Cap Index Methodology April 2018
Invesco Multi-Factor Large Cap Index Methodology April 2018 Invesco Multi-Factor Large Cap Index Methodology Table of Contents Description 3 Updates 4 Calculation Agent 5 Corporate Events 5 Index Policy
Invesco Multi-Factor Core Plus Index Methodology July 2018
Invesco Multi-Factor Core Plus Index Methodology July 2018 Invesco Multi-Factor Core Plus Index Methodology Table of Contents Description 3 Updates 4 Calculation Agent 5 Corporate Events 5 Index Policy
Invesco Investment Grade Defensive Index Methodology July 2018
Invesco Investment Grade Defensive Index Methodology July 2018 Invesco Investment Grade Defensive Index Methodology Table of Contents Description 3 Index Construction 4 Updates 5 Calculation Agent 6 Corporate
Invesco Emerging Markets Debt Defensive Index Methodology July 2018
Invesco Emerging Markets Debt Defensive Index Methodology July 2018 Invesco Emerging Markets Debt Defensive Index Methodology Table of Contents Description 3 Index Construction 4 Updates 5 Calculation
Invesco High Yield Value Index Methodology July 2018
Invesco High Yield Value Index Methodology July 2018 Invesco High Yield Value Index Methodology Table of Contents Description 3 Index Construction 4 Updates 5 Calculation Agent 6 Corporate Events 6 Index
S&P MLP Indices Methodology
S&P MLP Indices Methodology S&P Dow Jones Indices: Index Methodology October 2017 Table of Contents Introduction 3 Highlights and Index Family 3 Eligibility Criteria 4 Eligibility Factors 4 Index Construction
S&P 500 Buyback Index Methodology
S&P 500 Buyback Index Methodology S&P Dow Jones Indices: Index Methodology December 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Index Construction 5 Approaches
Nasdaq BulletShares USD Corporate Bond Indexes Methodology May 2018
Nasdaq BulletShares USD Corporate Bond Indexes Methodology May 2018 Nasdaq BulletShares USD Corporate Bond Indexes Methodology Table of Contents Description 3 Index Construction 4 Updates 5 Calculation
S&P 500 Capex Efficiency Index Methodology
AC S&P 500 Capex Efficiency Index Methodology S&P Dow Jones Indices: Index Methodology July 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Index Construction
S&P 500 Dividend Aristocrats Methodology
S&P 500 Dividend Aristocrats Methodology S&P Dow Jones Indices: Index Methodology December 2017 Table of Contents Introduction 2 Highlights 2 Eligibility Criteria 3 Index Eligibility 3 Timing of Changes
S&P U.S. Spin-Off Index Methodology
S&P U.S. Spin-Off Index Methodology S&P Dow Jones Indices: Index Methodology April 2016 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Timing of Changes 4 Index
S&P Global Luxury Index Methodology
S&P Global Luxury Index Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility Factors 4
Cushing Transportation Index
Cushing Transportation Index INDEX METHODOLODGY GUIDE Version: 1.0 July 31, 2017 Cushing Asset Management, LP 8117 Preston Road Suite 440 Dallas, Texas 75225 www.cushingasset.com Table of Contents Section
Dow Jones Global Composite Yield Index Methodology
Dow Jones Global Composite Yield Index Methodology S&P Dow Jones Indices: Index Methodology February 2018 Table of Contents Introduction 3 Index Objective, Highlights, and Index Family 3 Supporting Documents
S&P Sri Lanka 20 Methodology
S&P Sri Lanka 20 Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 3 Highlights 3 Partnership 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility Factors
S&P 500 High Beta High Dividend Index Methodology
S&P 500 High Beta High Dividend Index Methodology S&P Dow Jones Indices: Index Methodology January 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility
S&P/BOVESPA Indices Methodology
S&P/BOVESPA Indices Methodology S&P Dow Jones Indices: Index Methodology June 2017 Table of Contents Introduction 3 Highlights and Index Family 3 Eligibility Criteria 5 Universe 5 Index Eligibility Criteria
Dow Jones Sustainability Europe Diversified Low Volatility High Dividend Index Methodology
Dow Jones Sustainability Europe Diversified Low Volatility High Dividend Index Methodology S&P Dow Jones Indices: Index Methodology April 2017 Table of Contents Introduction 3 Highlights 3 Eligibility
S&P High Yield Dividend Aristocrats Methodology
S&P High Yield Dividend Aristocrats Methodology S&P Dow Jones Indices: Index Methodology February 2018 Table of Contents Introduction 3 Index Objective 3 Highlights 3 Supporting Documents 3 Eligibility
March Construction and Methodology Document. Schwab 1000 Index
March 2018 Construction and Methodology Document Schwab 1000 Index Table of Contents Index Overview...3 Index Tickers...3 Bloomberg...3 Base Universe Eligibility...4 Base Universe...4 Domicile Criteria...4
Cushing 30 MLP Index INDEX METHODOLODGY GUIDE. June 18, 2014
Cushing 30 MLP Index INDEX METHODOLODGY GUIDE Version: 3.3 June 18, 2014 Cushing Asset Management, LP 8117 Preston Road Suite 440 Dallas, Texas 75225 www.swankcapital.com Table of Contents Section 1. Introduction......1
Cushing MLP Market Cap Index
Cushing MLP Market Cap Index INDEX METHODOLODGY GUIDE Version: 2.0 July 16, 2018 Cushing Asset Management, LP 8117 Preston Road Suite 440 Dallas, Texas 75225 www.cushingasset.com Table of Contents Section
S&P Global 1200 Methodology
S&P Global 1200 Methodology S&P Dow Jones Indices: Index Methodology December 2016 Table of Contents Introduction 3 Highlights and Index Family 3 Partnership 3 Eligibility Criteria 4 S&P Global 1200 4
S&P Global 1200 Methodology
S&P Global 1200 Methodology S&P Dow Jones Indices: Index Methodology December 2017 Table of Contents Introduction 3 Highlights and Index Family 3 Eligibility Criteria 4 S&P Global 1200 4 S&P Global 1200
S&P/IFCI Carbon Efficient Index Methodology
S&P/IFCI Carbon Efficient Index Methodology S&P Dow Jones Indices: Index Methodology October 2017 Table of Contents Introduction 2 Highlights 2 Eligibility Criteria 3 Eligibility Factors 3 Index Construction
Dow Jones Composite All REIT Indices Methodology
Dow Jones Composite All REIT Indices Methodology S&P Dow Jones Indices: Index Methodology October 2017 Table of Contents Introduction 3 Highlights and Index Family 3 Eligibility Criteria 4 Index Eligibility
S&P BSE AllCap Methodology
S&P BSE AllCap Methodology Asia index Private Limited: Index Methodology August 2017 Table of Contents Introduction 3 Partnership 3 Highlights and Index Family 3 Eligibility Criteria and Index Construction
S&P China A-Share Quality Value Index Methodology
S&P China A-Share Quality Value Index Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility
S&P/BOVESPA Momentum Index Methodology
S&P/BOVESPA Momentum Index Methodology S&P Dow Jones Indices: Index Methodology October 2015 Table of Contents Introduction 3 Highlights 3 Index Construction 4 Index Universe 4 Constituent Selection 4
S&P/TSX Composite Shareholder Yield Index Methodology
S&P/TSX Composite Shareholder Yield Index Methodology S&P Dow Jones Indices: Index Methodology February 2016 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility
S&P/TSX Composite Buyback Index Methodology
S&P/TSX Composite Buyback Index Methodology S&P Dow Jones Indices: Index Methodology February 2016 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4
Dow Jones BRIC Indices Methodology
Dow Jones BRIC Indices Methodology S&P Dow Jones Indices: Index Methodology December 2017 Table of Contents Introduction 3 Index Family 3 Highlights 3 Eligibility Criteria 5 Index Eligibility 5 Index Construction
AQR Momentum Indices. International Equities Methodology Description
AQR Momentum Indices International Equities Methodology Description AQR Capital Management, LLC Two Greenwich Plaza Greenwich, CT 06830 p: +1.203.742.3600 f: +1.203.742.3100 w: aqr.com International Momentum
S&P Dow Jones Indices: S&P/TSX Venture 30 Index Methodology
S&P Dow Jones Indices: S&P/TSX Venture 30 Index Methodology December 2012 S&P Dow Jones Indices: Index Methodology Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index
S&P/TSX Preferred Share Index Methodology
S&P/TSX Preferred Share Index Methodology S&P Dow Jones Indices: Index Methodology May 2016 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility
S&P UK / Euro High Yield Dividend Aristocrats Methodology
S&P UK / Euro High Yield Dividend Aristocrats Methodology S&P Dow Jones Indices: Index Methodology July 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Index
S&P/TSX Preferred Share Index Methodology
S&P/TSX Preferred Share Index Methodology S&P Dow Jones Indices: Index Methodology October 2017 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility
S&P Dow Jones Indices: S&P/TSX Preferred Share Laddered Index Methodology
S&P Dow Jones Indices: S&P/TSX Preferred Share Laddered Index Methodology January 2013 S&P Dow Jones Indices: Index Methodology Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria
Invesco US Large Cap Index
Invesco US Large Cap Index Invesco Indexing Description The Invesco US Large Cap Index is a broad-based benchmark measuring the aggregate performance of US large-cap equities. Index Attributes The Invesco
S&P Enhanced Value Indices Methodology
S&P Enhanced Value Indices Methodology S&P Dow Jones Indices: Index Methodology January 2018 Table of Contents Introduction 3 Index Family 3 Eligibility Criteria 4 Index Eligibility 4 Index Construction
WISDOMTREE RULES-BASED METHODOLOGY
WISDOMTREE RULES-BASED METHODOLOGY WisdomTree Dynamic Long/Short U.S. Equity Index and Dynamic Bearish U.S. Equity Index Last Updated September 2018 Page 1 of 8 WISDOMTREE RULES-BASED METHODOLOGY Methodology
Cushing 30 MLP Index INDEX METHODOLODGY GUIDE. November 17, 2017
Cushing 30 MLP Index INDEX METHODOLODGY GUIDE Version: 3.4 November 17, 2017 Cushing Asset Management, LP 8117 Preston Road Suite 440 Dallas, Texas 75225 www.cushingasset.com Table of Contents Section
S&P Asia 50 Methodology
S&P Asia 50 Methodology S&P Dow Jones Indices: Index Methodology July 2017 Table of Contents Introduction 3 Highlights 3 Index Family 3 Representation 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility
Index Methodology Document. January Fidelity Factor Index Methodologies
Fidelity High Dividend Index Fidelity Dividend Index for Rising Rates Fidelity International High Dividend Index Fidelity U.S. Low Volatility Factor Index Fidelity U.S. Momentum Factor Index Fidelity U.S.
Index Methodology Guide Alerian MLP Index (AMZ)
Index Methodology Guide Alerian MLP Index (AMZ) Version 12.0.1 29 September 2017 Alerian 4925 Greenville Avenue, Suite 840 Dallas, TX 75206 alerian.com // Table of Contents Company Background 3 About the
S&P BSE India Infrastructure Methodology
S&P BSE India Infrastructure Methodology May 2014 S&P Dow Jones Indices: Index Methodology Table of Contents Introduction 3 Partnership 3 Highlights 3 Index Family 3 Eligibility Criteria and Index Construction
S&P/TSX Composite Single Factor Indices Methodology
S&P/TSX Composite Single Factor Indices Methodology S&P Dow Jones Indices: Index Methodology August 2017 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Universe 4 Universe
The S-Network Large-Cap Sharpe Ratio Index (SHRPX) Official Rule Book
The S-Network Large-Cap Sharpe Ratio Index (SHRPX) Official Rule Book I. General Description SHRPX is a portfolio of stocks derived from the S&P 500 Index. The SHRPX methodology selects the five stocks
S&P/TSX Canadian Dividend Aristocrats Index Methodology
S&P/TSX Canadian Dividend Aristocrats Index Methodology S&P Dow Jones Indices: Index Methodology February 2016 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility
S&P/TSX Venture Composite Methodology
S&P/TSX Venture Composite Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 2 Partnership 2 Eligibility Criteria 3 Eligibility Factors 3 Index Construction
Dow Jones U.S. Select Sector Specialty Indices Methodology
Dow Jones U.S. Select Sector Specialty Indices Methodology S&P Dow Jones Indices: Index Methodology December 2017 Table of Contents Introduction 4 Highlights and Index Family 4 Eligibility Criteria 6 Index
HSBC USA Inc. Leveraged Buffered Uncapped Market Participation SecuritiesTM
Filed Pursuant to Rule 433 Registration No. 333-202524 July 1, 2016 FREE WRITING PROSPECTUS (To Prospectus dated March 5, 2015, Prospectus Supplement dated March 5, 2015 and ETF Underlying Supplement dated
S&P All STARS Indices Methodology
S&P All STARS Indices Methodology S&P Dow Jones Indices: Index Methodology October 2015 Table of Contents Introduction 3 Highlights 3 Determination of STARS 5 Eligibility Criteria 6 Index Eligibility 6
S&P/TSX Canadian Dividend Aristocrats Index Methodology
S&P/TSX Canadian Dividend Aristocrats Index Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility
S&P/TSX Venture Composite Methodology
S&P/TSX Venture Composite Methodology S&P Dow Jones Indices: Index Methodology February 2018 Table of Contents Introduction 2 Index Objective 2 Sub-Indices 2 Supporting Documents 2 Partnership 3 Eligibility
1. INTRODUCTION 2 6. DISCLAIMER 12. GUIDEBOOK The Finvex Shariah Efficient Europe 20 Index (Net Return and Price Return)
GUIDEBOOK The Finvex Shariah Efficient Europe 20 Index (Net Return and Price Return) Version 1.0., 26 March 2015 Public use of this Index Guidebook or parts thereof is subject to S&P Opco, LLC approval.
S&P South Africa Composite Indices Methodology
S&P South Africa Composite Indices Methodology S&P Dow Jones Indices: Index Methodology December 2017 Table of Contents Introduction 3 Index Family 3 Eligibility Criteria 5 Index Eligibility 5 Eligibility
S&P 500 Carry Adjusted Total Return Index Methodology
S&P 500 Carry Adjusted Total Return Index Methodology S&P Dow Jones Indices: Index Methodology February 2016 Table of Contents Introduction 3 Highlights 3 Index Construction 4 Index Calculations 4 Index
S&P/TSX Composite Low Volatility Index Methodology
S&P/TSX Composite Low Volatility Index Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 2 Partnership 2 Highlights 2 Eligibility Criteria 3 Index Eligibility
S&P/TSX Venture Composite Methodology
S&P/TSX Venture Composite Methodology S&P Dow Jones Indices: Index Methodology September 2015 Table of Contents Introduction 3 Partnership 3 Eligibility Criteria 4 Eligibility Factors 4 Index Construction
Invesco Emerging Markets Index
Invesco Emerging Markets Index Invesco Indexing Description The Invesco Emerging Markets Index is a broad-based benchmark measuring the aggregate performance of emerging market equities. Index Attributes
1. INTRODUCTION 2 6. DISCLAIMER 12. GUIDEBOOK The Finvex Sustainable Efficient Europe 30 Index (Net Return and Price Return)
GUIDEBOOK The Finvex Sustainable Efficient Europe 30 Index (Net Return and Price Return) Version 3.1., 24 September 2013 Public use of this Index Guidebook or parts thereof is subject to S&P Opco, LLC
S&P Environmental & Socially Responsible Indices Methodology
S&P Environmental & Socially Responsible Indices Methodology S&P Dow Jones Indices: Index Methodology September 2017 Table of Contents Introduction 3 Highlights and Index Family 3 Sustainability Scoring
John Hancock Dimensional Mid Cap Index Rulebook
John Hancock Dimensional Mid Cap Index Rulebook Version 1.2 The Index The Mid Cap Index is a non market cap weighted, semi annually reconstituted index of U.S. mid cap companies. The index reconstitutions
S&P/TSX Revenue Exposure Indices Methodology
S&P/TSX Revenue Exposure Indices Methodology S&P Dow Jones Indices: Index Methodology October 2017 Table of Contents Introduction 3 Index Family 3 Eligibility Criteria 4 Index Universe 4 Eligibility Factors
NYSE Select Sector Equal Weight Index
NYSE Select Sector Equal Weight Index Version 1.0 Valid from September 29, 2017 Table of contents Version History... 1 1. Index summary... 2 2. Governance and Disclaimer... 3 3. Publication... 5 3.1 The
Richard Bernstein Advisors Quality Income Index
Richard Bernstein Advisors Quality Income Index The Leaders In Pactive Management RBA Investment Process: Quantitative indicators and macro-economic analysis are used to establish views on major secular
BlueStar Israel Global Strategic Value Index
Index Methodology Guide 1.2 Issue Date: December 15, 2017 Produced by: BlueStar Global Investors, LLC d/b/a BlueStar Indexes 1350 Avenue of the Americas, Fourth Floor, New York, NY 1009 www.bluestarindexes.com
Cohen & Steers Realty Majors Index
Whitepaper September 2012 Cohen & Steers Realty Majors Index An Equity Real Estate Investment Trust (REIT) Index Constructed by a Leading REIT Investment Firm 2 Applications 3 Realty Majors Portfolio Investment
Low trubeta Indices Index Methodology November 2018
Low trubeta Indices Index Methodology November 2018 Version History No. Date Author Comments 1.0 11/1/2018 T. Barchetto Initial 1.1 12/26/2018 E.Bae TM to Change 2 Introduction Beta is widely familiar
S&P Target Risk Index Series Methodology
S&P Target Risk Index Series Methodology S&P Dow Jones Indices: Index Methodology October 2017 Table of Contents Introduction 2 Highlights 2 Eligibility Criteria 3 Eligibility Factors 3 Timing of Changes
Nikkei Asia300 Index Index Guidebook
Nikkei Asia300 Index Index Guidebook Nikkei Inc. This document is the index guidebook of the Nikkei Asia300 Index published by Nikkei Inc. (Nikkei) since December 1, 2016. The document is drawn up by Nikkei
THE INDEX. All data points will be in US Dollars
THE INDEX The Pacer Global Cash Cows High Dividends 100 Index (USD) (the Index ) was created by Index Design Group (the Index Sponsor or IDG ). The Index was established on January 25, 2016 with an Index
S&P U.S. Indices Methodology
S&P U.S. Indices Methodology S&P Dow Jones Indices: Index Methodology August 2017 Table of Contents Introduction 3 Index Family 3 Eligibility Criteria 5 Additions - S&P 500, S&P MidCap 400 and S&P SmallCap
Indxx Millennials Thematic Index Methodology
www.indxx.com Indxx Millennials Thematic Index Methodology March, 2017 Table of Contents Index Description... 3 Creation of Master list... 3 Security Selection... 4 Weighting... 5 Buffer Rules... 5 Reconstitution
S&P/KRX Asia 100 Methodology
S&P/KRX Asia 100 Methodology S&P Dow Jones Indices: Index Methodology July 2017 Table of Contents Introduction 3 Partnership 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility Factors
Index Methodology Guide 1.0
Index Methodology Guide 1.0 Issue Date: August 15, 2017 Produced by: BlueStar Global Investors, LLC d/b/a BlueStar Indexes 1350 Avenue of the Americas, Fourth Floor, New York, NY 1009 www.bluestarindexes.com
Invesco Indexing Investable Universe Methodology October 2017
Invesco Indexing Investable Universe Methodology October 2017 1 Invesco Indexing Investable Universe Methodology Table of Contents Introduction 3 General Approach 3 Country Selection 4 Region Classification
Index Methodology Guide 1.1
Index Methodology Guide 1.1 Issue Date: January 26, 2018 Produced by: BlueStar Global Investors, LLC d/b/a BlueStar Indexes 1350 Avenue of the Americas, Fourth Floor, New York, NY 1009 www.bluestarindexes.com
S&P/TSX Equal Weight Indices Methodology
S&P/TSX Equal Weight Indices Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 3 Partnership 3 Highlights 3 Index Family 3 Eligibility Criteria 5 Index Eligibility
Rulebook for John Hancock Dimensional Emerging Markets Index (the Index )
Rulebook for John Hancock Dimensional Emerging Markets Index (the Index ) The Index The Index is a non market cap weighted index of Emerging Markets companies that is reconstituted semi annually on the
Richard Bernstein Advisors American Industrial Renaissance Index
Richard Bernstein Advisors American Industrial Renaissance Index UNCERTAINTY = OPPORTUNITY RBA Investment Process: Quantitative indicators and macro-economic analysis are used to establish views on major
1. INTRODUCTION 2 6. DISCLAIMER 13. GUIDEBOOK The Finvex Sustainable Efficient World 30 Index (Net Return and Price Return)
GUIDEBOOK The Finvex Sustainable Efficient World 30 Index (Net Return and Price Return) Version 2.1, 27 th of September 2013 Public use of this Index Guidebook or parts thereof is subject to S&P Opco,
WISDOMTREE RULES-BASED EARNINGS-WEIGHTED METHODOLOGY
WISDOMTREE RULES-BASED EARNINGS-WEIGHTED METHODOLOGY Last Updated December 2017 Page 1 of 8 WISDOMTREE RULES-BASED EARNINGS-WEIGHTED METHODOLOGY 1. Overview and Description of Methodology Guide for Domestic
Dow Jones Dividend Indices Methodology
Dow Jones Dividend Indices Methodology S&P Dow Jones Indices: Index Methodology January 2018 Table of Contents Introduction 3 Highlights and Index Family 3 Supporting Documents 4 Eligibility Criteria and
HORIZON KINETICS ISE ASIA EX JAPAN WEALTH INDEX
Index Methodology Guide HORIZON KINETICS ISE ASIA EX JAPAN WEALTH INDEX Issue 1.3 Issue date: November 28, 2014 Produced by: International Securities Exchange, LLC 60 Broad Street, New York NY 10004 www.ise.com
HSBC BANK USA, National Association
Index Supplement dated February 11, 2016 To the Base Disclosure Statement dated September 2, 2014 HSBC BANK USA, National Association The S&P 500 Daily Risk Control 5% Excess Return Index This document,
S&P U.S. Indices Methodology
S&P U.S. Indices Methodology S&P Dow Jones Indices: Methodology January 2018 Table of Contents Introduction 3 Highlights and Family 3 Supporting Documents 4 Eligibility Criteria 5 Eligibility Factors 5
NYSE Technology Index (NYTECH)
NYSE Technology Index (NYTECH) Version 2.0 Valid from April 20, 2018 Contents Version History:... 1 1. Index summary... 2 2. Governance... 3 3. Index Description... 5 4. Publication... 6 4.1 The opening,
S&P U.S. Preferred Stock Index Methodology
S&P U.S. Preferred Stock Index Methodology S&P Dow Jones Indices: Index Methodology September 2017 Table of Contents Introduction 3 Highlights 3 Eligibility Criteria 4 Index Eligibility 4 Eligibility Factors
S&P China Convertible Bond Index Methodology
S&P China Convertible Bond Index Methodology S&P Dow Jones Indices: Index Methodology February 2017 Table of Contents Introduction 2 Highlights 2 Eligibility Criteria 3 Eligibility Factors 3 Timing of
S&P Balanced Equity and Bond Indices Methodology
S&P Balanced Equity and Bond Indices Methodology S&P Dow Jones Indices: Index Methodology November 2017 Table of Contents Introduction 2 Highlights 2 Family 2 Index Construction 3 U.S. Balanced Equity
WISDOMTREE RULES-BASED GLOBAL EX-US QUALITY DIVIDEND GROWTH INDEX METHODOLOGY
WISDOMTREE RULES-BASED GLOBAL EX-US QUALITY DIVIDEND GROWTH INDEX METHODOLOGY Last Updated September 2017 Page 1 of 9 WISDOMTREE RULES-BASED GLOBAL EX US QUALITY DIVIDEND GROWTH INDEX METHODOLOGY 1. Overview
The Poliwogg Healthcare Innovation Index (PHIX) Index Rules and Methodology
The Poliwogg Healthcare Innovation Index (PHIX) Index Rules and Methodology TABLE OF CONTENTS I. GENERAL DESCRIPTION... 3 II. THE INDEX COMMITTEE... 3 III. INDEX VALUE AT INCEPTION... 3 IV. ELIGIBILITY
September 30, 2013
www.cempindex.com September 30, 2013 Compass Efficient Model Portfolios Compass EMP was founded in 1996. Compass EMP has served as consultants to large institutions such as governments, endowments, foundations,
Janus Small Cap Growth Alpha and Small/Mid Cap Growth Alpha Index Methodology
Janus Small Cap Growth Alpha and Small/Mid Cap Growth Alpha Index Methodology 1 Janus Capital Group Index Methodology Table of Contents Index Sponsor and Index Calculation Agent... 3 Index Overview...
BlueStar Blockchain Technology Index
Index Methodology Guide 1.0 Issue Date: March 19, 2018 Produced by: BlueStar Global Investors, LLC d/b/a BlueStar Indexes 1350 Avenue of the Americas, Fourth Floor, New York, NY 1009 www.bluestarindexes.com
Index Methodology Guide 1.3
Index Methodology Guide 1.3 Issue Date: December 14, 2018 Produced by: BlueStar Global Investors, LLC d/b/a BlueStar Indexes 1350 Avenue of the Americas, Fourth Floor, New York, NY 1009 www.bluestarindexes.com
The Poliwogg Biopharma Merger & Acquisition Index (PBMA) Index Rules and Methodology
The Poliwogg Biopharma Merger & Acquisition Index (PBMA) Index Rules and Methodology TABLE OF CONTENTS I. GENERAL DESCRIPTION... 3 II. THE INDEX COMMITTEE... 3 III. INDEX VALUE AT INCEPTION... 3 IV. ELIGIBILITY