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CIBC Solactive Indices

CIBC is a Canadian Schedule I bank that, among other things, is a leading provider of quantitative index strategies in Canada and the United States with solutions offered across multiple asset classes (equities, commodities, FX and rates). CIBC’s index clients include retail investors, asset managers, pension plans and insurance companies. CIBC’s index family provides factor, trend, curve, hedging and thematic based investing. CIBC indices facilitate exposure to various asset classes in a systematic, transparent and cost-efficient manner.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 190 companies and 3 indices, including:.

  • CIBC Multifactor Canadian Equity Index – Invests in an equally weighted portfolio of Canadian equity securities, with exposure to value, momentum, low volatility and quality holdings.
  • CIBC Multifactor U.S. Equity Index – Invests in an equally weighted portfolio of U.S. equity securities, with exposure to value, momentum, low volatility and quality holdings.
  • CIBC Multifactor U.S. Equity Index (CAD-Hedged) – Invests in an equally weighted portfolio of U.S. equity securities, with exposure to value, momentum, low volatility and quality holdings. The fund hedges the U.S. dollar exposure back to the Canadian dollar.

Some of the data items available include:

  • Index Items – Divisor Factor, Gross Index, Hedged Net Return in Canadian Dollars, Last Price Date, Net Index, Price Index, RIMES Calculated – Market Capitalization, etc.
  • Company – Adjustment Factor, Bloomberg Ticker, Capping Factor, Country Code, Country Description, Currency Code, CUSIP Code, Date of Portfolio, Exchange Rate, Free Float Factor, Index Base Value, Index of Price, Interpolated Rate, Investable Market Value , Investable Shares Outstanding, Investable Weight in Index (Source), ISIN Code, Market Value, Net Return, New Roll FX Rate, Next Roll Date, Previous Roll Date, Reuters Identification Code (RIC). SEDOL Code, Shares Outstanding, Spot FX Rate Previous Roll Date, Total Return, Unadjusted Price, etc.

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