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Dow Jones Calvert Social Index

The Dow Jones Calvert Social Index allocates an aggregate equal dollar amount to both long and short equity positions. This allocation is based on a comparison of Research Affiliates Fundamental Index weightings with traditional market capitalization weightings.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the Calvert Social Index and approximately 800 companies. Some of the data items available include the following:

  • Index Items: Dividend Points in US Dollars, Divisor Factor in US Dollars, Gross Index Divisor in US Dollars, Gross Index in US Dollars, Legacy Branding, Market Capitalization in US Dollars, Next Day Divisor in US Dollars, Next Day Gross Index, Divisor in US Dollars, Next Day Gross Index Market Capitalization in US Dollars, Next Day Market Capitalization in US Dollars, Next Day Number Of Constituents, Number Of Constituents, Price Index in US Dollars, Weight Type, etc.
  • Company Items: Adjusted Price, Adjustment Factor, Bloomberg Ticker, Combined Database Source & Symbol Code, Cusip Code, Daily Price Return in US Dollars, Daily Total Return in US Dollars, Date of Portfolio, Dividend Per Share Gross, Dividend Per Share Net, Dow Jones Sector Classification Code, Exchange Country, Exchange Rate, GICS Codes, Gross Adjustment Factor, Industry Level Codes, Investable Factor, Investable Market Value, Investable Shares Outstanding, Investable Weight, ISIN Code, Local Code, Market Identifier Code, Market Value, Net Adjustment Factor, Net Return, Number of Shares Outstanding, Opening Unadjusted Price, Reuters Identification Code, S&P Company Global Vantage Key, S&P Index Level ID, Sedol Code, Shares Outstanding, Ticker, Total Return, Unadjusted Price, Weight in Index, Weight Within Country, etc.

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