Dow Jones RBP IndexesSM are innovative quantitative strategy indexes built upon rules-based analytics. Companies are selected for these indexes according to the likelihood that they can deliver their Required Business Performance® (RBP®) as measured by a proprietary methodology. The indexes are created using rules-based, published RBP® probabilities supplied by Transparent Value LLC® (Transparent Value). Components of the Dow Jones RBP IndexesSM are selected based on their RBP® probabilities.
Key Features and Coverage on RIMES
For this data source, RIMES hosts 9 indices and approximately 840 companies. Some of the indices include:
- Transparent Value Large-Cap Aggressive Index, Defensive Index, Market Index, Core Index, 50 Growth Index, 50 Value Index, Dividend Index, Growth Index, Value Index
Some of the data items currently available include:
- 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, Country Description, Currency Code, Cusip Code, Daily Price Return, Database Symbol (Source), Date of Portfolio, Dividend Per Share Gross/Net, Dow Jones Sector Level Codes, Exchange Country, Exchange Rate, GICS Industry Code, GICS Sub-Industry Classification Code, 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, etc.