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Dow Jones U.S. Thematic Indices

The Dow Jones U.S. Thematic Market Neutral IndexesSM are a family of quantitative strategy indexes built upon rules-based analytics. The indexes reflect the performance of long/short strategies and are designed to be both market and sector neutral. Eligible for the indexes are the largest 1,000 constituent companies of the Dow Jones U.S. Index, screened for liquidity.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 1420 companies and 15 indices. Index coverage includes: Dow Jones U.S. Thematic Market Neutral Anti-Beta, Anti-Momentum, Beta, Momentum, Quality, Size, Value Indexes, etc.

Some of the data items available include:

  • Index Items: Database Domain Flag, Database Source & Symbol, Description, Last Price Date, etc.
  • Company Items: Adjusted Price, Adjustment Factor, Combined Database Source & Symbol Code, Country Code, Currency Code, Currency Code Price, Cusip Code, Date of Portfolio, Dividend Per Share Gross, Dow Jones ID, Exchange Identification Code, Exchange Rate, Gross Adjustment Factor, Industry Level Code, Investable Factor, Investable Market Value, Investable Shares Outstanding, ISIN Code, ISO Country Code, ISO Currency Code, Market Identifier Code, Market Value in US Dollars, Net Adjustment Factor, Number of Shares Outstanding, Rimes Subscription Level, Sedol Code, Shares Outstanding, Ticker, Total Return, Unadjusted Price, Weight in Index, Weight within Country/Sector, Gross Index, Market Capitalisation, Price Index, etc.

S&P Dow Jones Indices

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