Ask About Our Solutions

FTSE ActiveBeta Index Series

 

The FTSE ActiveBeta Index Series, launched in association with Westpeak Global Advisors, combines the concepts of value and momentum used in active management. The index series provides an efficient, transparent and cost-effective capture of the systematic sources of active equity returns, and provides the ability to capture them either independently or in combination. The FTSE ActiveBeta Index Series uses the FTSE All-World Index Series as its base universe.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 6950 companies and 60 indices.

Index coverage includes:

  • FTSE 100 Activebeta, FTSE 350 Activebeta, FTSE All Share Activebeta, FTSE All-World Activebeta, FTSE Developed – Activebeta, Europe Activebeta, Europe Ex UK Activebeta, Europe Small Cap Activebeta, Ex Europe Activebeta, Ex Japan Activebeta, Ex North America, Activebeta, Ex UK Activebeta, Ex US Activebeta, FTSE Emerging Activebeta, FTSE Eurobloc Activebeta, FTSE Japan Activebeta, Small Cap Activebeta, FTSE US Activebeta, US Small Cap Activebeta, etc.

Some of the data items available include:

  • Index items: Dividend Adjustment Factor, Gross Index , Market Capitalization, Number of Constituents, Price Index, etc.
  • Company Items: Adjusted Price, Adjustment Factor, Adjustment Factor, Cap Range Flag, Closing Market Capitalization in US Dollars, Country Code, Country Description, Currency Code, Cusip Code, Date of Portfolio, Dividend Per Share Gross, Exchange Identification Code, Index Map Symbol, Industry Level 1 – 4 Code, Investable Factors, Investable Market Value, Investable Shares Outstanding, Investable Weight, Last Price Date, Market Identifier Code, Market Value, Net Adjustment Factor, Next Date of Portfolio, Next Day Flag, Sedol Code, Shares Outstanding, Source Country Code, Total Return, Total Return Investible Weight, Unadjusted Price, Weight in Index, Yield, etc.

Looking for specific data?

Get in touch. We can source specific data, just for you.