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FTSE ESG Low Carbon Emissions Select Indexes

Published in Thematic Indices

The FTSE ESG Low Carbon Emissions Target Exposure Indexes target a reduction in index level carbon emissions and significant improvement in the aggregate ESG Rating. The indexes are constructed using FTSE Russell’s Target Exposure methodology. The eligible securities of each FTSE ESG Low Carbon Emissions Select Index are the constituents of an underlying FTSE Target Exposure Index Universe. Operational Carbon Emissions are converted to a Z-Score and subsequently to an E-Score as detailed in the FTSE Target Exposure Index Series Ground Rules.

The FTSE ESG Index Series is designed to help investors align investment and ESG objectives into a broad benchmark, whilst maintaining industry neutrality. Company weights within each index are “tilted” using FTSE Russell’s ESG Ratings. Subsequently, industry neutral re-weighting is applied so that the
industry weights in each index match the underlying index universe. As a result, the FTSE ESG Indexes have risk/return characteristics similar to the underlying universe with the added benefit of improved ESG metrics.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 2465 companies and 8 indices. Index coverage includes: FTSE Low Carbon Emissions Indices, specifically:

  • Asia ex Japan ESG
  • Developed ESG
  • Developed Europe ESG
  • Developed Europe ex UK ESG
  • Emerging ESG
  • Japan ESG
  • UK ESG
  • US ESG

Some of the data items available include:

  • COMPANY ITEMS: Adjustment Factor, Bloomberg Ticker, Cap Range Flag, Capping Factor, Comments, Comments – Short, Country Code, Country Code (Source), Country Description, Currency Code, CUSIP Code, Database Symbol (Source), Date of Portfolio, Dividend Per Share Gross, Dividend Per Share Net, Epic Code, Exchange Identification Code, Exchange Rate, Float Market Value, Free Float Factor, FTSE Code, Gross Adjustment Factor, Gross Market Value in Local Currency, Growth Weight Factor, Index Map Symbol, Industry Level Code, Investable Factor, Investable Market Value in Local Currency,
  • COMPANY ITEMS: Investable Shares Outstanding, Investable Weight in Index (Source), ISIN Code, Last Modified Date, Last Price Date, Local Code, London 4PM WIXR FX Rate, Market Identifier Code, Market Value, Multinational / Local Code, Net Adjustment Factor, Next Date of Portfolio, Original Currency, Reference Date, Secondary Line, SEDOL Code, Shares Outstanding, Source Growth Market Values, Tracker Change Code, Unadjusted Price, Value Market Value in US Dollars, Value Weight Factor, Yield, etc.
  • INDEX ITEMS: Dividend Adjustment Factor, Divisor Factor in US Dollars, Gross Index, Gross Index Divisor, Market Capitalization, Net Dividend Adjustment Factor, Net Index, Nominal Yield, Number of Constituents, Price Index, Year to Date Ex Dividend Adjustment, Year to Date Ex Net Dividend Adjustment, etc.

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