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FTSE Global Equity Indices

Published in Equity Indices

FTSE Russell’s flagship equity indexes are used to inform asset allocation decisions, support portfolio construction, and conduct risk and performance analysis. Global Equity types include Market Cap-weighted, Equal-weighted, Volatility, Smart Sustainability, Factor Exposure, Risk-based, etc. Regions include Global, EMEA, Americas, and Asia-Pacific.

FTSE Global Equity coverage includes the following indices:

  • FTSE All-Cap Indexes – free-float, market-capitalization weighted index representing the performance of large, mid and small cap companies in 47 developed and emerging markets worldwide, including the USA.
  • FTSE All-Word Net Tax (US RIC) Indexes – Market-capitalization weighted indexes designed to limit concentration in any single security as part of the Regulated Investment Company (RIC) concentration requirements for US registered funds.
  • FTSE All-World Japan Early – a market-capitalisation weighted index representing the performance of Japanese large and mid cap stocks. The index is derived from the FTSE Global Equity Index Series (GEIS), which covers 98% of the world’s investable market capitalization.
  • FTSE/ASEAN 40 Indexes – designed to represent the performance of the largest companies in the ASEAN region’s markets. FTSE ASEAN Stars Index – comprised of 30 companies from each ASEAN market and is intended as a barometer and not to be used as the basis for investment products.
  • FTSE ASEA Pan Africa Indexes – designed as a regional index representing the Stock Exchanges that make up the African Securities Exchanges Association (ASEA).
  • FTSE BRIC 50 Index – represents the performance of the 50 biggest companies by full market capitalisation and trade as either depositary receipts (for Brazilian, Indian or Russian companies), or H shares (for Chinese companies). The index provides a highly-liquid BRIC basket representing the free-float adjusted capitalisation of the underlying security.
  • FTSE Frontier Indexes (plus Advanced Indices) – provides a comprehensive and transparent series of benchmarks for the performance of large, mid and small cap equity securities from eligible Frontier markets in Europe, Americas, Asia-Pacific, Africa and the Middle East.
  • FTSE Hong Kong MPF Indexes – The MPF Index Series is based on the FTSE All-World Index Series and provides a range of country and regional indexes currency hedged back into Hong Kong dollars for use by market participants in Hong Kong. The total return indexes within the series are calculated net of withholding tax rates applicable to MPF funds.
  • FTSE Nordic Indexes – designed to represent the performance of the Danish, Finnish and Swedish equity markets. The indexes include: FTSE Nordic 30 Index – tracks the performance of the 30 largest and most liquid companies in Sweden, Denmark, Norway and Finland, in real-time.
  • FTSEurofirst Indexes – a joint product of FTSE Russell and Euronext, a cross-border European exchange for equities, bonds, derivatives and commodities. The FTSEurofirst Index Series provides a range of liquid and transparent pan-European and Eurozone indexes, which track equity performance across the region as a whole, and across 18 industry sectors.
  • FTSE Watchlist Indexes – designed to provide investors with a forwarding looking view of FTSE Global Equity Index Series (GEIS) and FTSE Frontier Index Series for confirmed country reclassifications, thereby providing investors with added flexibility for adoption.
  • FTSE GEIS Indexes – provides a robust global equity index framework with the versatility to tailor to your investment view. The series includes over 16,000 large, mid, small, and micro cap securities across 49 developed and emerging markets globally, with a wide range of modular indexes available to target specific markets and market segments. These indices include: All-World Indexes, Frontier Indexes, Global All Cap Indexes, Global Micro Cap Indexes, Global Small Cap Indexes, Global Small/Micro Cap Indexes, Global Stability Indexes, Global Style Indexes, Global Total Cap Indexes, Multinationals, etc.

Key Features and Coverage on RIMES

For these data sources, RIMES hosts retrievable data items such as:

  • Index Items – Daily Net Return, Dividend Adjustment Factor, Dividend Xdate Adjustment, Gross Adjustment Factor, Gross Index, Market Capitalization, Month to Date Net Index Return, Net Index, Next Day Number of Constituents, Nominal Yield, Numbers Of Constituents, Price Index, Year to Data Net Return, Year to Date Ex Dividend Adjustment, Year to Date Ex Net Dividend Adjustment, etc.
  • Company Items – Adjusted Price, Adjustment Factor, Alpha, Annual Dividend, Beta, Bloomberg Ticker, Cap Range Flag, Capping Factor, Closing Number of Shares, Corporate Action Description, Corporate Action Flag, Country Code, Date of Portfolio, Dividend Per Share, Eurotop 100 Flag, Exchange Identification Code, Exchange Rate, Float Market Value, Free Float Factor,
  • Company Items – Gross Investable Market Value, Gross Return, Industry Level Code, Investable Factor, Investable Market Value, Investable Shares Outstanding, Investable Value, Investable Weight, Investible Weight Factor, Last Price Date, Market Capitalization Factor, Market Identifier Code, Market Value, Market Weight, Net Adjustment Factor, Net Investible Market Value, Net Investible Weight,
  • Company Items – Net Return, New Free Float, New Shares Outstanding, Next Date of Portfolio, Next Day Constituent File Flag, Next Day Flag, Number of Shares Outstanding, Price Return, Raw Adjustment Factor (Source), Shares Outstanding, Status Flag, Systematic Risk, Total Return, Total Risk, Total Volume Traded, Unadjusted Price, Volume, Weight in Country, Weight in Index, Yield, etc.

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