The FTSE RAFI Index Series is part of FTSE Group’s new range of non-market cap weighted indexes, index constituents are weighted using four fundamental factors, rather than market capitalisation. These factors include total cash dividends, free cash flow, total sales and book equity value
Key Features and Coverage on RIMES
For this data source, RIMES hosts data for approximately 10330 companies and 120 indices. Index coverage includes:
- FTSE RAFI All World Indices, FTSE RAFI Austria Indices, FTSE RAFI Belgium / Luxembourg Indices, FTSE RAFI Indices (Canada, Denmark, Developed, Emerging, Europe, Finland, France, Germany, UK, US), etc.
Some of the data items available include:
- Company Items: adjusted price, adjustment factor, class code, country, country code, currency code, cusip, dividend, group code, industry code, investable factor, investable market value, market value, market value before investment factor and rafi factor, market value including invest factor, net adjustment factor, number of shares, rafi factor, sector code, shares outstanding, total return, unadjusted price, yield, etc.
- Index Items: gross index, market capitalisation, number of constituents, price index, etc.