In January 2000, Jantzi Research launched the Jantzi Social Index®, partnered with Dow Jones Indexes. The JSI, a socially screened, market capitalization-weighted common stock index modeled on the S&P/TSX 60 consists of 60 Canadian companies that pass a set of broadly based environmental, social, and governance rating criteria. The JSI has begun to generate the first definitive data on the effects of social screening on financial performance in Canada. In April 2001, Meritas Mutual Funds launched the Social Index® Fund, an RRSP eligible mutual fund that invests in common shares of the 60 companies that comprise the JSI®. The fund’s holdings of each company match the sector and industry weights, as well as the relative market capitilizations, of the JSI. Sustainalytics developed a thorough rating framework for the JSI. For most issue areas, including aboriginal relations; community involvement; corporate governance; employee relations; environment; and human rights, the framework calls for a complete examination of each company’s performance record in that area, as well as an evaluation of each company’s record in these areas overall.
Key Features and Coverage on RIMES
For this data source, RIMES hosts the Jantzi Social Index and approximately 77 companies.
Some of the data items available include:
- Index Items: Dividend Points, Divisor Factor, Gross Index Divisor, Gross Index Legacy Branding, Market Capitalization, Next Day Divisor, Next Day Gross Index Divisor, Next Day Gross Index Market Capitalization, Next day Market Capitalization, Next Day Number of Constituents, Number Of Constituents, Price Index, Weight Type, etc.
- Company Items: Adjusted Price, Adjustment Factor, Bloomberg Ticker, Combined Database Source & Symbol Code, Country Description, Currency Code, Cusip Code, Daily Price Return, Daily Total Return, Date of Portfolio, Dividend Per Share Gross/Net, Dow Jones Sector Classification, Exchange Country, Exchange Rate, GICS Codes, Gross Adjustment Factor, Industry Level Code, Investable Factor, Investable Market, Investable Shares Outstanding, Investable Weight, ISIN Code, Local Code, Market Identifier Code, Market Value, Net Adjustment Factor, Net Return, Number of Shares Outstanding, Opening Unadjusted Price, Reuters Identification Code, S&P Company Global Vantage Key, S&P Index Level ID, Sedol Code, Shares Outstanding, Total Return, Unadjusted Price, Weight in Index/Country, etc.
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