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John Hancock Dimensional Indexes

The John Hancock Dimensional Developed International Index is a rules-based index of large-cap stocks in developed markets outside of North America that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated.

Key Features and Coverage on RIMES

For the Index’s NYSE series data source, RIMES hosts the Apergy Corporation. Some of the data items available include:

  • Bloomberg Ticker, Currency Code, Country Description, Country Code, Date of Portfolio, Description, Dividend Per Share Gross, Divisor Factor in US Dollars, Database Domain Code, Country of Incorporation , Currency Factor, Exchange Rate, Investable Factor, ISIN Code, Share Lot Size, Market Identifier Code, Market Capitalization in US Dollars, Multiplier Factor, Market Value in US Dollars, Number of Constituents, Price Index in US Dollars, Primary SEDOL Code, Reuters Identification Code (RIC), Sector Description, Shares Outstanding, Investable Shares Outstanding, Shares Outstanding, Unadjusted Price, Investable Weight in Index (Source), etc.

For the Index’s S&P series data source, RIMES hosts 4 indices, including: , the, and the the John Hancock Dimensional Developed International Index (CAD Hedged).

  • John Hancock Dimensional Canadian Large Cap Equity Index (CAD), and Canadian SMID Cap Equity Index (CAD) – Non‐market cap weighted index of Canadian companies that is reconstituted semi‐annually on the Reconstitution Dates. At each reconstitution, the Index may drop or add companies as well as reweight companies already in the Index. Most data to create reconstitution data sets will be as of the Data Date, though more updated data for prices and certain corporate actions may be used after that date.
  • John Hancock Dimensional Small Cap Index (the “SP Indexes”) – Non‐market‐cap‐weighted index of U.S. small cap companies that is reconstituted semi‐annually on the Reconstitution Dates s. At each Reconstitution, the Index may drop or add companies as well as reweight companies already in the Index. Most data to create Reconstitution data sets will be as of the Data Date, though data for prices and certain corporate actions may be updated after that date. These indexes are the property of Dimensional Fund Advisors LP (“Dimensional”), which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) to calculate and maintain the SP Calculated Indexes. The SP Calculated Indexes are not sponsored by S&P Dow Jones Indices LLC or its affiliates or its third party licensors.
  • John Hancock Dimensional Developed International Index (CAD) – Non-market cap weighted index of international companies that is reconstituted semiannually on the Reconstitution Dates (unless defined in the text, capitalized words are defined in the Glossary of Terms). At each reconstitution, the Index may drop or add companies as well as reweight companies already in the Index. Most data to create reconstitution data sets will be as of the Data Date, though more updated data for prices and certain corporate actions may be updated after that date.

Some of the data items available include:

  • Branding, Country, Country Code, Dividend Points , Divisor Factor , Gross Index , Hedged Gross Index in Canadian Dollars, Hedged Net Return in Canadian Dollars, Hedged Price Index in Canadian Dollars, Index Family, Index Type, Last Price Date, Market Capitalization , Net Dividend Points , Net Index , Next Day Divisor , Next Day Market Capitalization, Next Day Number of Constituents, Number of Constituents, Price Index, Weight Type, etc.

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