The goal of the Morningstar Open Indexes Project is to lower the cost of equity indexes and improve outcomes for all investors. They believe that investment performance measurement should be reliable, transparent, and accessible. As part of the Open Indexes Project, they are delivering equity indexes for benchmarking purposes – for free. Participants will receive price return, total return, net return, and month-end constituent data from the 100+ global equity indexes included in the project.
Key Features and Coverage on RIMES
For this data source, RIMES hosts index and constituent data for approximately 18000 companies and 27 indexes. Index coverage includes DM and EM Factor indices, Global Upsteam, U.S. Composite, Core, Growth, Value and REIT indices, etc.
Some of the data items available include:
- Company Items – Adjusted Price, Adjustment Factor, Bloomberg Ticker, Cap Range Flag, Country Description, Currency Code, Currency Code Price, Daily Price Return, Dividend Per Share, Dow Jones Sector Level Classification Codes, Exchange Country, Exchange Rate, GICS Codes, Gross Adjustment Factor, Industry Codes, Investable Factor, Investable Market Value, Investable Shares Outstanding, Investable Weight, ISIN Code, Market Value, Morningstar Sector, 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, Ticker, Total Return, Unadjusted Price, Weight in Index (Source), Weight Within Country, etc.
- Index Items – Dividend Points in US Dollars, Divisor Factor , Gross Index , Last Price Date, , Market Capitalization, Market Value in US Dollars, Net Index , Next Day Divisor , Next Day Gross , Next Day Market Capitalization , Number Of Constituents, Price Index, Weight Type, etc.