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Northern Trust Equity Indices

Published in Equity Indices

Northern Trust Corporation is a financial holding company that provides asset servicing, fund administration, asset management, fiduciary and banking solutions. Northern Trust Asset Management offers both active management and passive management strategies for equity and fixed income investing.

With Equities, quantitative strategies seek to outperform a benchmark by exploiting market anomalies and behavioral biases using proprietary, quantitative models and processes to select securities, construct portfolios, and manage risk to deliver targeted outcomes. This strategy focuses on multi-factor portfolio construction using our proprietary definitions for quality, value, volatility, and momentum to enhance risk-adjusted returns.

Proprietary factor signals and multi-factor construction take into account quality, value and low volatility. Plus, a size factor targets companies of smaller market capitalization, a momentum factor targets companies that have strong market sentiment and analyst sentiment, and a dividend yield factor targets companies that pay large dividends.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 4200 companies and 16 indices. Index coverage includes:

  • NT 1250 Index, NT Developed Markets Ex US Quality, NT EM Quality Low Volatility, NT Global Quality Real Estate,
  • NT Int’l Large Cap, NTI Quality Dividend Indices, NT NZ Multifactor Model, and NT Real Assets Allocation Index

Some of the data items available include the following:

  • Adjusted Price (in multiple currencies), Currency Code, Sub-Industry Classification Code, Country Description, Country Code, Date of Portfolio, Description, Dividend Per Share Gross, Dividend Factor, Dividend Per Share Gross in Hong Kong Dollars, Divisor Factor in Local Currency, Dividend Per Share Gross, Database Domain Code, Daily Total Return, Exchange Rate, Industry Classification Description, Industry Group Description, Industry Group Code, Gross Adjustment Factor, Index Currency Code, Index Description, Index Reuters Identification Code (RIC),
  • Industry Level Codes, ISIN Code, Market Identifier Code, Market Capitalization, Number of Constituents, Opening Market Capitalization, Opening Total Return Index Divisor, Price Index, Portfolio ID, Previous Daily Total Return, Previous Daily Total Return in US Dollars, Reuters Identification Code (RIC), Sector Code, Sector Description, SEDOL Code, Investable Shares Outstanding, Database Source, Database Symbol, Ticker, TRBC Industry Code, Unadjusted Price, Weight in Index (Source), Yield, etc.

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