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RAFI Multi-Factor Indices

Research Affiliates, LLC, is a global leader in smart beta and asset allocation. Dedicated to creating value for investors, they seek to have a profound impact on the global investment community through their insights and products. The Index Series is offered by RAFI Indices, a wholly owned subsidiary of Research Affiliates Global Holdings. The RAFI Multi-Factor Index suite aims to provide diversified exposures through allocations to value, low volatility, quality, momentum, and size. In addition, the Index Series uses the Research Affiliates’ Fundamental Index™ methodology, which weights companies based on fundamental measures of company size (as measured by accounting variables) rather than their market capitalization.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 5600 companies and 14 indices. Index coverage includes:

  • RA Momentum Factor Emerging Markets Index
  • RAFI Dynamic Multi-Factor Developed ex-U.S. Index
  • RAFI Dynamic Multi-Factor Emerging Markets Index
  • RAFI Dynamic Multi-Factor U.S. Index
  • RAFI Low Volatility Factor Emerging Markets Index
  • RAFI Multi-Factor Emerging Markets Index
  • RAFI Multi-Factor ex-Momentum Emerging Markets Index
  • RAFI Multi-Factor Global ex-Switzerland
  • RAFI Quality Factor Emerging Markets Index
  • RAFI Value Factor Emerging Markets Index

Some of the data items available include:

  • Adjusted Price, Adjustment Factor, Alternate Weight Factor, Cap Range Flag, Daily Net/Price/Total Return, Dividend Per Share, Dividend Points, Divisor Factor, Exchange Rate, GICS Industry Level 4 Code, Gross Adjustment Factor, Gross Index Divisor in US Dollars, Gross Index in US Dollars, Growth Factor, Index Dividend, Investable Factor, Investable Market Value, Investable Shares Outstanding, Investable Weight in Index (Source), Market Capitalization in US Dollars, Market Identifier Code, Market Value, Net Adjustment Factor, Net Index Divisor in US Dollars, Net Index in US Dollars, Net Return, Next Dates (Portfolio, Divisor, Gross Index, Market Value), Number of Constituents, Price Index in US Dollars, Region Flag, Reuters Identification Code (RIC), S&P Company Global Vantage Key, S&P Property Type Code, Sector Code, Share Lot Size, Shares Outstanding, Tax Rate, Total Return,
    Unadjusted Price, Value Factor, etc.

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