The iEdge-Rayliant EM ex Taiwan Dynamic Multi-Factor Index comprises all emerging markets except Taiwan, and is calculated by the Singapore Exchange. The Index Series is owned by RAFI Indices, a wholly owned subsidiary of Research Affiliates Global Holdings. Solactive AG is the index calculator and benchmark administrator. 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 500 companies and 1 index, e.g. iEdge-Rayliant EM ex Taiwan Dynamic Multi-Factor Index (Net Total Return). Some of the data items available include:
- Index Items – Divisor Factor in Local Currency, Gross Index, Market Capitalization, Net Index, Number of Constituents, Price Index, etc.
- Company Items – Adjusted Price, Adjustment Factor, Alternate Weight Factor, Country Code, Currency Code, Date of Portfolio, Dividend Per Share Gross, Dividend Per Share Net, Exchange RateFree Float Factor, Gross Adjustment Factor, Investable Market Value in US Dollars, ISIN Code, Market Value in US Dollars, Net Adjustment Factor, Net Return, Region Flag, SEDOL Code, Shares Outstanding, State, Total Return, Unadjusted Price, Unadjusted Price in Local Currency, etc.