The Russell Frontier Index represents the investable frontier equity market and its segments comprehensively. Consistent with the design of the family of Russell Global Indexes, it is constructed using float-adjusted market capitalization weights and represents 98 percent of the cumulative, liquid market capitalization of frontier countries.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 1380 companies and 1100 indices. Index coverage includes Frontier Africa, Americas, Asia Pacific, Europe, Middle East, XGCC, etc.
Some of the data items available include:
- Index Items: Gross Index, Hedged Total Return, Market Capitalization, Market Value In Chf – Time Series, Net Index, Number Of Constituents, Price Index, Starting Market Capitalization, Starting Market Value (Chf) – Time Series, X-Dividend Amount, etc.
- Company Items: Adjustment Factor, Bloomberg Ticker, Bourse Code, Company Weight, Country Code, Currency Code, Cusip, Daily Change (Price/Total Return), Industry Code, Investable Market Value, Latin America, Number Of Shares, Opening Investable Market Value, Opening Weight, Pacific Basin Flag, Pacific Ex Japan Flag, Portfolio Reference, Primary Exhange, Russ Global Subsector, Sector Code/Description, Sedol, Shares Investable, Starting Market Value (Eur) – Time Series, Unadjusted Price In Local, Vendor Code, Weight, etc.