Solactive has expertise in the construction of ESG-themed index strategies, converting raw ESG data provided by external parties into investable indices. Two of these indices are described as follows:
- The Solactive Sustainable World Equity Index tracks the performance of a selection of the top 250 shares from global developed markets which have been screened according to sustainability criteria’s set by EIRIS. The selection model filters the shares according to a liquidity threshold of EUR 25 million 6-month ADV and includes subsequently the top ranked shares based on free-float adjusted market capitalization. The Index is calculated in a PR, NTR and GTR version. The Index is published in EUR.
- The Solactive Sustainable Development Goals Impact Index tracks the price movements of a portfolio of European companies with high dividend yield and price momentum. The index includes only companies providing a positive contribution to the UN Sustainable Development Goals (SDG) while excluding companies identified as having significant obstructions to those Goals. The index is a Price Return (PR) index and is published in EUR.
Key Features and Coverage on RIMES
For this data source, RIMES hosts 2 indices and approximately 1270 companies. Index coverage includes the Solactive Sustainable Global Developed Equity Index and Solactive Sustainable US Equity Index.
Some of the data items available include:
- Index Items – Database Domain Code, Database Symbol, Description, Divisor Factor in Euros, Last Price Date, Net Index in Euros, Price Index, etc.
- Company Items – Adjusted Price, Bloomberg Ticker, Capping Factor, Country Code, Country Description, Currency Code, Cusip Code, Date of Portfolio, Dividend Per Share Net, Exchange Rate, Free Float Factor, Investable Factor, Investable Market Value in Local Currency, Investable Shares Outstanding, Investable Weight in Index (Source), ISIN Code, Market Value in Local Currency, Net Adjustment Factor, Net Return, Reuters Identification Code (RIC), Sedol Code, Shares Outstanding, Total Return, Unadjusted Price, etc.
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