A Capped index is an equity index that has a limit on the weight of any single security. Thus, a capped index sets a maximum percentage on the relative weighting of a component that is determined by its market capitalization.
S&P Capped Index data sources include:
- S&P Select Sector Capped Indices – These indices impose capped weights on the index constituents included in the S&P 500® classified in the GICS® financials sector. The weight of each stock is based on its float-adjusted market cap but is modified such that no stock has a weight over 20% of the index as of each rebalancing. The weighting of the constituents inside the select sectors follow the capped market capitalization weighting.
- S&P SmallCap 600 Capped Sector Indices – These indices impose capped weights on the index constituents included in the S&P SmallCap 600 Index that are classified in the GICS® energy sector. Maximum weight capping is based on float-adjusted market capitalization. If no capping is required, both share classes remain in the index at their natural float-adjusted market capitalization.
- S&P 500 Capped 35/20 Indices – These indices are comprised of S&P 500 constituents in specific sectors and use capping to ensure diversification among companies within the index.
Key Features and Coverage on RIMES
For these data sources, RIMES hosts retrievable data items that are both index and company-based, including:
- Adjusted Price, Adjustment Factor, Bloomberg Ticker, Branding, Cap Range Flag, Country, Currency Code, Daily Price Return, Daily Total Return, Dividend Per Share, Dividend Points in US Dollars, Divisor Factor in US Dollars, DJ Industry Code, Exchange Country, Exchange Rate, Free Float Factor, GICS Industry Level 4 Code, Gross Index in US Dollars, Growth Factor, Index Family, Index Type, Investable Market Value in US Dollars, Investable Shares Outstanding, etc.
- Investable Weight in Index (Source), ISIN Code, Last Price Date, Market Capitalization in US Dollars, Market Identifier Code, Market Value, Market Value Range Flag, Net Dividend Points in US Dollars, Net Index in US Dollars, Net Return, Number of Constituents, Opening Unadjusted Price, Price Index in US Dollars, Region Flag, Reuters Identification Code (RIC), S&P Company Global Vantage Key, S&P Index Level ID, Sector Description, Shares Outstanding, Ticker, Total Return, Unadjusted Price, Value Factor, Weight Type, etc.
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