The S&P SmallCap 600® Capped Energy Index imposes capped weights on the index constituents included in the S&P SmallCap 600 Index that are classified in the GICS® energy sector. Companies in this series are classified based on the Global Industry Classification Standard (GICS®). Each index is capped market capitalization weighted.
At times, companies may be represented in the S&P SmallCap 600 Capped Sector Indices by multiple share class lines. Maximum weight capping is based on company float-adjusted market capitalization, with the weight of multiple class companies allocated proportionally to each share class line based on its float-adjusted market capitalization as of the rebalancing reference date. If no capping is required, both share classes remain in the index at their natural float-adjusted market capitalization.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 11 indices (S&P SmallCap 600 Capped Sector Indices) and 32 constituents.
Some of the data items available include:
- Net Return, Daily Total Return, Price Index, Rebalance Frequency, Weighting Value, Risk adjusted returns, etc.