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Thomson Reuters Global Equity Indices

Thomson Reuters Global Equity Indices are a suite of approximately 5000 broad market free float market capitalisation weighted benchmark indices covering approximately 10000 stocks in 51 countries. Over 25 region indices are available for a number of developed and emerging markets, and 4 levels of sector indices are created using Thomson Reuters Business Classification (TRBC) for all countries and regions with more than 4 candidate stocks. The indices are governed as per a transparent, rules based and IOSCO compliant methodology and are ideal to be used off the shelf for benchmarking and performance analysis or as a starting point for custom index strategies.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 15800 companies, 11230 indices.

Some of the indices covered include:

  • United Arab Emirates Domestic Float Shares Price Only and Total Returns
  • Africa Domestic Float Shares  Price Only and Total Returns
  • Asia  Domestic Float Shares Price Only and Total Returns

The vast majority of Thomson Reuters indices have index history from April 1999. Price and total return variants are available for each index, currencies are USD for region indices and local currency for country indices. Other currencies are available on request, as are other modifications such as exclusions, custom regions, filters etc.

Some of the data items available include:

  • Index Items – Country Code Index Level, Divisor Factor in Local Currency, Gross Index, Gross Index Divisor, Last Price Date, Market Capitalization, Net Index, Net Index Divisor, Number of Constituents, Price Index, Price Index Divisor, TRBC Industry Description, etc.
  • Company Items – Bloomberg Ticker, Country Code, Country Code Index Level, Date of Portfolio, Description Index Level, Dividend Per Share Gross, Exchange Rate, Index Currency Code, Index of Price, Industry Level Codes, Investable Factor, Investable Market Value, Investable Shares Outstanding, ISIN Code, Market Identifier Code, Market Value, Open Investable Shares Outstanding, Sedol Code, Total Dividends, Unadjusted Price, etc.

 

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