Tag: index-construction
Concepts
- How Benchmark Indices Are Built
- Country Classification: Developed, Emerging, Frontier
- Building a Custom Benchmark
- Equal-Weight and Alternative Index Weighting
- Float-Adjusted Capitalisation Weighting
- Free Float and Shares Outstanding
- GICS and ICB Sector Classification
- Index Capping and Concentration Limits
- Index Eligibility Screens
- Index Reconstitution Calendars and Effective Dates
- How Index Providers Handle Corporate Actions
- Large, Mid, Small and Micro Cap Tiers
- Share Class Mapping and Line Selection
- Smart Beta
- The Index Divisor and Continuity Adjustments
- Building a Total Return Series from Prices