Custom Index Services

Your one-stop-shop for indexing services, with over 40 years of experience

Highlights

  • Highly experienced
  • End-to-end index services
  • Multi asset capabilities
  • Global support and operations

Intended for

  • Custodian
  • Financial Analyst
  • Fund Manager

Description

Thomson Reuters offers clients looking to build indices to track their own investment strategies the opportunity to work with one provider for all indexing needs, lowering cost and complexity.

A vast range of data is available for custom index creation including exchange equity pricing, currency and bond prices from our own marketplaces, aggregated data such as I/B/E/S estimates and analytical data such as Asset4 ESG data and StarMine models.

Strategic partners leverage our global brand, reputation for freedom from bias and our research; development; sales and marketing teams. Unbranded index calculation services are available for clients who require an independent third party to calculate their own indices.

Features

Benefits

Ability to customize existing Thomson Reuters indices or create entirely new indices using unique proprietary content sets

Create highly innovative indices other providers simply cannot provide

In-house research and development teams available to validate proposed index methodologies

Gain independent 3rd party approval of custom index methodologies

24 hour index development and operations

Market movements and changes impacting custom indices are quickly identified, implemented and delivered to clients

Highly resilient platform, used to calculate some of the world's most relied upon indices in Real Time

Reassurance that the calculation of custom indices tracked by investment or trading products will not fail

Distribution via industry standard feeds, desktop networks, FTP sites and APIs included in service

Instant global distribution of custom indices, with over 600,000 desktop users alone

Goldman, Sachs & Co.

GS RISK-ADJUSTED RETURN US LARGE CAP INDEX (GSRARUS)

The GS Risk-Adjusted Return US Large Cap Index is designed to reflect the performance of a hypothetical portfolio of U.S. stocks that are anticipated to have the highest risk-adjusted returns based on a methodology (the “Methodology”) developed by Goldman, Sachs & Co. (the “Index Provider”).

The Methodology selects a target of 50 stocks for inclusion in the Index from a subset of U.S. equity securities within the Russell 1000® Index that meet minimum analysts coverage, liquidity and market capitalization requirements. The Russell 1000® Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000® Index and includes approximately 1000 of the largest capitalization securities [based on a combination of their market cap and current index membership].

The Methodology classifies the stocks by sector, then sorts by the highest risk adjusted returns within each sector. Risk-adjusted returns are based on Thomson Reuters I/B/E/S (Institutional Brokers’ Estimate System) consensus target prices adjusted by their realized volatility. All stocks are equally weighted and the number of stocks from each sector is determined by sector weightings using a risk-parity approach. Under this approach, the volatility of each sector is computed based on realized six-month volatility and sectors with relatively high realized volatility contribute proportionately fewer securities while sectors with relatively low realized volatility contribute proportionately more securities.

The Index is rebalanced semi-annually. The Index is calculated on a total return basis, with dividends reinvested.

GS Risk-Adjusted Return US Large Cap Index

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SPECTRUM ABSOLUTE RETURN INDEX

Spectrum AR Index is a truly unique solution within the global index space, and is the result of a close collaboration between Thomson Reuters Indices and QLAB Invest.

The index offers dynamic multi asset exposure across Thomson Reuters Equity sectors, Commodities, US Treasuries and seven of the most liquid currencies. Spectrum AR Index is built, calculated and maintained independently by Thomson Reuters according to QLAB Invest's methodology. Spectrum AR Index showcases Thomson Reuters real time index capabilities and access to multiple content sets in the creation of custom indices.

 

The QLAB Invest Website

Please view for more information about spectrum, including investment access 

Typical Client Workflows

Custom Indices Process

Custom Combinations

Index Source Data: Equity, fixed income, commodities, currencies, private companies, economic indicators, news sentiments

Filters: Islamic, ESG, market cap, estimates, sectors/industries, countries/regions

Weighting Scheme: Market capitalization, equal weighting, fundamental

Index Output: Real time/end of day, currency, tax rate, treatment of dividends  

Rebalance Frequency: Monthly, Quarterly, Biannual, Annual, Ad-Hoc

  • Lucas Garland

    Head of Product Management, Indices

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Fact Sheets