Financial

Thomson Reuters Indices

Introducing Thomson Reuters Indices


A new line of indices from Thomson Reuters

Explore a selection of our indices online.

Backed by the content, data, independence and global information network of Thomson Reuters, our indices are designed to suit any need. This global line of Country & Region Indices and Sector Indices, as well as a series of Cap & Style Indices, are easily accessible through Thomson Reuters datafeeds and products – including Reuters 3000 Xtra, TPA, TQA and T1. View an introductory video of Thomson Reuters Indices.

Navigate the Markets

Navigating today's dynamic markets is challenging. Thomson Reuters Indices provides trusted and innovative indices and index-related services to the investment community in order to help investors make better investment decisions. Our index business leverages Thomson Reuters global footprint and unparalleled depth and breadth of the financial markets to provide our clients with:

  • Beta-generating Indices
  • Alpha-creating Indices
  • Custom Index Services
  • Outsource Index Calculation Services

"Our SmartGrowth® Mutual Funds rely on the Lipper Optimal Indices created by the Thomson Reuters team. Our continued partnership is a testament to our satisfaction working with this talented research team."

-Kevin D. Mahn, Portfolio Manager, SmartGrowth® Mutual Funds

No matter what your requirements are

Whether you require indices for benchmarking or for the development of investment vehicles, Thomson Reuters Indices provides a range of index solutions to satisfy your requirements. Delivered via Thomson Reuters platforms and datafeeds, Thomson Reuters Indices leverage the latest technologies for direct access and convenient delivery.

Thomson Reuters Indices are used by investors such as plan consultants, investment managers, mutual fund providers, ETF providers, financial advisors, investment banks, stock exchanges, and the media. Thomson Reuters does not provide financial advice to clients, which allows for the provision of truly objective market information.

Each index is constructed employing content sets with the highest data integrity. They are transparent and designed to provide unbiased and neutral measures of the markets. Our rigorous financial models, analytics and classifications provide insight into the risks behind investment decisions enabling informed decisions to maximize results.

Our Index team is composed of expert researchers and data analysts to ensure that the highest standards of methodological compliance are applied for each index

Our Beta-generating indices aim to replicate markets with more granularity than any existing indices.

  • Beta indices across all asset classes that track 124 industries, subdivided into 51 industry groups, 25 business sectors and 10 economic sectors respectively, on a global and/or regional basis, all based on our unique and proprietary Thomson Reuters Business Classification system.
  • Specially designed thematic indices that provide access to new investment themes and asset classes.
  • All characterized by a higher level of investability compared to current market indices due to our proprietary screening methodology.

Our Alpha-creating indices aim to generate superior returns through rules-based quantitative strategies that construct and weight portfolios based on factors other than market capitalization e.g.

  • Fundamentals, such as book value or dividend stream.
  • Reuters Starmine models for Analyst Revisions, Earnings Quality and Intrinsic Value.
  • Replication and Cross-Asset Strategies that allow investors to gain access to new areas/asset classes that deliver excess return, which are synthetically modeled using a combination of traditional assets.
  • Custom index services from Thomson Reuters include individualized index construction, calculation and distribution solutions to clients with highly specific index requirements such as investment mandates requiring exclusion of certain constituents, sectors.
  • Outsourced index calculation services from Thomson Reuters include robust, reliable index calculation and distribution services for clients in need of a real time or end-of-day calculation capability after constructing their own branded, proprietary indices.

Thomson Reuters Business Classification allows you to monitor companies at a broad level or drill down for a stricter quantitative look.TRBC pyramid

 

 

 

 

 

 

 

TRBC is a valuable tool for any sector analysis:

  • View companies at any of 4 levels
  • The only truly global schema with coverage in 130 countries – developed, emerging  & frontier
  • Over 70,000 public equities classified – more than twice the number other systems offer – plus a full 10 years of history
  • 230,000 private companies also available for tracking and analysis

Use the system developed by Thomson Reuters’ expert research and data teams. Thomson Reuters distinct methodology allows for more informed analysis:

  • Sectors are aggregated using our proprietary StarMine Smart Estimates methodology
  • Related products & services are grouped to create greater connections between companies and market movements
  • Cross-sourcing to Reuters News and Fundamentals allows for navigation to deeper company data and content
  • Well-defined sectors garner more meaningful 'apples-to-apples' comparisons between like-performing companies
  • More relevant sector definitions mean results are current and applicable to your immediate needs and uses
  • More frequent rebalance and review ensure timely results within today’s changing economic environments
  • Public companies revised quarterly and private companies revised annually

In The News

Andrew Clark talked recently about indices, sectors and ETFs on TheStreet.com podcast.

Sunand Menon, Thomson Reuters Indices, was on hand to ring the Opening Bell at the New York Stock Exchange to celebrate the launch of the Jefferies TR/J CRB Global Equity Index Fund, a fund based on the Thomson Reuters / Jefferies CRB Index.


Related Press Release

Sept 14 2009  Thomson Reuters Launches Global and Comprehensive Range of Indices

EVENTS

Andrew Clark, Thomson Reuters Chief Index Strategist to speak at the following events:

Next Steps

Fact Sheets

Download Thomson Reuters Indices fact sheet PDF

Download Country & Region Indices fact sheet PDF

Download Country & Region Indices Methodology fact sheet PDF

Download TRBC fact sheet PDF

Download TRBC Quick Guide PDF

Whitepapers

Liquidity Risk in Frontier Markets PDF

Optimization and Portfolio Construction PDF

Mixing Active and Passive Investments PDF

Growth & Value Under the EDA Microscope PDF

New Measures of Volatility PDF

A Statistical Look at Market Capitalization Breakpoints PDF

Webcasts on Demand

Andrew Clark, Chief Index Strategist

Measuring & Forecasting Volatility - September 23, 2009

Investing in Frontier Markets - June 24, 2009

Contact Us

For Thomson Reuters Indices Enquiries:

Lucas Garland
Global Head of Product Management
Thomson Reuters Indices
Tel: +1 303.357.0564
Email

Andrew Clark
Chief Index Strategist
Thomson Reuters Indices
Tel: +1 303.357.0557
Email

For Thomson Reuters Business Classificaton Enquiries:

Geoff Horrell
Customer Propositions Manager
XBRL & Industry Classification
Tel: +44 207.542.3779
Email

Manuel Almeida
Customer Propositions Manager
Tel: +44 207.542.6051
Email

Email