Custom Index Clients
Thomson Reuters calculates Real Time and End of Day indices underlying a range of financial products in the Equity, Commodity and Fixed Income Markets. Benefit from years of experience in independent index services and work with Thomson Reuters Indices to create an index to reflect a particular investment mandate or strategy.
Clients can either slice and dice existing proprietary equity benchmarks or create new indices from scratch using a variety of Thomson Reuters datasets.
The Thomson Reuters/Jefferies CRB In-The-Ground Global Commodity Equity Index (CRB-EQ)
Building upon the history and reputation of the CRB Index, the CRB-EQ Indices offer investors unique, simplified benchmarks for globally traded equities of companies that are principally engaged in the production and distribution of commodities and commodity-related products. Corresponding to the CRB Index family, the CRB-EQ Index family comprises a diversified global composite index and four distinct sector sub-indices:
- TR/J CRB Global Commodity Equity Index (CRBQX)
- TR/J CRB Global Energy Equity Index (CRBEX)
- TR/J CRB Global Agriculture Equity (CRBAX)
- TR/J CRB Global Industrial Metals Equity Index (CRBIX)
- TR/J CRB Global Precious Metals Equity Index (CRBGX)
In addition, the CRB WCAT Index, which follows the introduction of the CRB-EQ indices, also provides a benchmark for the equities of commodity-related companies, but in particular provides exposure to stocks of oil and gas exploration and production companies based in the US and Canada.
- TR/J CRB Wildcatters Energy E&P Equity Index (WCATI)
Learn more about the CRB-EQ Indices:
Thomson Reuters BPA Malaysia Bond and Sukuk Indices
Thomson Reuters Indices has teamed up with Bond Pricing Agency Malaysia to provide the most comprehensive range of Malaysian Fixed Income and Sukuk benchmarks available. The indices combine BPA Malaysia's extensive experience of consistent and market neutral valuations with years of index calculation experience at Thomson Reuters.
View our Fixed Income Indices section for more information.
Thomson Reuters Crescent Wealth Islamic Australia Index
Thomson Reuters and Crescent Wealth, the Australian Islamic investment manager, have launched an Islamic investment index for Australia to help open up this resource-rich market to Islamic finance investors globally. The Thomson Reuters Crescent Wealth Islamic Australia Index is the first benchmark index to screen ASX-listed companies for compliance with Islamic investment principles using Thomson Reuters unique research-based approach.
Learn more about the Thomson Reuters Crescent Wealth Islamic Australia index:
- Thomson Reuters Crescent Wealth Islamic Australia Indices fact sheet 241K
- Thomson Reuters Crescent Wealth Islamic Australia Shariah Mandate Screening Criteria 197K
Thomson Reuters/Sabrient Sensible Growth Indices
The Thomson Reuters/Sabrient Sensible Growth Indices are designed to provide investors with superior returns and reduced volatility. The Indices combine Sabrient’s fundamentals-based, quantitative methods of picking growth and value stocks with Thomson Reuters’ experience of calculating Real Time Indices which are tracked by investment vehicles.
The series consists of 2 indices; each composed of 100 equally weighted stocks selected by Sabrient from a universe of approximately 2000 US companies.
The TR/S Sensible Growth Index is a Long Index consisting of the top 100 stocks ranked by Sabrient’s quantitative factors whilst the TR/S Sensible Growth Low Volatility Index is a Long/Short index consisting of the top 50 and bottom 50 stocks by the same ranking methodology.
The indices have a 10 year track record of outperformance and low volatility, and are designed to be licensed as the basis of investment products such as ETFs.
Learn more about the Thomson Reuters/Sabrient Sensible Growth Indices:
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.
|Index Name||Index Ticker||Frequency||Currency||RIC code|
|GS Risk-Adjusted Return US Large Cap Index||GSRARUS||15 s||USD||.GSRARUS|
To view the constituents of the GS Risk-Adjusted Return US Large Cap Index as of Nov 28, 2012, please click here.
To view the Rulebook for the GSRARUS Index, please click here.
To view the current index return performance for the GSRARUS, click here.
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.
For more information about spectrum, including investment access, please view the QLAB Invest website.