Thomson Reuters Indices
Encyclopedia
Thomson Reuters Indices is a line of indices and index services from Thomson Reuters
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The full list of Country & Region Indices include:
(TRBC) system. Available globally, by region or by country, Sector Indices are available at each of 10 Economic Sectors, 25 Business Sectors, 52 Industry Groups and 125 Industries. Top level global sector indices are as follows:
In total, Thomson Reuters provides 1000+ sector indices (Global, country or region).
Optimal Indices
Thomson Reuters Lipper Optimal Indices include five, asset allocation-oriented indices designed to assess the trade-off between risk and return in diversified portfolios. The five Target Risk Optimal Indices
These indices are "optimized" and build on modern portfolio theory
to depict the best investment outcome for various levels of risk. Optimal Target Risk Indices are used singly or in conjunction with other indices as benchmarks for individual investor portfolios, performance benchmarks for target risk, or as the basis for wealth management. More information: Lipperweb.com
Continuous Commodity Index (CCI)
Thomson Reuters/Jefferies CRB Index
Thomson Reuters Realized Volatility Index
Thomson Reuters
Thomson Reuters Corporation is a provider of information for the world's businesses and professionals and is created by the Thomson Corporation's purchase of Reuters Group on 17 April 2008. Thomson Reuters is headquartered at 3 Times Square, New York City, USA...
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- Beta-generating Indices
- Alpha-creating Indices
- Custom Indices
- Calculation Services
Beta-generating Indices
Among Thomson Reuters’ line of beta-generating indices are Country & Region Indices and Sector IndicesCountry & Region Indices
Thomson Reuters Country & Region Indices include 51 countries and 23 regions worldwide. Notable indices include the Thomson Reuters Global Index, the Thomson Reuters US Index, the Thomson Reuters UK Index, the Thomson Reuters Global Emerging Markets Index, the Thomson Reuters Europe Index and the Thomson Reuters APAC Indices.The full list of Country & Region Indices include:
| 51 Countries | 24 Regions | |
|---|---|---|
| Argentina | Malaysia | Africa |
| Australia | Mexico | APAC |
| Austria | Morocco | APAC ex Japan |
| Bahrain | Netherlands | APAC + Russia |
| Belgium | New Zealand | BIC |
| Brazil | Norway | BRIC |
| Canada | Oman | EAFE |
| Chile | Qatar | EM APAC |
| China | Pakistan | EM Europe |
| Czech Republic | Philippines | Europe |
| Denmark | Poland | Europe ex UK, Ireland |
| Egypt | Portugal | GCC |
| Finland | Russia | G7 |
| France | Singapore | Global |
| Germany | South Africa | Global EM |
| Greece | Spain | Global ex US |
| Hong Kong | Sweden | Iberia |
| Hungary | Switzerland | Latin America |
| India | Taiwan | MENA |
| Indonesia | Thailand | NAFTA |
| Ireland | Turkey | North America |
| Israel | UAE | OIC |
| Italy | UK | Perhipheral Eurozone Countries |
| Japan | US | China, Hong Kong, Taiwan |
| Korea | Vietnam | |
| Kuwait | ||
Sector Indices
Thomson Reuters Sector Indices are defined using Thomson Reuters Business ClassificationThomson Reuters Business Classification
The Thomson Reuters Business Classification is an industry classification of global companies; it is owned and operated by Thomson Reuters and is also the basis for Thomson Reuters Indices.-Coverage:...
(TRBC) system. Available globally, by region or by country, Sector Indices are available at each of 10 Economic Sectors, 25 Business Sectors, 52 Industry Groups and 125 Industries. Top level global sector indices are as follows:
- Thomson Reuters Global Energy Index
- Thomson Reuters Global Basic Materials Index
- Thomson Reuters Global Industrials Index
- Thomson Reuters Global Cyclicals Index
- Thomson Reuters Global Non-Cyclicals Index
- Thomson Reuters Global Financials Index
- Thomson Reuters Global Healthcare Index
- Thomson Reuters Global Technology Index
- Thomson Reuters Global Telecommunications Index
- Thomson Reuters Global Utilities Index
In total, Thomson Reuters provides 1000+ sector indices (Global, country or region).
Commodity Indices
The Thomson Reuters family of commodity indices represents specific subsets of commodities. Our commodity indices are among our most popular and most tracked indices, including the “Thomson Reuters/Jefferies CRB Index” and the “Continuous Commodity Index (CCI)”.Alpha-creating Indices
Among Thomson Reuters’ line of alpha-creating indices are the Optimal IndicesOptimal Indices
Thomson Reuters Lipper Optimal Indices include five, asset allocation-oriented indices designed to assess the trade-off between risk and return in diversified portfolios. The five Target Risk Optimal Indices
- Aggressive Growth
- Growth
- Moderate
- Conservative
- Very Conservative
These indices are "optimized" and build on modern portfolio theory
Modern portfolio theory
Modern portfolio theory is a theory of investment which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets...
to depict the best investment outcome for various levels of risk. Optimal Target Risk Indices are used singly or in conjunction with other indices as benchmarks for individual investor portfolios, performance benchmarks for target risk, or as the basis for wealth management. More information: Lipperweb.com
Custom Indices & Index calculation services
Thomson Reuters also creates custom indices and provides calculation services for clients.See also
Thomson Reuters Business ClassificationThomson Reuters Business Classification
The Thomson Reuters Business Classification is an industry classification of global companies; it is owned and operated by Thomson Reuters and is also the basis for Thomson Reuters Indices.-Coverage:...
Continuous Commodity Index (CCI)
Continuous Commodity Index (CCI)
The Thomson Reuters Equal Weight Continuous Commodity Index is recognized as a major barometer of commodity prices. The index comprises 17 commodity futures that are continuously rebalanced:...
Thomson Reuters/Jefferies CRB Index
Thomson Reuters Realized Volatility Index
Thomson Reuters Realized Volatility Index
The Thomson Reuters Realized Volatility Index is a newly developed stock market index from Thomson Reuters Indices. It measures and forecasts realized volatility at a variety of time horizons - from one day to several months.- Function :...