Thomson Reuters Indices
Thomson Reuters Indices is a line of indices and index services from Thomson Reuters:
- 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 Indices.
Country & 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 Classification (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/CoreCommodity CRB Index” and the “Thomson Reuters Equal Weight commodity Index”.
Alpha-creating Indices
Among Thomson Reuters’ line of alpha-creating indices are the 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 are:
- Aggressive Growth
- Growth
- Moderate
- Conservative
- Very Conservative
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
Custom Indices & Index calculation services
Thomson Reuters also creates custom indices and provides calculation services for clients.
