Thomson Reuters Indices

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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[edit]

Among Thomson Reuters’ line of beta-generating indices are Country & Region Indices and Sector Indices

Country & Region Indices[edit]

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[edit]

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[edit]

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[edit]

Among Thomson Reuters’ line of alpha-creating indices are the Optimal Indices

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

  • 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[edit]

Thomson Reuters also creates custom indices and provides calculation services for clients.

See also[edit]

Thomson Reuters Business Classification

Continuous Commodity Index (CCI)

Thomson Reuters/Jefferies CRB Index

Thomson Reuters Realized Volatility Index

External links[edit]