Refinitiv Indices is a line of indices and index services from Refinitiv:
Refinitiv Country & Region Indices include 51 countries and 29 regions worldwide. The indicesare free-float market-capitalization weighted. Even though each index isavailable in price return and total return variants, dividend series are not provided by Refinitiv. The earliest of Refinitiv Country Indices start as late as April 1999.
The full list of Country & Region Indices include:
Country | Mnemonic | RIC | Currency | Timespan | |
---|---|---|---|---|---|
Argentina | XARFLDL | .TRXFLDARP | Argentine Peso | 1999-04-01 | |
Australia | XAUFLDL | .TRXFLDAUP | Australian Dollar | 1999-04-01 | |
Austria | XATFLDL | .TRXFLDATP | Euro | 1999-04-01 | |
Bahrain | XBHFLDL | .TRXFLDBHP | Bahraini Dinar | 2004-01-01 |
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 | ||
Refinitiv Sector Indices are defined using The Refinitiv Business Classification (TRBC). 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, Refinitiv provides 1000+ sector indices (Global, country or region).
The Refinitiv family of commodity indices represents specific subsets of commodities. Our commodity indices are among our most popular and most tracked indices, including the “Refinitiv/CoreCommodity CRB Index” and the “Refinitiv Equal Weight commodity Index”.
Despite the fact that the term is an oxymoron, among Refinitiv’s products are something the company markets as "alpha-creating indices" and "optimal indices".
"Refinitiv Lipper Optimal Indices" include five, asset allocation-oriented "indices" that allegedly assess the trade-off between risk and return in diversified portfolios. The five "Target Risk Optimal Indices" are:
These "indices" are "optimized" and according to the marketing department at Refinitiv "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.
Refinitiv also creates custom indices and provides calculation services for clients.