EQUITY INDICES AND INDEX
CONSTITUENTS AND WEIGHTS
OVERVIEW
Thomson Reuters Datastream offers an extensive range of over 260,000
historical equity indices that cover over 60 countries and 45 regions including
developed, emerging and frontier markets sourced from major international
sources - with over 40 years of historical data available for users to analyze.
Datastream arms clients with the widest range of third party equity indices and
the most extensive historical data coverage available from a single platform
with which to benchmark performance and develop asset allocation strategies.
Comprehensive, historical constituent lists and weights data for many indices
complement the extensive index coverage.
INDEX COVERAGE
• Benchmark and sector indices from stock
exchanges globally
• Comprehensive coverage of indices and
constituent modules from 3rd party index
providers including MSCI, FTSE, S&P, Dow
Jones, STOXX and HSBC
• Specialist indices covering real estate, hedge
fund indices, socially responsible and Shariah
based indices from sources such as Dow Jones
Sustainability, Credit Suisse Hedge Fund indices,
Calvert, HFR, LPX, FTSE EPRA/NAREIT and GPR
• Small cap indices from HSBC and Numis
• Datastream Global Equity Indices, covering 55
countries and 38 regions with extensive histories
and data items including Worldscope ratios
• Thomson Reuters indices based on the Thomson
Reuters Business Classification. Coverage
includes regional indices such as OICS, MENA
and Asean and a comprehensive set of Thomson
Reuters Islamic indices
GLOBAL INDICES
Comprehensive coverage of 3rd party equity indices
from major index suppliers including:
MSCI
• Country, regional, sector, size, style,
• Islamic index family
• Thematic and Strategic indices including risk
and value weighted indices
• 10-40 indices
• GDP, Hedged
FTSE
• All World, GEIS, size, style
• Multinationals
• Goldmines
• GWA, RAFI, ET50, MPF
S&P
• Local market indices- US, S&P/ASX, S&P/TSX
• Global BMI & Pan Arab
• Global Thematic
• S&P LPX, Target Date and Risk indices
DOW JONES
• Global and Total Market indices
• Sustainability indices
• Titans
• Islamic
STOXX
• Stoxx 600 and EuroStoxx
• Stoxx 1800
• Size and Style and TIM
• Sustainability
FINANCIAL
EQUITY INDICES AND INDEX CONSTITUENTS AND WEIGHTS
REAL ESTATE INDICES
Comprehensive coverage of Real Estate
indices including:
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FTSE EPRA/NAREIT index family
FTSE NAREIT index family
Global Property Research indices
IEIF Euro Real Estate indices
CIBC World Markets REIT index
Ellwanger & Geiger Real Estate indices
Thomson Reuters/GPR Real Estate indices
SRI/ETHICAL INDICES
Comprehensive coverage of Social, Ethical
indices including:
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FTSE 4 Good index family
Dow Jones Sustainability
Stoxx Sustainability
Calvert Social (CSI)
MSCI
HEDGE FUND INDICES
Hedge Fund indices including:
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Dow Jones Credit Suisse hedge fund indices
Hennessee Hedge Fund indices
HFRI and HFRX indices
MSCI Hedge Fund and Hedge Invest indices
THOMSON REUTERS INDICES
Thomson Reuters Indices provides trusted and
innovative indices and index-related services to
the investment community to help investors make
better investment decisions. Our index business
leverages Thomson Reuters global footprint and
unparalleled depth and breadth of the financial
markets to provide our clients with:
• Beta-tracking indices
• Alpha-generating indices
• Custom index services
Thomson Reuters Indices has developed a
global suite of highly liquid property indices in
collaboration with specialist real estate index
provider Global Property Research (GPR).
DATA TYPES
• Price and return index values including open,
high, low and close available for many
exchange indices
• Market value, divisors and valuation measures
available for many exchange and 3rd party indices
• Datastream calculated index data types
provided for local market indices if not
calculated by source
FOR MORE INFORMATION
Send us a sales enquiry at: Im.thomsonreuters.com
Email: datastreamsales@thomsonreuters.com
© Thomson Reuters. All rights reserved. 001504 0612
• Over 40 data types calculated for the
Datastream Global Equity indices including 14
unique data types based on Worldscope data
such as enterprise value, EBIT and Net Profit.
HISTORY
• Daily index history available for over 40 years for
developed markets and from start dates for
new indices.
• Historical constituent lists and weights history
available for many indices with history extending
for over 10 years
TIMELY INFORMATION
• Index values updated daily shortly after local
market closing times
• Constituent lists updated daily and
stored historically on a monthly basis
INDEX CONSTITUENTS AND WEIGHTS
COVERAGE (ICW)
Comprehensive ICW is available for many indices
with historical monthly constituent lists available
for more than 12 years for many index families for
both developed and emerging markets. Coverage is
enhanced by the addition of:
• Historical month end constituent lists
and weights
• Latest daily lists and weights
• Number of shares and free float data
• Prices and market value data for
constituent securities
• Classification data for constituents – ICB
and GICS
COMPETITIVE ADVANTAGES
• Stringent automatic quality checks, accuracy
and validation checks.
• Creation of additional data items not provided
by exchanges/index providers for historical
reference including market value, valuation
ratios and Worldscope fundamental data
• Custom indices can be requested from major
suppliers and displayed through the
Datastream applications
• Unique proprietary M&A indices created using
Thomson Reuters comprehensive content
• IBES Global Aggregates available for many
major indices including MSCI, FTSE and Stoxx
• Datastream retrieval programs allow for
importing data into Microsoft applications or
client data models for analysis and manipulation
• Vast amount of additional functions to use along
side the raw data to increase the analytical
options available, including advance/decline
indicators, standard deviation, splice and
percentage change