Thomson Reuters Indices

NAVIGATE THE MARKETS

Introducing Thomson Reuters Indices – Navigating today’s dynamic markets is challenging. Get accurate and unbiased insight and tools, seamlessly integrated into your workflow that offers guidance when it’s needed most.

Thomson Reuters Indices provides trusted and innovative indices and index-related services to the investment community in order 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-generating Indices
Alpha-generating Indices
Custom Index Services
Outsource Index Calculation Services

Overview
Beta-generating
Indices
Alpha-creating
Indices
Custom
Indices

No matter what your requirements are

Whether you require indices for benchmarking, or for the development of investment vehicles, Thomson Reuters Indices provides a range of index solutions to satisfy your requirements. Delivered via Thomson Reuters platforms or datafeeds, Thomson Reuters Indices leverage the latest technologies for ease of use and convenient delivery.

Thomson Reuters Indices are utilized by investors such as plan consultants, investment managers, mutual fund providers, ETF providers, financial advisors, investment banks, stock exchanges, and the media. Thomson Reuters does not provide financial advice to clients, which allows for the provision of truly objective market information.

Each index is constructed employing content sets with the highest data integrity. They are transparent and designed to provide unbiased and neutral measures of the markets. Our rigorous financial models, analytics and classifications provide insight into the risks behind investment decisions enabling informed decisions to maximize results.

Our Index Review Committee is composed of experts, analysts and practitioners to ensure that the highest standards of methodological compliance are applied for each index.

Our Beta-generating indices aim to replicate markets with more granularity than any existing indices.

Beta indices across all asset classes that track 124 industries, subdivided into 51 industry groups, 25 business sectors and 10 economic sectors respectively, on a global and/or regional basis, all based on our unique and proprietary TRBC (Thomson Reuters Business Classifications) classification system.
Specially designed thematic indices that provide access to new investment themes and asset classes.
All characterized by a higher level of investability compared to current market indices due to our proprietary Thomson Reuters investability screening methodology.

Our Alpha-creating indices aim to generate superior returns through rules-based quantitative strategies that construct and weight portfolios based on factors other than market capitalization e.g.

Fundamentals, such as book value or dividend stream.
Reuters Starmine models for Analyst Revisions, Earnings Quality and Intrinsic Value.
Replication and Cross-Asset Strategies that allow investors to gain access to new areas/asset classes that deliver excess return, which are synthetically modeled using a combination of traditional assets.

Custom index services from Thomson Reuters offer individualized index construction, calculation and distribution solutions to clients with highly specific index requirements such as investment mandates requiring exclusion of certain constituents, sectors.
Outsourced index calculation services from Thomson Reuters offer robust, reliable index calculation and distribution services for clients in need of a real-time or end-of-day calculation capability after constructing their own branded, proprietary indices.

EVENTS

Andrew Clark, Thomson Reuters Chief Index Strategist spoke about his index research at Stanford University on May 11, 2009. View the presentation.

Lucas Garland, Global Head of Product Management spoke about Emerging and Frontier Markets at Canada Cup of Investment Management, June 4-5, 2009

Mark Labovitz, Research Manager, spoke about Extreme Value models in Financial Analysis at the Graybill Extreme Value Conference in Colorado on June 22, 2009.