Refinitiv Indices is a line of indices and index services from Refinitiv: Country and Region Indices "Alpha-creating" "Indices" Custom Indices Calculation Services
Country & Region Indices Refinitiv Country & Region Indices include 51 countries and 29 regions worldwide. The indices are free-float market-capitalization weighted. Even though each index is available 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
Sector Indices
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:
Refinitiv Global Energy Index Refinitiv Global Basic Materials Index Refinitiv Global Industrials Index Refinitiv Global Cyclicals Index Refinitiv Global Non-Cyclicals Index Refinitiv Global Financials Index Refinitiv Global Healthcare Index Refinitiv Global Technology Index Refinitiv Global Telecommunications Index Refinitiv Global Utilities Index
In total, Refinitiv provides 1000+ sector indices (Global, country or region).
Commodity Indices 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”.
"Alpha-creating Indices" 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: Aggressive Growth Growth Moderate Conservative Very Conservative 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.
Custom Indices & Index calculation services Refinitiv also creates custom indices and provides calculation services for clients.
See also Thomson Reuters Business Classification Refinitiv Equal Weight Commodity Index (old name: Continuous Commodity Index) Refinitiv/CoreCommodity CRB Index
External links Refinitiv Indices TRBC Refinitiv Lipper Optimal Indices