There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01 % Change in the Level of the Underlying U.S. Treasury Note or Bond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be;
the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.
Not exact matches
However, backtested data may reflect the application of the
index methodology with the benefit of hindsight, and the historical
calculations of an
index may change from month to month based on revisions to the underlying economic data used in the
calculation of the
index.
The backtested
calculations are based on the same
methodology that was in effect when the
index was officially launched.
The backtest
calculations are based on the same
methodology that was in effect when the
Index was officially launched.
The
indexes will continue to be maintained based on existing design criteria and
calculation methodologies, and will continue to align with regulatory requirements such as the IOSCO principles.
Three references on our web site may be useful — the US
Indices Methodology which covers the S&P 500, S&P MidCap 400 and S&P SmallCap 600 indices, Index Mathematics which describes various index calculations and the Corporate Actions Policies and Proc
Indices Methodology which covers the S&P 500, S&P MidCap 400 and S&P SmallCap 600
indices, Index Mathematics which describes various index calculations and the Corporate Actions Policies and Proc
indices,
Index Mathematics which describes various index calculations and the Corporate Actions Policies and Proced
Index Mathematics which describes various
index calculations and the Corporate Actions Policies and Proced
index calculations and the Corporate Actions Policies and Procedures.
«Unlike prior exemptive orders governing the operation of self -
indexing ETFs, the Orders do not attempt to address potential conflicts of interest among the ETF, its investment adviser, and the affiliated
index provider by requiring, among other things, public disclosure of the underlying
index methodology, the use of a third - party
index calculation agent, or formal «firewall» procedures.
Beta becomes a less valuable measure of volatility if
calculation methodology does not match investor needs, if correlation to the benchmark
index is low or if tail events are incorrectly included or excluded from
calculation.
Please refer to the
methodology paper for the
Index, available at www.spdji.com or www.spindices.com for more details about the index, including the manner in which it is rebalanced, the timing of such rebalancing, criteria for additions and deletions, as well as all index calculat
Index, available at www.spdji.com or www.spindices.com for more details about the
index, including the manner in which it is rebalanced, the timing of such rebalancing, criteria for additions and deletions, as well as all index calculat
index, including the manner in which it is rebalanced, the timing of such rebalancing, criteria for additions and deletions, as well as all
index calculat
index calculations.
To view or download all 252
index values that comprise each edition of the ZHCI data set, or to learn more about the ZHCI
calculation methodology, please visit Zillow.com/researchor pulsenomics.com.