These indexes exhibit similar beta, liquidity and capacity compared to capitalization -
weighted equity market indexes and have very low turnover.
Note that the «Reference Capitalization index» is a 1000 - stock capitalization -
weighted equity market index that bears close resemblance to the highly regarded Russell 1000, although it is not identical.
Not exact matches
The MSCI EM
Index is a free - float - adjusted, market - capitalization - weighted index designed to measure the equity - market performance of emerging mar
Index is a free - float - adjusted,
market - capitalization -
weighted index designed to measure the equity - market performance of emerging mar
index designed to measure the
equity -
market performance of emerging
markets.
The MSCI Emerging
Markets Index is a free - float - adjusted market - capitalization - weighted index that is designed to measure equity - market performance of emerging m
Markets Index is a free - float - adjusted market - capitalization - weighted index that is designed to measure equity - market performance of emerging mar
Index is a free - float - adjusted
market - capitalization -
weighted index that is designed to measure equity - market performance of emerging mar
index that is designed to measure
equity -
market performance of emerging
marketsmarkets.
The S&P 500
Index is a market - capitalization - weighted index composed of 500 widely held common stocks that is generally considered representative of the U.S. equity ma
Index is a
market - capitalization -
weighted index composed of 500 widely held common stocks that is generally considered representative of the U.S. equity ma
index composed of 500 widely held common stocks that is generally considered representative of the U.S.
equity market.
The MSCI EAFE
Index is a free - float - adjusted market - capitalization - weighted index that is designed to measure the equity - market performance of developed markets, excluding the U.S. and Ca
Index is a free - float - adjusted
market - capitalization -
weighted index that is designed to measure the equity - market performance of developed markets, excluding the U.S. and Ca
index that is designed to measure the
equity -
market performance of developed
markets, excluding the U.S. and Canada.
The FTSE NAREIT
Equity - Only
Index is an unmanaged, market value — weighted index based on the last closing price of the month for tax - qualified REITs listed on the
Index is an unmanaged,
market value —
weighted index based on the last closing price of the month for tax - qualified REITs listed on the
index based on the last closing price of the month for tax - qualified REITs listed on the NYSE.
MSCI All Country World: MSCI All Country World
Index is a free float - adjusted market capitalization weighted index that is designed to measure results of more than 40 developed and emerging equity mar
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure results of more than 40 developed and emerging equity mar
index that is designed to measure results of more than 40 developed and emerging
equity markets.
Due primarily to weakness in
equities around the world in March, the Global
Market Index (GMI), an unmanaged benchmark that holds all the major asset classes in market - value weights, shed 1.0 % in
Market Index (GMI), an unmanaged benchmark that holds all the major asset classes in
market - value weights, shed 1.0 % in
market - value
weights, shed 1.0 % in March.
Many investors believe that China is currently under - represented in global
equity indices relative to its economic influence (for example, China represents roughly 17 % of global GDP, 11 % of global trade, and 9 % of global consumption but today comprises only a 3.5 %
weight in the MSCI ACWI
Index).1, 2 Given the size of the China A-shares
market, inclusion in global
indices is regarded as key to bringing China's overall representation more closely in line.
The FTSE Nareit All
Equity REITs Index is a free - float adjusted, market capitalization - weighted index of U.S. equity
Equity REITs
Index is a free - float adjusted, market capitalization - weighted index of U.S. equity R
Index is a free - float adjusted,
market capitalization -
weighted index of U.S. equity R
index of U.S.
equity equity REITs.
For stocks and
equity indexes, they
weight portfolio assets by
market capitalization.
The MSCI BRIC
Index is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of the following four emerging market country indexes: Brazil, Russia, India and C
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance of the following four emerging market country indexes: Brazil, Russia, India and C
index that is designed to measure the
equity market performance of the following four emerging
market country
indexes: Brazil, Russia, India and China.
The
index is
weighted according to
market capitalization and covers about 3 - 4 % of the total
market for
equities in the United States.
MSCI All Country World
Index ex USA — The MSCI All Country World Index (ACWI) ex USA is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets that excludes companies based in the United St
Index ex USA — The MSCI All Country World
Index (ACWI) ex USA is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets that excludes companies based in the United St
Index (ACWI) ex USA is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance of developed and emerging markets that excludes companies based in the United St
index that is designed to measure the
equity market performance of developed and emerging
markets that excludes companies based in the United States.
MSCI EAFE — The MSCI Europe, Australia and Far East (EAFE)
Index is a free float - adjusted
market capitalization
weighted that is designed to measure
equity market performance in foreign developed
markets.
MSCI Emerging
Markets — The MSCI Emerging Markets Index is a free float - adjusted market capitalization weighted index that is designed to measure equity market performance in the global emerging m
Markets — The MSCI Emerging
Markets Index is a free float - adjusted market capitalization weighted index that is designed to measure equity market performance in the global emerging m
Markets Index is a free float - adjusted market capitalization weighted index that is designed to measure equity market performance in the global emerging mar
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure equity market performance in the global emerging mar
index that is designed to measure
equity market performance in the global emerging
marketsmarkets.
The MSCI World
Index (Net) is a free float - adjusted, market capitalization - weighted index that is designed to measure the equity market performance of developed mar
Index (Net) is a free float - adjusted,
market capitalization -
weighted index that is designed to measure the equity market performance of developed mar
index that is designed to measure the
equity market performance of developed
markets.
The MSCI World ex U.S.
Index (Net) is a free float - adjusted, market capitalization - weighted index that is designed to measure international developed market equity performance, excluding the
Index (Net) is a free float - adjusted,
market capitalization -
weighted index that is designed to measure international developed market equity performance, excluding the
index that is designed to measure international developed
market equity performance, excluding the U.S..
The NASDAQ Composite
Index is a market - capitalization weighted index of the more than 3,000 common equities listed on the NASDAQ stock exch
Index is a
market - capitalization
weighted index of the more than 3,000 common equities listed on the NASDAQ stock exch
index of the more than 3,000 common
equities listed on the NASDAQ stock exchange.
MSCI EAFE (Europe, Australasia, Far East)
Index is a free - float - adjusted market capitalization - weighted index designed to measure developed market equity perform
Index is a free - float - adjusted
market capitalization -
weighted index designed to measure developed market equity perform
index designed to measure developed
market equity performance.
The MSCI World Health Care
Index is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets in the health care se
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance of developed markets in the health care se
index that is designed to measure the
equity market performance of developed
markets in the health care sector.
Here you will find a
market capitalisation -
weighted index with around 3,000 popular
equities that are listed on the Nasdaq Stock Exchange.
The MSCI Emerging
Markets index tracks the performance of equities listed in 26 emerging markets weighted according to their float - adjusted market capitali
Markets index tracks the performance of
equities listed in 26 emerging
markets weighted according to their float - adjusted market capitali
markets weighted according to their float - adjusted
market capitalization.
Russell 2500
Index: The Russell 2500 is a market cap weighted index that includes the smallest 2,500 companies covered in the Russell 3000 universe of United States - based listed equi
Index: The Russell 2500 is a
market cap
weighted index that includes the smallest 2,500 companies covered in the Russell 3000 universe of United States - based listed equi
index that includes the smallest 2,500 companies covered in the Russell 3000 universe of United States - based listed
equities.
The
market - cap -
weighted FTSE Canada
Index represents about 75 % of the Canadian
equity market.»
(4) The MSCI World
Index is a free float - adjusted unmanaged market capitalization weighted index that is designed to measure the equity market performance of developed mar
Index is a free float - adjusted unmanaged
market capitalization
weighted index that is designed to measure the equity market performance of developed mar
index that is designed to measure the
equity market performance of developed
markets.
The MSCI World Growth
Index is a free float - adjusted market capitalization - weighted index that is designed to measure the performance of growth - oriented equity securities of global developed mar
Index is a free float - adjusted
market capitalization -
weighted index that is designed to measure the performance of growth - oriented equity securities of global developed mar
index that is designed to measure the performance of growth - oriented
equity securities of global developed
markets.
The MSCI World Industrials
Index is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets in the industrial se
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance of developed markets in the industrial se
index that is designed to measure the
equity market performance of developed
markets in the industrial sector.
The MSCI All Country World
Index is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance in 46 developed and emerging mar
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance in 46 developed and emerging mar
index that is designed to measure the
equity market performance in 46 developed and emerging
markets.
S&P 500 - The S&P 500
Index is a market cap weighted index of 500 widely held stocks often used as a proxy for the overall U.S. equity ma
Index is a
market cap
weighted index of 500 widely held stocks often used as a proxy for the overall U.S. equity ma
index of 500 widely held stocks often used as a proxy for the overall U.S.
equity market.
The FTSE NAREIT
Equity - Only
Index is an unmanaged, market value — weighted index based on the last closing price of the month for tax - qualified REITs listed on the
Index is an unmanaged,
market value —
weighted index based on the last closing price of the month for tax - qualified REITs listed on the
index based on the last closing price of the month for tax - qualified REITs listed on the NYSE.
A paper titled Country and Sector Drive Low - Volatility Investing in Global
Equity Markets finds that a portfolio of low - risk stocks formed from the cap -
weighted MSCI World
Index has a return that is higher than that of the index it
Index has a return that is higher than that of the
index it
index itself.
Researchers have found that
equity indices constructed randomly by «monkeys» would produce higher risk - adjusted returns than an equivalent
market capitalisation -
weighted index over the last 40 years.
The S&P 500
Index is a market cap weighted index of 500 widely held stocks often used as a proxy for the overall U.S. equity ma
Index is a
market cap
weighted index of 500 widely held stocks often used as a proxy for the overall U.S. equity ma
index of 500 widely held stocks often used as a proxy for the overall U.S.
equity market.
S&P 500 — The S&P 500
Index is a market cap weighted index of 500 widely held stocks often used as a proxy for the overall U.S. equity ma
Index is a
market cap
weighted index of 500 widely held stocks often used as a proxy for the overall U.S. equity ma
index of 500 widely held stocks often used as a proxy for the overall U.S.
equity market.
The Wilshire 5000 Total Stock
Market Index is a market capitalization - weighted index of more than 5,000 U.S. - headquartered equity secur
Market Index is a market capitalization - weighted index of more than 5,000 U.S. - headquartered equity securi
Index is a
market capitalization - weighted index of more than 5,000 U.S. - headquartered equity secur
market capitalization -
weighted index of more than 5,000 U.S. - headquartered equity securi
index of more than 5,000 U.S. - headquartered
equity securities.
The earliest and most widely adopted forms of smart beta have been
equity index portfolios that are
weighted by factors such as price to earnings or dividend yield, rather than by traditional
market capitalization.
AADR can serve as an alpha - seeking complement to a broad - based
market cap
weighted position, such as a fund that tracks the MSCI EAFE
Index, as well as a standalone investment solution for international
equity exposure.
Returns for the IQ Merger Arbitrage
Index do not reflect the deduction of management fees, taxes and other expenses.The MSCI World Index is a free - float adjusted market capitalization weighted index that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expen
Index do not reflect the deduction of management fees, taxes and other expenses.The MSCI World
Index is a free - float adjusted market capitalization weighted index that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expen
Index is a free - float adjusted
market capitalization
weighted index that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expen
index that is designed to measure the
equity market performance of developed
market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expenses).
Designed to provide
equity exposure to developed
markets (ex-US) with potentially less volatility over a complete
market cycle than traditional capitalization -
weighted indices
The chart compares the Hartford Multifactor Emerging
Markets ETF (ROAM) to the capitalization - weighted MSCI Emerging Markets Index, which is a free - float - adjusted market - capitalization index designed to measure equity market performance of emerging m
Markets ETF (ROAM) to the capitalization -
weighted MSCI Emerging
Markets Index, which is a free - float - adjusted market - capitalization index designed to measure equity market performance of emerging m
Markets Index, which is a free - float - adjusted market - capitalization index designed to measure equity market performance of emerging mar
Index, which is a free - float - adjusted
market - capitalization
index designed to measure equity market performance of emerging mar
index designed to measure
equity market performance of emerging
marketsmarkets.
The MSCI World Consumer Discretionary & Consumer Staples
Index is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets in the consumer discretionary & consumer staples se
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance of developed markets in the consumer discretionary & consumer staples se
index that is designed to measure the
equity market performance of developed
markets in the consumer discretionary & consumer staples sector.
MSCI World
Index is a free float - adjusted market capitalization weighted index that is designed to measure the equity market performance of 23 developed mar
Index is a free float - adjusted
market capitalization
weighted index that is designed to measure the equity market performance of 23 developed mar
index that is designed to measure the
equity market performance of 23 developed
markets.
US
Equities: S&P 500
Index is a market capitalization - weighted price index composed of 500 widely held common st
Index is a
market capitalization -
weighted price
index composed of 500 widely held common st
index composed of 500 widely held common stocks.
Designed to provide
equity exposure to global small cap
markets with potentially less volatility over a complete
market cycle than traditional capitalization -
weighted indices
US REITs are represented by the MSCI US REIT
Index, which is a free - float
market - cap - weighted benchmark comprised of equity REIT securities that belong to the MSCI US Investable Market 2500
market - cap -
weighted benchmark comprised of
equity REIT securities that belong to the MSCI US Investable
Market 2500
Market 2500
Index.
MSCI Europe
Index is a free - float adjusted market - capitalization - weighted index designed to measure the equity market performance of the developed markets in Europe: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kin
Index is a free - float adjusted
market - capitalization -
weighted index designed to measure the equity market performance of the developed markets in Europe: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kin
index designed to measure the
equity market performance of the developed
markets in Europe: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom.
They contain most of the same stocks found in the traditional
equity market indexes, but the
weights of the stocks in these new
indexes differ materially from their
weights in capitalization -
weighted indexes.
Yuliya Plyakha, Raman Uppal and Grigory Vilkov examine the performance of equal -, value -, and price -
weighted portfolios of stocks in the major U.S.
equity indices over the last four decades (note that here «value»
weight is used in the academic sense, meaning «
market capitalization
weight»).