2.2 Thematic Indices

Ticker

Data Item

File Header

T01414

Index Price

Date,IndexTicker,Value

T01446

Ev To Sales

Date,IndexTicker,Value

T01833

Price To Earnings

Date,IndexTicker,Value

T02798

MoM Total Returns

Date,IndexTicker,Value

T02799

Cumulative Total Returns

Date,IndexTicker,12m,1m,24m,3m,6m,Ytd

T02800

Annualised Total Returns

Date,IndexTicker,10y,3y,5y

T02801

Volatility

Date,IndexTicker,10y,3y,5y

T02802

Sharpe Ratio

Date,IndexTicker,10y,3y,5y

T02803

VaR 97.5%

Date,IndexTicker,10y,3y,5y

T02804

VaR 99.5%

Date,IndexTicker,10y,3y,5y

T02805

Max Drawdown

Date,IndexTicker,10y,3y,5y

T02808

Market Capitalisation

Date,IndexTicker,Value

T02813

Region Allocation

Date,IndexTicker,Africa,Americas,Asia,Europe,Oceania

T02814

Country Allocation

Date,IndexTicker,<ISO3 list>

T02836

Expected Returns Timeseries

Date,IndexTicker,Value,P25,Median,P75,CompanyCount

T02844

Price/Sales Timeseries

Date,IndexTicker,Value

T02899

EBITDA Margin

Date,IndexTicker,Value

T02900

Revenue Model Allocation

Date,IndexTicker,RM01,RM02,RM03,RM04

T02901

Lifecycle Phase Allocation

Date,IndexTicker,LP01,LP02,LP03

T02902

Customer Model Allocation

Date,IndexTicker,CM01,CM02

T02903

Value Chain Allocation

Date,IndexTicker,VC01,VC02,VC03

T02904

Activity Class Allocation

Date,IndexTicker,AC01..AC12

T02905

Activity Subclass Allocation

Date,IndexTicker,AC01001..AC12003

T02906

Region Contribution

Date,IndexTicker,Africa,Americas,Asia,Europe,Oceania

T02907

Country Contribution

Date,IndexTicker,<ISO3 list>

T02908

Revenue Model Contribution

Date,IndexTicker,RM01..RM04

T02909

Lifecycle Phase Contribution

Date,IndexTicker,LP01,LP02,LP03

T02910

Customer Model Contribution

Date,IndexTicker,CM01,CM02

T02911

Value Chain Contribution

Date,IndexTicker,VC01,VC02,VC03

T02912

Activity Class Contribution

Date,IndexTicker,AC01..AC12

T02913

Activity Subclass Contribution

Date,IndexTicker,AC01001..AC12003

T02914

Cash Returns

Date,IndexTicker,Value

T02915

Price Returns

Date,IndexTicker,Value

T02928

Excess Returns

Date,IndexTicker,Value

T02930

Turnover Ratio

Date,IndexTicker,Value

T02931

Index Constituents

Date,IndexTicker,CompanyCode,Name,CountryCode,ActivityClass,SubActivityClass,LifeCyclePhase,CustomerModel,RevenueModel,ValueChainType

T02939

EV-to-EBITDA

Date,IndexTicker,Value,P25,Median,P75,CompanyCount

T02961

Currency Allocation

Date,IndexTicker,<Currency Codes>