All of the indices' analytics are constructed using total returns methodology, taking into account price changes and income generated by the asset, giving a more accurate representation of an investor’s actual gains or losses.
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1.6.1 Historical volatility -
1.6.2 Cross-sectional (model) volatility -
1.6.3 Excess returns -
1.6.4 Sharpe ratio -
1.6.5 Index Value at Risk (VaR) -
1.6.6 Index duration -
1.6.7 Index yield to maturity -
1.6.8 Price return -
1.6.9 Cash return -
1.6.10 Free cash flow yield -
1.6.11 Maximum drawdown -
1.6.12 Risk premium contribution -
1.6.13 Weighted-average yield curve -
1.6.14 Price-to-sales -
1.6.15 Effective number of TICCS® -
1.6.16 TICCS® contributions -
1.6.17 Price and cash returns contribution -
1.6.18 Factor returns