数据:哪些ETF跟踪富时罗素指数系列

数据:哪些ETF跟踪富时罗素指数系列
2019年09月11日 17:00 新浪财经

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  新浪财经InvestGlobal收录了在美国、英国、香港、沪深等地证券交易所挂牌交易的ETF行情信息,其中,跟踪富时罗素(FTSE Russell)指数系列的ETF有389只。点此查看分类详情

  “市场基准|Benchmark”栏目提供了上述ETF所跟踪的富时罗素旗下指数线索。投资者可通过“ETF筛选器”筛查美国市场交易所交易产品的具体信息。

  以下为栏目涉及到的富时罗素指数系列的官方介绍(注:所有信息均综合自富时罗素官网,信息收集时间截至2019年9月10日):

  ■FTSE Global Equity Index Series (GEIS)

  富时全球股票指数系列(GEIS)

  FTSE GEIS provides a robust global equity index framework with the versatility to tailor to your investment view. The series includes over 16,000 large, mid, small, and micro cap securities across 49 developed and emerging markets globally, with a wide range of modular indexes available to target specific markets and market segments.

  FTSE Russell offers a consistent and flexible capping methodology to help investors meet concentration and diversification requirements.

图片来源:富时罗素官网图片来源:富时罗素官网

  富时全球和地区股票指数是基于规则编制的综合指数,用以衡量全球和各地区股市的表现,为投资者提供一套完整的投资组合管理和基准工具。富时全球指数系列包含49个国家的16,000多支股票,为投资者带来广泛的股票覆盖率。全球指数系列还可细分为不同资产类别、地域、市值规模和行业的指数。富时全球股票指数系列是富时全球、地区、国家和行业指数系列的基础。

  该指数系列细分为发达、先进新兴、次级新兴部分,为投资者提供自行开发可投资资产组合的机会。该系列的模块化特性能为建构投资组合提供多种选择,而指数的计算可包括地区、国家和行业层面。之后,投资者可以按照市值规模挑选指数,包括涵盖层面最广的富时全球全市场指数(大盘股/中盘股/小盘股)、富时环球指数(大盘股/中盘股)或市值指数(大盘股、中盘股或小盘股)。

  该指数系列的模块化性质,使中国投资者在建构投资组合时拥有不同的选择。在合格境内机构投资者计划核淮的发达和新兴市场,富时提供了涵盖全球、各地区、各国家和行业的指数。

  ■FTSE UK Index Series

  富时英国指数系列

  The FTSE UK Index Series is designed to represent the performance of UK companies, providing market participants with a comprehensive and complementary set of indexes that measure the performance of all capital and industry segments of the UK equity market.

  富时英国指数系列是专为代表英国公司表现而设计,为投资者提供全面和互补的指数,以度量英国股市所有市值规模和产业的表现。

  旗舰指数富时100指数代表100家最大的英国注册的蓝筹公司的表现,约占英国市场总市值的84.35%。该指数被广泛采纳为衍生工具和ETF等投资产品的基准,多家ETF供应商采用此指数作为其英国主题ETF的基准,其中一支ETF的资产值为欧洲十大ETF之一。

  ■FTSE China Indexes

  富时中国指数

  Designed to represent the breadth and depth of China’s evolving equity market landscape, the FTSE China Indexes include a range of benchmarks designed to support both domestic and international investors looking to access this unique opportunity set. Covering every Chinese share class, broad market benchmarks as well as indexes designed to be used as the basis for index-linked products are included in the series.

  富时中国指数旨在代表中国不断发展的股票市场格局的广度和深度,其中包括一系列旨在支持寻求获取这一独特机会的国内和国际投资者的基准。涵盖所有中国股票类别,广泛的市场基准以及旨在用作指数关联产品基础的指数都包含在本系列中。

  指数系列涵盖不同的股票类别(包括A股、B股、H股、红筹股、P股、N股、S股和香港股票)、市值规模、行业和主题,帮助投资者剖析和度量市场表现,借此投资中国市场。

  这些指数主要作为业绩表现基准,也可用作衍生工具和其它指数挂钩产品的基础,指数被北美、欧洲和亚洲投资者广泛采用。

  ■Russell US Indexes

  罗素美国指数

  The Russell US Indexes, from mega cap to micro cap, serve as leading benchmarks for institutional investors. The modular index construction allows investors to track current and historical market performance by specific market segment (large/mid/small/micro cap) or investment style (growth/value/defensive/dynamic). All sub-indexes roll up to the Russell 3000® Index. The Russell US Indexes can be used as performance benchmarks, or as the basis for index-linked products including index tracking funds, derivatives, and Exchange Traded Funds (ETFs).

  罗素美国指数是为机构投资者提供的领先的美国股票基准。该美国指数的广泛范围允许投资者根据具体规模、投资风格和其他市场特点跟踪当前以及历史的市场表现。

  罗素美国指数系列是罗素3000®指数的子集,其中包括著名的大型股指数罗素1000®和小盘股指数罗素2000®。

  ■Russell US Style Indexes

  罗素美国风格投资指数

  Russell created the industry‘s first style indexes to provide investors with accurate benchmarks for measuring the growth and value equity market segments. With over $3.5 trillion in assets and approximately 98% of institutional style-oriented products benchmarked to the Russell style indexes, this ground-breaking innovation has now become the industry standard and has paved the way for the creation of more style- specific benchmarks.

  Russell style indexes are built using three highly representative growth and value characteristics. Our style indexes use one value characteristic, book-to-price ratio (B/P) and two growth characteristics, medium-term forecast earnings growth rate based on I/B/E/S two-year forecasts and sales-per-share growth rate based on five-year historical sales.

  ■FTSE BRIC 50 Index

  富时金砖50指数

  The FTSE BRIC 50 Index represents the performance of the 50 biggest companies, ranked by full market capitalisation, that trade as either depositary receipts (for Brazilian, Indian or Russian companies), or H Shares, Red Chips, P Chips, S Chips and N Shares (for Chinese companies).

  The index is a tool suitable for use in the creation of ETFs, structured products or index-tracking funds.

  富时金砖50指数的成分股是反映巴西、印度或俄罗斯公司的存托凭证,和中国公司H股和红筹股中总市值最高50家公司表现的指数。该指数是以富时环球指数为基础,采用自由流通量调整和流动性筛选等计算方法,并根据一系列清晰和透明的指数规则来管理。该指数提供了一个高度流通的反映金砖四国的股票篮子,易于进行买卖,并能反映相关证券经自由流通量调整后的市值。

  存托凭证是一种可转让的金融票据,由一个国家的银行发行,代表在其它国家交易所上市的公司之特定股票数目。存托凭证通过提供充裕的价格信息、较低的交易成本和适时派发股息,方便个人投资者投资于外国公司。美国存托凭证是以美元计价和报价,欧洲存托凭证则以欧元计价和报价。

  该指数广泛应用于衍生工具和ETF,也是在多个欧洲交易所上市的ETF所采用的基准指数。

  ■FTSE Italia Index Series

  富时意大利指数系列

  The FTSE Italia Series provides investors with a comprehensive and complementary set of market-cap weighted indexes measuring the performance of Italian companies listed on the MTA and MIV markets of Borsa Italia. The indexes are designed for use as performance benchmarks and are suitable for the creation of structured products, index-tracking funds, exchange-traded funds and derivatives.

  ■FTSE EPRA Nareit Global Real Estate Index Series

  富时EPRA Nareit全球房地产指数系列

  The FTSE EPRA Nareit Global Real Estate Index Series is designed to represent general trends in eligible real estate equities worldwide.

  Relevant activities are defined as the ownership, trading and development of income-producing real estate. The index series now covers Global, Developed and Emerging indices, as well the UK‘s AIM market.

  In addition, the FTSE EPRA Nareit Green Indexes provide a sustainability-focused extension to the FTSE EPRA Nareit Global Real Estate Index Series. These indexes allow investors to identify real estate companies with strong sustainability performance.

  商业房地产已被广泛视为四大主要资产类别(股票、债券、房地产和现金)之一。在纵横全球市场的机构投资者组合中,房地产投资一直是重要部分。富时EPRA/NAREIT全球房地产指数系列专为反映全球合资格房地产股票的一般走势而设,并成为投资者比较房地产投资表现的基准。相关的房地产活动定义为拥有、出售和发展可产生收入的房地产。

  富时与美国和欧洲领先的房地产组织——全美房地产投资信托协会 (NAREIT) 和欧洲公共房地产协会 (EPRA)合作,通过它们深入了解全球上市房地产,并获得相关的专业知识。合作创建的富时EPRA/NAREIT全球房地产指数系列被公认为全球上市房地产投资的基准,为投资者提供涵盖发达和新兴市场、房地产投资信托、非房地产投资信托和不同的房地产行业与投资焦点的等房地产投资类别的指数。富时EPRA/NAREIT全球房地产指数系列拥有的广度和深度为建构房地产投资基金提供最理想的解决方案。

  富时EPRA/NAREIT全球房地产指数系列涵盖按发达和新兴市场来划分的全球、各地区和各国家市场,通过帮助投资者剖析不同市场,为全球上市房地产投资信托股票和上市物业公司提供最纯正和最多元化的代表。

  富时EPRA/NAREIT发达市场投资焦点指数(FTSE EPRA/NAREIT Developed Investment Focus Indices)是富时ERPA/NAREIT发达市场指数的分类指数,把现有的成分股细分为租金和非租金指数。这些指数可被进一步细分为全球、地区和国家分类指数。如企业来自投资物业的租金收入高于或等于总收入的70%,便会被纳入租金指数,其它企业则被纳入非租金指数。这些创新的基准指数能帮助投资者更精细地评估全球房地产股票的表现特点。

  富时EPRA/NARIET发达行业指数系列是富时EPRA/NAREIT发达市场指数的分类指数,把现有的成分股细分为十个不同的地产行业:健康护理、自存仓、工业、办公室、住宅、零售、住宿/度假胜地、专门、多元化和工业/办公室混合。假如企业在个别行业的投资占总投资帐面资产的75%或以上,便会纳入相关的地产行业指数。多元化和专门行业指数则属例外,合资格的企业在其余八个行业的投资必须少于总投资帐面资产的75%。这些指数可进一步细分为全球、地区和国家分类指数。

  富时EPRA/NAREIT全球房地产指数系列被广泛采用为投资产品的基础,例如:衍生工具和ETF。大部份以房地产为主题的ETF都采用这些指数作为相关的基准。

  ■FTSE Global Choice Index Series

  富时ESG-全球精选指数系列

  The FTSE Global Choice Index Series is designed to help investors align their portfolios with their individual values by selecting companies based on the impact of their conduct and products on society and the environment.

  ■FTS Eurofirst Index Series

  富时泛欧绩优指数系列

  FTSEurofirst Index Series is a joint product of FTSE Russell and Euronext, a cross-border European exchange for equities, bonds, derivatives and commodities. The FTSEurofirst Index Series provides a range of liquid and transparent pan-European and Eurozone indexes, which track equity performance across the region as a whole, and across 18 industry sectors.

  富时与Euronext(一个集股票、债券、衍生工具和商品等交易品种、跨境一体的欧洲交易所)合作,提供全面的泛欧洲和欧元区可交易指数系列。相关指数追踪区域内各国或整体股市、19个产业的各自及整体表现,其中两大可交易指数被一系列ETF和指数基金采纳为跟踪标的指数。

  FTSEurofirst 80 指数的成分股包括富时欧元区指数中最高市值的60家公司,余下20支成分股则以市值规模和行业代表性作为挑选的准则。

  FTSEurofirst 100 指数的成分股包括富时发达欧洲指数中最高市值的60家公司,余下40支成分股则以市值规模和行业代表性作为挑选的准则。

  该两大旗舰指数分别被一些欧洲交易所上市ETF采纳作为跟踪标的指数。

  ■FTSE Value-Stocks Indexes

  富时价值股指数

  These value-based equity indexes combine FTSE’s globally recognised index expertise with Value Partners’ experience in disciplined value investing. The value-based methodology is designed by Value Partners Index Services Limited and the index is calculated and maintained by FTSE Russell.

  The FTSE Value-Stocks Indexes offer market participants an opportunity to access value stocks in the China, China A-Share, Japan, Korea and Taiwan markets through a transparent and rules-based approach. Constituents of the FTSE Value-Stocks Indexes must pass a proprietary value screening process which includes valuation, quality, and contrarian factors. The following factors are utilised to identify quality value stocks in the Hong Kong listed China, China A-Share, Japan, Korea and Taiwan markets:

  P/E ratio

  Dividend yield

  Return on equity

  Operating profit margin

  Net gearing

  A unique contrarian factor

  富时价值股份指数采用独特的价值投资策略,配合透明、规范的投资方法,为投资优质价值型中资股、日本股票、韩国股票及台湾股票提供了机会。指数结合了富时获全球公认的指数管理专长,以及惠理集团往绩卓越的严谨价值投资方法。其价值选股机制由惠理指数服务有限公司所编制,有关指数由富时集团计算及管理。

  富时价值股份指数的成份股必须经过独有的选股机制,包括估值、股票素质及逆向投资。估值低的公司本身不能直接转化为高吸引力的价值投资。指数独特的价值投资机制专门为价值投资者解决投资障碍,例如避免价值陷阱、注重股票质素及剔除大部份分析师普遍看好的股票,以避免滞后时机。

  指数可作为交易所场内和场外衍生产品、共同基金和ETF的基础。其中富时价值股份中国指数是一支在香港上市的ETF的基准指数。

  ■FTSE Infrastructure Index Series

  富时基础建设指数系列

  The FTSE Infrastructure Index Series uses a building block approach to give market participants greater choice and flexibility in the way they can benchmark, research and manage their exposure to listed global infrastructure.

  The series includes the FTSE Core Infrastructure Index, FTSE Core Infrastructure 50/50 Index, and the FTSE Infrastructure Opportunities Index. The FTSE Infrastructure Index Series uses a building block approach to give market participants greater choice and flexibility in the way they can benchmark, research and manage their exposure to listed global infrastructure.

  富时基础建设指数系列是由九个指数组成的一套完整互补,并涵盖六个由富时定义的基础建设行业的指数,以反映全球核心基础建设和与基础建设相关上市证券的表现。该指数系列采用模块化。指数建构方法,为投资者提供最佳选择和更大弹性,帮助他们跟踪、研究和管理其在全球基础建设的投资。富时在构建基础建设行业指数系列时会采用具体的收入分界线,使指数系列同时与机构和个人投资者相关。

  指数系列为投资者提供均衡的全球基础建设持仓部署,并同时降低过度集中投资于个别行业的风险。核心基础建设股(超过65%的收入来自基础建设的公司)和与基础建设相关股(超过20%的收入来源自基础建设的公司)都会被纳入指数,为投资者提供根据其投资目标和承险意愿进行投资配置的灵活性。

  六个基础设施分类行业分别为:

  电信核心基础建设

  能源核心基础建设

  运输核心基础建设

  与基础建设相关的运输服务

  与基础建设相关的通信服务

  与基础建设相关的材料和工程

  指数系列捕捉超过40个发达和新兴市场逾800支股票的表现,并在指数系列内采取模块化的方法,便于投资者调整基础建设持仓至特定行业和地域。

  ■FTSE Gold Mines Index Series

  富时金矿指数系列

  The FTSE Gold Mines Index Series is designed to reflect the performance of the worldwide market in the shares of companies whose principal activity is the mining of gold. The index series encompasses all gold mining companies that have a sustainable and attributable gold production of at least 300,000 ounces a year, and that derive 51% or more of their revenue from mined gold. The indexes in the series are:

  FTSE Gold Mines Index

  FTSE Gold Mines Americas Index

  FTSE Gold Mines Asia Pacific Index

  FTSE Gold Mines EMEA Index

  The indexes are suitable for benchmarking purposes and as tools in the creation of a wide variety of financial products, such as index-linked funds, exchange traded funds (ETFs) and derivatives contracts.

  ■FTSE Global Factor Index Series

  富时全球因子指数系列

  The FTSE Global Factor Index Series is a suite of benchmarks designed to represent the performance of specific factor characteristics, with six single factor indexes and additional combinations of factors comprising the index series. The six factors represent common factor characteristics for which there is a broad academic and practitioner consensus, supported by a body of empirical evidence across different geographies and time periods.

  Momentum

  Quality

  Size

  Value

  Volatility

  Yield

  The Indexes are based on the market cap weighted FTSE All-World, Russell U.S. and FTSE UK indexes. The FTSE Global Factor Index series uses a transparent methodology to achieve a controlled exposure to a target factor, whilst considering levels of diversification and capacity.

  富时全球因子指数系列是全新的基准系列,用以反映特定因子特性的绩效,当中包括以下独立的因子指数:

  非流通性因子

  动量因子

  剩余动量因子

  质量因子

  规模因子

  价值因子

  波幅因子

  股息因子

  以上指数以市值加权的富时发达市场指数和富时新兴市场指数为依据。富时环球因子指数系列采用常见的编制方法,以控制目标因子的暴露,同时顾及分散和投资额度水平。

  ■FTSE RAFI™ Index Series

  富时罗素Smart Beta-富时RAFI指数系列

  FTSE Russell partners with Research Affiliates® on the innovative FTSE RAFI™ Index Series. Index constituents are weighted using a composite of fundamental factors, including total cash dividends, free cash flow, total sales and book equity value. Prices and market values are not determinants of the index weights. Consequently the indexes are less prone to excessive concentration arising from market fads, which can result in over-exposure to individual companies, sectors or countries.

  富时与锐联合作创建富时RAFI指数系列。作为富时新一代非市值加权指数系列之一,该指数系列成分股的比重以四大基本面因素为基础,而并非采用市值加权。这些因素包括现金红利、自由现金流、销售总额和股本帐面价值。

  富时RAFI指数系列利用基本面而非股价来确定股票的权重,在审核指数权重时可受惠于股价的变动,因为股价升幅相对较高的成分股会被减持,而股价落后的成分股则会被增持。在市盈率急升至无法持久的水平时,以基本面计算权重将不会导致增持高市盈率的股票,因而可避免过度持有估值偏高的股票。

  富时RAFI指数是全球不少ETF的基准指数,这些ETF 在全球多个交易所上市,包括多伦多证券交易所、纽约证券交易所、纳斯达克证券交易所、美国证券交易所、瑞典证券交易所和香港证券交易所。

  ■Russell RAFI™ Index Series

  富时罗素Smart Beta-罗素RAFI指数系列

  The Russell RAFI™ Index Series is designed to capture the beta of a fundamental index strategy. Combining the transparency, objectivity and broad diversification that plan sponsors expect from Russell Indexes with the advantages of the Research Affiliates‘ Fundamental Index® Strategy. The Russell RAFI™ Index Series offers a cost-efficient index-based solution for investors seeking a complement to traditional passive strategies. Using publicly available data, the Russell RAFI™ Index Series methodology selects and weights securities using the average of three fundamental measures of company size including adjusted sales, retained operating cash flow and dividends plus buybacks.

  Also available is the Russell RAFI™ Select Real Estate Index Series. This is a sub-set of the Russell RAFI™ Global Index, and is designed to provide exposure to the real estate segment of the global equity market by selecting and weighting securities by fundamental measures of company size as opposed to market capitalization.

  ■FTSE Global Minimum Variance Index Series

  富时罗素Smart Beta-富时全球最小方差指数系列

  The FTSE Global Minimum Variance Index Series aims to deliver reduced index volatility based on historical return information, thereby offering potential improvements to the risk reward trade-off, whilst maintaining full allocation to the relevant equity market.

  Reduced volatility is achieved by applying a transparent rules-based approach which minimises historical variance subject to additional constraints on the weight of individual stocks, industries and countries represented in the index.

  Key Features:

  Targets a more efficient investment portfolio through reduced volatility

  Diversified index outcomes

  Transparent approach with minimal constraints

  Expected returns play no role

  Academic evidence of a low volatility effect

  Based on the widely adopted FTSE All-World Index, the FTSE Global Minimum Variance Index Series provides investors with an alternative to cap weighted approaches, whilst maintaining full allocation to the relevant equity market. The global series follows on from the launch of the FTSE 100 Minimum Variance Index and includes a range of global, regional and country indexes. Please see the Index Series Rules for further information.

  ■FTSE Global Equity Shariah Index Series

  富时伊斯兰指数系列

  The FTSE Global Equity Shariah Index Series is based on the large and mid cap stocks in the FTSE Global Equity Index Series universe. Screening is undertaken by Shariah consultants, Yasaar Limited, against a set of guiding principles. The series has been fully certified as Shariah-compliant through the issue of a Fatwa (Islamic legal opinion) by Yasaar‘s principals.

  ■FTSE/JSE Africa Index Series

  富时/JSE非洲指数系列

  The FTSE/JSE Africa Index Series is designed to represent the performance of South African companies, providing market participants with a comprehensive and complementary set of indices, which measure the performance of the major capital and industry segments of the South African market. The series allows market participants to track by market capitalisation, sector and alternative weighting methodologies such as Equal Weighting. A range of shareholder weighted and capped indices are also available.

  The FTSE/JSE Responsible Investment Index Series represents the performance of South African companies meeting defined ESG (environmental social and governance) performance thresholds. All companies in the FTSE All World Index that are also included in the FTSE/JSE Shareholder Weighted All Share are eligible for potential inclusion in these indexes subject to the ESG criteria based on the FTSE ESG Model. FTSE Russell is advised on the ESG methodology and its application by the independent FTSE Russell ESG Advisory Committee.

  富时与约翰内斯堡股票交易所合作,提供一系列衡量南非市场主要资本和产业表现的指数,让投资者根据市值规模、行业和投资策略(例如等权重加权)来追踪股票表现。此外,亦提供一系列非市值加权和权重上限指数。

  富时/JSE 非洲40指数是旗舰指数,成分股为富时/JSE全股指数中总市值最高的40家公司。富时/JSE全股指数被当地和国际投资者视为衡量南非股市的主要指标,被全球采纳作为南非主题ETF的跟踪标的指数。

  ■FTSE Vietnam Index Series

  富时越南指数系列

  The FTSE Vietnam Index Series represents the performance of Vietnamese companies trading on the Ho Chi Minh Stock Exchange. The family includes:

  FTSE Vietnam All-Share Index - this is a broad market benchmark covering the top 90% of the eligible universe by full market capitalisation (before the application of investability weightings).

  FTSE Vietnam Index - this index covers a subset of the FTSE Vietnam All-Share Index, which comprises companies that have sufficient foreign ownership availability and meet specified liquidity requirements.

  The indices are suitable for benchmarking purposes and for use as tools in the creation of index-tracking funds and derivatives.

  ■FTSE Actuaries UK Gilts Index Series

  富时精算英国金边债券指数系列

  The FTSE Actuaries UK Gilts Index Series is a broad-based family of indexes and related bonds data (e.g. duration) based on all eligible British Government Securities. The indexes are divided into conventional gilts and index linked gilt indexes. There is a headline index for each sub-division.

  ■FTSE MTS Indexes

  富时MTS指数

  The Euro Government bond benchmark - tradable, real-time and independent indexes

  FTSE MTS indexes are a set of benchmarks for the European sovereign bond market. Independent total return indexes measure the performance of the largest and most widely-traded securities in the euro bond market. The data underlying FTSE MTS Indexes is drawn from real-time tradable prices on MTS, the first and leading electronic marketplace for cash bond trading across Europe with over over 500 unique counterparties and average daily turnover exceeding EUR 85 billion.

  The Euro government bond indexes serve as the reference for numerous financial instruments such as exchange traded funds (ETFs), structured products, bond funds and index certificates.

  Origin and History

  In January 2003 EuroMTS Ltd acquired the intellectual property rights to the well established CNO Etrix indexes. The CNO indexes were developed by the Comité de Normalisation Obligataire (French Bond Association) in 1989 to include French Sovereign debt and were subsequently evolved to include Eurozone government bonds from 1 January 1999.

  The design of the EuroMTS Government indexes and the selection criteria are unchanged from the original CNO Etrix specification however they have been calculated using real time MTS Markets prices since May 2003.

  EuroMTS‘ euro government bond index range has since been expanded to include other bond asset classes traded on MTS Markets according to the same principles of tradability and transparency originating from the real time EuroMTS Governments indexes.

  ■FTSE Renaissance Global IPO Index Series

  富时Renaissance全球IPO指数系列

  The FTSE Renaissance Global IPO Index Series is designed to track the activity and performance of the global IPO market, and to add structure and transparency to these equities, providing market participants controlled access to the attributes of IPOs.

  The indexes incorporate a rolling two-year population of IPOs and employ a float-adjusted market capitalization weighting scheme to account for only those shares that are publicly available for trading. The indexes are available for license to institutional investors and ETF sponsors and can be used as tools in the creation of structured products.

  The FTSE Renaissance IPO Index Series covers Global, Developed and Emerging markets as well as the Americas, EMEA and Asia-Pacific regions.

  富时与研究和投资全球首次公开发行股份的公司Renaissance Capital LLC合作,创建富时Renaissance全球IPO指数系列。该指数系列追踪在全球53个国家与地区上市的新股表现,涵盖欧、非、中东、亚洲和美洲发达与新兴市场。

  该指数系列专为追踪全球新股市场的表现而设计,为相关股票引进指数结构和透明度,让投资者在可控的情况下获得新股的独特贡献和早期回报。

  该指数系列涵盖过去两年内公开发行的新股企业,并采用经自由流通量调整的市值加权计算方法,只计算自由流通部分的股票。合资格的新股企业会在首个交易日收市后被纳入指数,并约于两年后(当它们发展成熟时)剔除。

  该指数系列参考一系列横跨发达与新兴市场和各大地区的标准指数,使得投资者能够在这个创新的投资领域选择持仓规模。若投资者希望选择更加独特和定制的投资方法,可通过这些指数的实时、税后和权重上限的设置来实现。

  (线索Clues/李涛)

  编辑推荐:

  富时罗素:ETF赋能的关键——“可投资”指数

  美股ETF筛选器:低成本指数基金一网打尽

  先锋领航:近三年新进ETF投资者四成是“发烧友”

  海外投资应了解的“外汇对冲”

  达利欧:多数投资者容易犯下的最大错误

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