Index Development

The development of indices is one of our key areas of expertise. While new indices can be set up based on a client's existing concept, they're often the result of a client coming to us with a rough idea, or are based on a concept jointly developed with our client – a highly flexible approach.

Asset Classes

We offer a wide range of indices covering virtually everything that can be done with equities and fixed income over different asset classes including derivatives, commodities, currencies, interest rates, alternatives, and multi-asset indices.

Strategies

Indices can be designed to offer exposure to a particular thematic field, meet certain environmental, social and governance (ESG) criteria, or employ various factors in order to outperform. Strategies can also be either delta-one or non-delta-one, considering, for example, currency-hedged indices, long/short indices, volatility target/cap indices, leveraged indices, delta-hedged indices, as well as optimization indices.

Countries and Sectors

You can choose to include or exclude specific countries and sectors in order to create the exact exposure you’re looking for. We provide extensive coverage of developed, emerging, and frontier markets that can be incorporated into the index calculation.

Weighting

Indices are typically weighted based on market capitalization or equally weighted. In addition, we can apply any potential customized weighting scheme. Examples include weighting based on yield, volatility, or sustainability score.

Return Type

Our indices can be calculated as price and (net) total return versions.

Cash Treatment

Dividends can be reinvested into the paying stock or across all stocks in the basket; coupon payments can be reinvested proportionally into the index directly upon receipt or collected in a cash component and reinvested at the next rebalancing – it’s up to you. Additionally, Solactive can calculate indices taking synthetic dividends into account.

Rebalancing Frequency

Thanks to our flexible IT systems, we’re able to tailor the rebalancing frequency of our indices to your needs. This includes annual, semi-annual, and quarterly rebalancing – depending on the index type, even daily adjustments are technically feasible.

Tradability

In order to ensure sustainable tradability of the product, we can integrate suitable short- and long-term liquidity criteria as part of the index construction.