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Dow Jones Equity Indices

 
Dow Jones develops, maintains and licenses market indexes for investment products. Among its more than 5,000 indexes are the world’s best known stock indicators, the Dow Jones Industrial Average and the leading pan-European indexes.

In EcoWin the following indices are available:
Dow Jones Global Indexes, Dow Jones U.S Style Indexes, Dow Jones Averages Indexes, Dow Jones Global Titans Indexes, Dow Jones Internet Indexes and Dow Jones REIT Indexes.

Scope and coverage
Number of series: 90,000+
Frequency: Daily
Data history: 12/31/1991
Update cycle: Daily

Information provided:

DOW JONES GLOBAL INDEXES
The Dow Jones Global Indexes database offers current and historical market capitalization weighted data for indices and their constituents. As a benchmark for market performance, this database covers a wide range of securities across many countries and regions.

Included in the Dow Jones Global Indexes are:
- World, Region and Country Indexes
- Size Indexes
- Style Indexes (available for USA and Canada)
- Economic Sector, Market Sector, Industry Group and Sub-Group Indexes

Country Indexes
For each of the following developed markets, DJGI indexes are constructed to cover 95% of market capitalization at the country level: Australia/New Zealand, Canada, Hong Kong, Japan, Singapore, United States

A single Europe Index covers an aggregate market of all Western European nations. The index represents 95% of the aggregate market. Indexes are maintained for the individual countries, but their coverage levels vary.
Countries included in the Europe Index: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Norway, Portugal, Spain, Sweden, Switzerland, Netherlands, United Kingdom

Similarly, a single Emerging Markets Index represents all markets defined as emerging, providing 95% coverage at the aggregate level. Indexes are also maintained for each of these markets at the country level, but their coverage levels vary.
Countries included in the Emerging Markets Index: Brazil, Chile, Indonesia, Malaysia, Mexico, Philippines, South Africa, South Korea, Taiwan, Thailand, Venezuela

Global and World Region Indexes
Detail on the major DJGI world and region indexes is provided below.

Latin America: Brazil, Chile, Mexico, Venezuela
Americas: Latin America, Canada, United States
EURO: Austria, Belgium, Finland, France, Germany, Ireland, Italy, The Netherlands, Portugal, Spain, Greece
Europe: EURO, Denmark, Greece, Norway, Sweden, Switzerland, United Kingdom
Nordic: Denmark, Finland, Norway, Sweden,
Asia/Pacific - South Asia: Indonesia, Malaysia, Philippines, Singapore, Taiwan, Thailand
Asia/Pacific: Asia/Pacific - South Asia, Australia/New Zealand, Hong Kong, Japan, South Korea
Asia/Pacific Developed: Australia/New Zealand, Hong Kong, Japan, Singapore
World Developed: Europe, Asia/Pacific Developed, Canada, United States
World Emerging: Latin America, Indonesia, Malaysia, Philippines, South Africa, South Korea, Taiwan, Thailand
World: Americas, Asia/Pacific, Europe, South Africa

Additional World and Region Indexes: Latin America - Ex Mexico; Europe - Ex U.K.; Asia/Pacific - Ex Japan; World Developed - Ex U.S.; World Developed - Ex North America; World - Ex U.S.; World - Ex Japan; World - Ex U.K.; World - Ex Europe; World - Ex Asia; and World - Ex Americas.

Size Indexes
Each country index (for developed markets excluding Europe) or aggregate index (for Europe or emerging markets) is constructed as the composite of large-cap, mid-cap and small-cap size indexes. The large-cap and mid-cap indexes respectively comprise the top 70% and next 20% of stocks ranked by market capitalization in the investable universe. The small-cap index represents the next 5% of stocks, which are selected based on a combination of market capitalization and annual turnover.

Style Indexes
The Dow Jones Style Indexes, built as subsets of the U.S. Index (also known as the Dow Jones U.S. Total Market Index), represent the growth and value market segments. Only stocks that exhibit a significant or sustained growth or value bias are included; stocks determined to be "neutral" are excluded. The style indexes are integrated with the size indexes to create growth and value indexes for each of the size segments (e.g. large-cap growth and mid-cap value).

Sector and Industry Group Indexes
The DJGI family includes indexes for each of the 10 economic sectors, 18 market sectors, 51 industry groups and 89 subgroups defined by the Dow Jones Global Classification Standard. These indexes provide broad representation--covering all large-caps and mid-caps and a significant portion of small-caps--at the world, region and country levels.


DOW JONES U.S. STYLE INDEXES
The Dow Jones Style Indexes were developed to serve as comprehensive, accurate reflections of the growth and value market segments. The indexes can be used as benchmarks for style-focused portfolios, and can serve as proxies for asset allocation purposes. Moreover, the indexes can underlie style-based funds, derivatives or other investable products. The indexes are also designed to provide broad coverage of their respective style segments and, therefore, to achieve performance levels that deviate little from those of their underlying market segments.


DOW JONES AVERAGES INDEXES
The Dow Jones Averages Indexes are unique in that they are price weighted rather than market capitalization weighted. Their component weightings are therefore affected only by changes in the stocks' prices, in contrast with other indexes' weightings that are affected by both price changes and changes in the number of shares outstanding. These indexes are only available for the U.S.


DOW JONES GLOBAL TITANS INDEXES
The DJGT was designed to underlie investable products, and serves as a tool for international investors seeking to invest in the biggest multinational stocks. The index provides exposure to companies headquartered in countries around the world, aiming to reduce risk through country diversification and by including only the largest and most-established blue-chip companies.


DOW JONES INTERNET INDEXES
Dow Jones Indexes created the Dow Jones Internet Indexes to bring an ordered perspective to the Internet stocks. Dow Jones has built the equity benchmark indexes of companies that generate the majority of their revenues from the Internet. These indexes are only available for the U.S.


DOW JONES REIT INDEXES
Dow Jones Indexes provides a comprehensive family of Real Estate Investment Trust (REIT) indexes to measure the most-watched segments of this unique and expanding sector of the securities market. All Dow Jones REIT Indexes are calculated real-time and disseminated every trading day, offering a real-time window to the REIT market. And because dividend income is such a vital part of REIT investing, a duplicate set of indexes adds dividend payouts to the price changes for a total return measure. The Dow Jones REIT Indexes include only those real estate investment trusts that are traded on the New York Stock Exchange, American Stock Exchange and Nasdaq. Although other REITs are available from over-the-counter dealers, they are excluded from the indexes because they are smaller and less-widely held, and because real-time pricing isn't available for them. These indexes are only available for the U.S.

 

 

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Dow Jones Indexes

 

 
 

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