Calculation & administration

Get the entire range of your indexing needs met, from the precise calculation of your indexes to comprehensive administration. This includes overseeing, identifying, and executing corporate actions that may influence the index’s value or composition.

Index calculation

Our services address all your needs comprehensively, from back-testing to publication. Our daily calculation service includes the computation of multiple index variants and sub-indices as well as identifying, notifying, and executing corporate actions.

Back-testing

Our Index Factory contains decades of point-in-time global securities data that enables accurate testing of factor strategies and complete daily histories of constituents and corporate actions.

Data calculation

Our fully configurable engine allows for corporate action treatment custom to each use case.

Index publication

Direct data feeds to all major 3rd party data aggregators of daily index levels, index constituents, and corporate actions, including forward-looking data.

Calculation process

Index 
development

Insights-driven idea generation
Construction of methodology
Index governance
Back-testing
Weighting algorithms

Index 
maintenance

Rebalancing and reconstitutions
Ongoing governance, incl. index committee
Expert judgement/
decision making

Basket adjustments

Corporate actions handling

End-of-day calculation

Official end-of-day calculations.
Publication of Index Levels, Constituents, and Corporate Actions

Real-time calculation

Real-time calculation and dissemination of index levels

Rebalances

Accounts are rebalanced to keep indices aligned with their purpose and reflect the evolving market landscape. Leveraging the Index Factory's vast dataset allows the accurate adjustment of asset weights, ensuring the index remains relevant and reliable for investors.

Rules weightings

The index is administered by client, creating and maintaining rules and enacting governance, while VettaFi fully implements weighting rules.

Full administration

We own the index and handle administration and calculation. The client, meanwhile, maintains branding and IP associated with parts of the process. VettaFi indices can be leveraged as a starting universe.

Index administration

Outsourcing index administration provides numerous advantages. Handling the complex and labor-intensive responsibilities efficiently, we can align with the IOSCO Principles for Financial Benchmarks to avoid conflicts of interest, a choice made by many clients.

Accuracy

We ensure the accuracy of maintenance procedures by meticulously considering client inputs and rules. We conduct planned and ad-hoc reviews to keep the index's composition up-to-date and compliant.

Quality control and management

Our Index Operations team’s primary objective is safeguarding our clients against inaccuracies resulting from infrequent market events, data interruptions, or data quality degradation.

Methodology documents

We can customize our index methodologies to meet specific needs while ensuring transparency and compliance with user and regulatory expectations.

Speak to our index experts

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