FTSE Fair Value Index Series

Designed to reflect fair value updates to index constituents in markets that have closed prior to index calculation at 4pm EST US equity market close.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Fair Value Index Series is designed to reflect price changes in index constituents in markets that have closed prior to the US equity market close at 16:00 EST. The indices employ a price estimate for these index constituents that would likely prevail in a liquid market.

Fair value prices are determined using market information available at the time of each constituent’s evaluation, including the issue’s local closing price, relevant general and sector indices, currency fluctuations, depositary receipts and futures, as applicable. IDC Fair Value Prices and WM/Reuters 16:00 EST rates are used for the index calculation.

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Key resources

Methodology

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Index announcements

Stay up-to-date and read the latest index change notices and announcements.

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Research and Insights

Article

Overlook style regimes at your peril

Discover the secrets of style regimes in investing, from their duration to their profound impact on market dynamics. Learn how to leverage style transitions for investment success.
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14 min

Article

Emerging markets – a changed asset class?

We explore the evolving landscape of emerging markets (EMs), from compressed sovereign spreads to shifting growth models, and discover new investment opportunities.
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12 min

Article

US Preference shares – forgotten asset class or a hidden jewel?

The secrets of style regimes in investing, from their duration to their profound impact on market dynamics. Learn how to leverage style transitions for investment success.
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11 min

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