Documentation

This section includes methodologies of each index as well as further detailed information.

Type Last update Download Size
Index Methodology Guide 24 Apr 2018 421 KB
Factor Indices Methodology Guide 12 Feb 2018 3 MB
Index Symbols 02 Feb 2018 56 KB
Trading Calendar 2018 23 Jan 2018 150 KB
Periodic Index Reviews 28 Jun 2017 83 KB

Corporate Actions

The Corporate Actions LIMEYARD Indices are available in CSV format and, upon request, can also be distributed as an RSS feed. Registration is required for obtaining Corporate Actions.

Type Last update Download Size
Announced Corporate Actions 28 Jun 2017 58 KB

Selection Lists

The selection lists contain potential replacements in case of component deletions outside of the review rebalancing.

Type Last update Download Size
LIMEYARD USA Index 11 May 2018 5 KB
LIMEYARD Europe Index 11 May 2018 4 KB

LIMEYARD Data & Index Reviews

LIMEYARD provides index composition data in a standardized CSV format for each index. Closing data files contain the composition and index market closing values. Opening data files contain the composition and index-adjusted market closing values due to the corporate actions to be effective the next trading day. Please note that these files are updated daily.

LIMEYARD provides the latest periodic index reviews results. They are published quarterly after the close of European trading on the respective announcement dates.

Index Name Frequency Published on Effective Date Review History Components
LIMEYARD USA Index Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Europe Index Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Europe TMI Index Quarterly 16 Mar 2018 18 Mar 2018 download link link
LIMEYARD USA TMI Index Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Market Benchmark (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Blue Chip Index (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Low Risk Factor 30 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Low Risk Factor 60 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Momentum Factor 30 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Momentum Factor 60 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Quality Factor 30 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Quality Factor 60 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Value Factor 30 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Swiss Value Factor 60 (PR) Quarterly 16 Mar 2018 19 Mar 2018 download link link
LIMEYARD Absolute Alpha Switzerland (GTR) Semiannual 15 Dec 2017 18 Dec 2017 download link link