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2.1 Market Indices

Data Item

File Name

File Header

Unit

Index Constituents

<INDEX_ID>_index_constituents_<YYYY-MM-DD>.csv

CompanyCode,CompanyName,CountryName,IndustrialSubclass,IndustrialClass,IndustrialSuperclass (Equity)

NumberOfInstruments,CompanyCode,CompanyName,CountryName,IndustrialSubclass,IndustrialClass,IndustrialSuperclass (Debt)

Index Level (Value)

<INDEX_ID>_index_value_ts_<YYYY-MM-DD>.csv

Date,IndexValue

QoQ/MoM Total Returns

<INDEX_ID>_total_return_ts_<YYYY-MM-DD>.csv

Date,TotalReturn

%

Performance and Volatility

<INDEX_ID>_performance_period_<YYYY-MM-DD>.csv

OneMonthCumulativeReturn,ThreeMonthCumulativeReturn,SixMonthCumulativeReturn,YTDCumulativeReturn,TwelveMonthCumulativeReturn,TwentyFourMonthCumulativeReturn,ThreeYearCumulativeReturn,FiveYearCumulativeReturn,ThreeYearAnnualizedReturn,FiveYearAnnualizedReturn,TenYearAnnualizedReturn,ThreeYearAnnualizedVol,FiveYearAnnualizedVol,TenYearAnnualizedVol,ThreeYearVar975,ThreeYearVar995,ThreeYearSR,ThreeYearMaxDD,FiveYearVar975,FiveYearVar995,FiveYearSR,FiveYearMaxDD,TenYearVar975,TenYearVar995,TenYearSR,TenYearMaxDD

Risk Return

YoY Total Return

<INDEX_ID>_yoy_total_return_ts_<YYYY-MM-DD>.csv

Date,YoYWeightedAverageTotalReturn

%

YoY Capital Return / YoY Income Return

<INDEX_ID>_yoy_cash_price_return_contribution_ts_<YYYY-MM-DD>.csv

Date,PriceReturnContribution,CashReturnContribution

%

Concentration and Turnover

<INDEX_ID>_enc_<YYYY-MM-DD>.csv

Date,EffectiveNumberOfConstituents

<INDEX_ID>_effective_number_of_ticcs_<YYYY-MM-DD>.csv

EffectiveNumberBusinessModel,EffectiveNumberIndustrialclass,EffectiveNumberIndustrialSuperclass,EffectiveNumberCountry,EffectiveNumberRegion,EffectiveNumberCorp

<INDEX_ID>_turnover_rate_<YYYY-MM-DD>.csv

TurnoverRate

%

Market Capitalisation

<INDEX_ID>_marketcap_<YYYY-MM-DD>.csv

Date,MarketCap

Industrial Superclass (Latest)

<INDEX_ID>_sector_group_pie_<YYYY-MM-DD>.csv

SectorGroupName,Share

%

Industrial Class (Latest)

<INDEX_ID>_sector_pie_<YYYY-MM-DD>.csv

SectorName,Share

%

Region (Latest)

<INDEX_ID>_region_pie_<YYYY-MM-DD>.csv

Region,Share

%

Country (Latest)

<INDEX_ID>_country_pie_<YYYY-MM-DD>.csv

CountryName,Share

%

Business Model (Latest)

<INDEX_ID>_bm_pie_<YYYY-MM-DD>.csv

BMCode,Share

%

Corporate Structure (Latest)

<INDEX_ID>_corp_pie_<YYYY-MM-DD>.csv

Corp,Share

%

Currency (Latest)

<INDEX_ID>_ccy_pie_<YYYY-MM-DD>.csv

CurrencyName,Share

%

Industrial Superclass (Historical)

<INDEX_ID>_sector_group_breakdown_ts_<YYYY-MM-DD>.csv

Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport

%

Industrial Class (Historical)

<INDEX_ID>_sector_breakdown_ts_<YYYY-MM-DD>.csv

Date,Airport Companies,Car Park Companies,"Convention, Entertainment, and Recreational Facilities",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water and Sewerage Companies,Water Supply and Treatment,Wind Power Generation

%

Region (Historical)

<INDEX_ID>_region_breakdown_ts_<YYYY-MM-DD>.csv

Date,Americas,Asia,Europe,Oceania

%

Country (Historical)

<INDEX_ID>_country_breakdown_ts_<YYYY-MM-DD>.csv

Date,Australia,Austria,Brazil,Canada,Chile,Finland,France,Germany,Ireland,Italy,Malaysia,Netherlands,New Zealand,Norway,Philippines,Poland,Portugal,Singapore,Slovakia,Spain,Sweden,United kingdom,United States

%

Business Model (Historical)

<INDEX_ID>_business_model_breakdown_ts_<YYYY-MM-DD>.csv

Date,Contracted,Merchant,Regulated

%

Corporate Structure (Historical)

<INDEX_ID>_corporate_breakdown_ts_<YYYY-MM-DD>.csv

Date,Corporate,Project Company

%

Industry Superclass Contribution

<INDEX_ID>_yoy_performance_contribution_sector_group_ts_<YYYY-MM-DD>.csv

Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport

%

Industry Class Contribution

<INDEX_ID>_yoy_performance_contribution_sector_ts_<YYYY-MM-DD>.csv

Date,Airport Companies,Car Park Companies,"Convention, Entertainment, and Recreational Facilities",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water Supply and Treatment,Water and Sewerage Companies,Wind Power Generation

%

Business Model Contribution

<INDEX_ID>_yoy_performance_contribution_business_model_ts_<YYYY-MM-DD>.csv

Date,Contracted,Merchant,Regulated

%

Corporate Structure Contribution

<INDEX_ID>_yoy_performance_contribution_corporate_governance_ts_<YYYY-MM-DD>.csv

Date,Corporates,Projects

%

QoQ Industry Superclass Contribution (Latest)

<INDEX_ID>_qoq_performance_contribution_sector_group_<YYYY-MM-DD>.csv

Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport

%

QoQ Industry Contribution (Latest)

<INDEX_ID>_qoq_performance_contribution_sector_<YYYY-MM-DD>.csv

Date,Airport Companies,Car Park Companies,""Convention, Entertainment, and Recreational Facilities"",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water Supply and Treatment,Water and Sewerage Companies,Wind Power Generation

%

QoQ Business Model Contribution (Latest)

<INDEX_ID>_qoq_performance_contribution_business_model_<YYYY-MM-DD>.csv

Date,Contracted,Merchant,Regulated

%

QoQ Corporate Structure Contribution (Latest)

<INDEX_ID>_qoq_performance_contribution_corporate_governance_<YYYY-MM-DD>.csv

Date,Corporates,Projects

%

Risk Premia (Equity)

<INDEX_ID>_risk_premia_<YYYY-MM-DD>.csv

Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile

%

Expected Returns (forward-looking IRR) (Equity)

<INDEX_ID>_expected_returns_<YYYY-MM-DD>.csv

Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile

%

Duration (discount rate sensitivity)

<INDEX_ID>_duration_<YYYY-MM-DD>.csv

Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile

year

Credit Spread (Debt)

<INDEX_ID>_credit_spread_<YYYY-MM-DD>.csv

Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile

%

Yield to Maturity (Debt)

<INDEX_ID>_yield_to_maturity_<YYYY-MM-DD>.csv

Date,Mean,2.5 Percentile,25 Percentile,50 Percentile,75 Percentile,97.5 Percentile

%

Extreme Climate Value Metrics

<INDEX_ID>extreme_climate_values<YYYY-MM-DD>.csv

Date,Source,Scenario,WeightedMean,Count

Financed Emission - NAV

<INDEX_ID>financed_emission_nav<YYYY-MM-DD>.csv

Date,Source,Scenario,WeightedMean,Count

tCO2/USD

Financed Emission - EVIC

<INDEX_ID>financed_emission_evic<YYYY-MM-DD>.csv

Date,Source,Scenario,WeightedMean,Count

tCO2/USD

Carbon Intensity - Revenue

<INDEX_ID>carbon_intensity_revenue<YYYY-MM-DD>.csv

Date,Source,Scenario,WeightedMean,Count

tCO2/USD

Carbon Intensity - Total Assets

<INDEX_ID>carbon_intensity_total_assets<YYYY-MM-DD>.csv

Date,Source,Scenario,WeightedMean,Count

tCO2/USD

EBITDA at Risk

<INDEX_ID>ebitda_at_risk<YYYY-MM-DD>.csv

Date,Source,Scenario,WeightedMean,Count

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