Index Primary Methodology Type
Index Primary Methodology Type is an integer code describing the index type. The following types are currently used:
Code | Name | Description |
|---|---|---|
0 |
Fractile Index | A market segment index where breakpoints based on some rule and/or statistic are used to divide eligible issues into portfolios at different intervals. The breakpoint function is continuous so that all eligible issues are in exactly one portfolio during each period. |
1 | Selected Index | Universe is supplied from an outside source, with given issues or companies and the data ranges for each. |
3 | Market Index | Portfolio of all eligible issues is reevaluated each period based on constant universe restrictions. |
4 | Other | Not Applicable. |
| Primary Concepts | Index Header |
|---|---|
| Data Type | integer number |
| Unit of Item | Code |
| Daily | 1925 |
|---|---|
| Monthly | 1925 |
| Database Formats | CRSPAccess |
|---|---|
| Product Types | IND |
| ts_print Daily Usage | n/a |
| ts_print Monthly Usage | n/a |
| ind_print Option(s) | /hr |
| Object | indhdr_row |
|---|---|
| Array | indhdr |
| Element | method.primtype |
| Type or Subtype | indhdr |
|---|---|
| Member and/or Array | method |
| Element | primtype |