Calculation & administration

We can meet the full range of your indexing needs, from the precise calculation of your indices 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 VettaFi 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 third-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, including index committee
Expert judgement and 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

Index Calculation Offerings

Basket Calculation

VettaFi provides daily index calculations, rebalance execution, and corporate action adjustments using our Index Factory and high-precision datasets. The client retains full ownership of the index methodology, governance, and rule formulation.

Methodology Implementation

Clients design the strategy and govern index rules, while VettaFi translates custom methodologies into operational weightings, rebalance execution, and ongoing portfolio maintenance.

Full administration 

VettaFi delivers end-to-end index governance, regulatory administration, and operational calculations. This comprehensive service allows clients to leverage VettaFi’s administrative infrastructure while maintaining their strategic vision and market alignment.

Full index administration

Our white-glove index administration services provide numerous advantages to clients. VettaFi can efficiently handle the complex and labor-intensive responsibilities, aligning with the IOSCO Principles for Financial Benchmarks and avoiding conflicts of interest for our 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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