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Calculation Service



The ECPI Independent Calculation Service provides financial institutions with solutions to manage and calculate their proprietary indices.

The Calculation Service covers the entire index management process:

- Calculation
- Corporate actions treatment
- Index rebalancing Delivery
- Customised index analytics

ECPI also provides an auxiliary consulting service throughout the index construction to help clients pick the most suitable methodology and algorithm.


Calculation and delivery options

  • Output

  • Daily .XLS and .CSV file
  • Other Formats available

    Weighting Methodology

  • Equal
  • Market Capitalization
  • Customized

    Variant

  • Price
  • Gross Dividend
  • Net Dividend

    Denomination

  • EUR or USD
  • Local currency

    Frequency

  • End-of-Day
  • Real-time

  • Rebalancing

  • Weekly, monthly, quarterly, annual
  • Date-specific
  • Event-specific

    Corporate Actions

  • Standard Ground Rules
  • Customized
  • Daily Highlights
  • Market Capitalization

    Back Test Calculation



    Index Analytics

  • Performance Attribution
  • Fundamentals
  • Risk Measures

    Data Dissemination

  • Electronic Mail, FTP
  • Data Vendors (i.e. Bloomberg, Thomson Reuters, Rimes)
For a full description of the service click here

For more information, please contact ECPI Index Dept. at: data@ecpindices.lu