FTSE/Russell
Data Summary
Access to comprehensive coverage of equity and fixed income markets.
- Monthly Indices: Russell Indices for each closing day (Comparable to Comp Index Constituent History)
- Monthly Performance Contributions: Analysis of each sector and industry contributing to the overall performance of a Russell index (comparable to Comp Index prices)
- Monthly Historical Sector Weights: History of sector weight (all indices) How to access this database
How to access this database
Integrated into WRDS. See WRDS for more information.
It can also be accessed through the Eikon terminal. See Eikon for more information.
How to use this database
Basic information on using this database can be found in WRDS, in the Manuals and Summaries section (link).