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Overview of the data

Access comprehensive coverage of equity and fixed income markets.

  • Monthly Index Holdings: Russell Indexes for each closing day (Comparable to Comp Index Constituent History)
  • Monthly Contributions to Return: Analysis of each sector and industry contributing to the overall return of a Russell Index (Comparable to Comp Index Prices)
  • Monthly Historical Sector Weights: Sector weight history (All Indexes) How to access this database

How to access this database

Integrated in WRDS. See WRDS (link) for more information.

How to use this database

Basic information on how to use this database can be found in WRDS, in the Manuals and Overviews section (link).