SANDY AND BEN

We maintain a series of factor indices that include the top-20 stocks as ranked by their correlation to a particular factor. The indices are re-balanced quarterly using trailing 90-day data. At each re-balance the top-20 stocks are rebalanced into the index at equal weight. Historical index data and constituent weights are available back to 2012 for most indices... In addition to Factor Indices, we also maintain a series of liquidity weighted indices using a proprietary liquidity measurement methodology. The liquidity indices tightly track the commonly used market capital weighted indices maintained by commercial providers. Our AL200 index has a very low tracking error to the S&P/ASX200 index. Historical performance and constituent weights are available back to 2012... Stock prices are driven by many factors. Some of these factors impact company earnings and others impact investor sentiment. Of the factors that impact earnings, some are highly idiosyncratic and other are strongly..