Scientific Beta

This document describes the methodology for the calculation of Scientific Beta Equity Indices. It provides an overview of their calculation process as well as the detailed calculation formulas together with the adjustments made due to regular changes in constituents and corporate actions.

This document describes the methodology for the calculation of Scientific Beta Equity Indices. It provides an overview of their calculation process as well as the detailed calculation formulas together with the adjustments made due to regular changes in constituents and corporate actions.

Scientific Beta Equity Indices are calculated in local currency as well as in USD. For indices containing stocks from different countries, the local currency is set to be USD. Index levels are also available in three other main currencies: GBP, EUR, and JPY.

Scientific Beta Equity Indices are calculated end-of-day, five days a week, from Monday to Friday.

Scientific Beta Cap-Weighted Indices are adjusted for free-float, which is the percentage of total shares outstanding available for investors to trade. Free-float adjustment is described in more detail in the Scientific Beta Universe Construction Rules. Unless stated otherwise, the number of shares outstanding used in the calculation of Scientific Beta Equity Indices is adjusted for free-float.