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Midlincoln Index Strategy

report is useful to analytics professionals to identify key ideas in index space

Monitor rebalancing information

Monitor key developments with index providers
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As usual this publications comes with lots of supporting dataPlease, review supporting data for Index Strategy report


Midlincoln consulting services in Indexes and Benchmarks space include:

Bespoke research on strengths and weaknesses of particular index or index family given the methodology and historic rebalancing / inclusion / exclusion data.

Midlincoln custom index creation for a country, strategy or sector and any asset class

Midlincoln custom advanced Quantamentaly weighted indexes creation and maintenance

Tests of index tracking errors and synthetic index tracking methods

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If interested please reach out to research@midlincoln.com or call +79651095688


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Tightly Abriged Example of Index Strategy Report

Midlincoln Index Atlas January 25, 2023
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Top 20 Long Index Ideas YTD From Best to Worst

objectiveYTD
ARGENTINA23.20
FRANCE21.22

This is abriged version of a table in this report, please to see the full report

Top 20 Short Index Ideas YTD From Best to Worst

objectiveYTD
TURKEY-3.25
EQUITY HEDGE DIVERSIFIED-2.21

This is abriged version of a table in this report, please to see the full report

Combined Performance of Tracked Indexes by Index Provider Top 20 Winners

sourcenameytd
NYSE Euronext Amsterdam16.055
STOXX9.750666666666666

This is abriged version of a table in this report, please to see the full report

Combined Performance of Tracked Indexes by Index Provider Top 20 Losers

sourcenameytd
Istanbul Stock Exchange-3.37
Mauritius Stock Exchange-2.21

This is abriged version of a table in this report, please to see the full report

Chart: Index Strategy

Jan 2023


Read more about Index Strategy ! Please to get to this and other reports regularly

Key Topics and News

Index Ideas YTD From Best to Worst

Top 20 Short Index Ideas YTD From Best to Worst

Combined Performance of Tracked Indexes by Index Provider Top Winners

Combined Performance of Tracked Indexes by Index Provider Top Losers

Recent Index Atlas Ideas ChartArt

Index Strategy

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Index Rebalancing News

MSCI


Read more about MSCI Index Rebalancing ! Please to get to this and other reports regularly
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Standard & Poor's Index


Read more about Standard & Poor's Index Index Rebalancing ! Please to get to this and other reports regularly
Read more about Standard & Poor's Index research pdf ! Please to get to this and other reports regularly

Hang Seng


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FTSE


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Bloomberg Indices


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Dow Jones


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Moex Indexes


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Index Futures Trading


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Top 20 Index Longs Based on Momentum

MLIndexnameweek1monthytd6months1yrRank
US0012M IndexICE Benchmark AdministrationICE LIBOR USD 12 Month-0.46-1.57-1.6341.38585.22156.14
TR20DT IndexDow JonesDJ TU Ttns20 T$12.744.29-2.54103.1896.8454.26

This is abriged version of a table in this report, please to see the full report

Top 20 Index Shorts Based on Momentum

MLIndexnameweek1monthytd6months1yrRank
SPGSNGP IndexStandard & Poor'sS&P GSCI Natural Gas ER-3.22-43.62-20.6-60.15-20.12-31.78
BCOMNG IndexBloombergBBG Natural Gas-4.48-42.96-22.11-59.6-19.93-31.74

This is abriged version of a table in this report, please to see the full report

Best Indexes last Week

MLIndexnameyesterdayytdweek1month6months1yrRank
NTCS11LV Index Tokyo Commodity ExchangeNikkei-JPX LV Cr Oil7.0810.4419.8915.57-13.2622.4711.17
XU100 Index Istanbul Stock ExchangeBIST 100 INDEX0.5-3.37131.8100.6494.9152.59

This is abriged version of a table in this report, please to see the full report

Worst Indexes last Week

MLIndexnameyesterdayytdweek1month6months1yrRank
NTCS11IV Index Tokyo Commodity ExchangeNikkei-JPX IV Cr Oil-4.73-3.58-5.66-0.346.57-44.4-10.96
BCOMNG Index BloombergBBG Natural Gas-1.75-22.11-4.48-42.96-59.6-19.93-31.74

This is abriged version of a table in this report, please to see the full report

Best Indexes last Month

MLIndexnameyesterdayytdweek1month6months1yrRank
LEVDAX3 Index Deutsche BoerseLevDAX x3 AR (TR) EUR0.3430.365.4732.0549.8-28.0314.82
IBXQ Index Madrid Stock ExchangeIBEX 35 Double Lev Net2.0520.426.1425.0831.761.1516.03

This is abriged version of a table in this report, please to see the full report

Worst Indexes last Month

MLIndexnameyesterdayytdweek1month6months1yrRank
LEVDAX3 Index Deutsche BoerseLevDAX x3 AR (TR) EUR0.3430.365.4732.0549.8-28.0314.82
IBXQ Index Madrid Stock ExchangeIBEX 35 Double Lev Net2.0520.426.1425.0831.761.1516.03

This is abriged version of a table in this report, please to see the full report

Best Indexes YTD

MLIndexnameyesterdayytdweek1month6months1yrRank
LEVDAX3 Index Deutsche BoerseLevDAX x3 AR (TR) EUR0.3430.365.4732.0549.8-28.0314.82
FMIBL2X Index FTSEFTSE MIB FMIBL2X1.0721.924.8123.1558-14.0817.97

This is abriged version of a table in this report, please to see the full report

Worst Indexes YTD

MLIndexnameyesterdayytdweek1month6months1yrRank
BCOMNG Index BloombergBBG Natural Gas-1.75-22.11-4.48-42.96-59.6-19.93-31.74
SHRTDX3 Index Deutsche BoerseShortDAX x3 TR EUR1.13-21.83-3.2-21.7-35.21-23.07-20.80

This is abriged version of a table in this report, please to see the full report

Best Indexes 1yr

MLIndexnameyesterdayytdweek1month6months1yrRank
TR20DT Index Dow JonesDJ TU Ttns20 T$0.62-2.5412.744.29103.1896.8454.26
XU100 Index Istanbul Stock ExchangeBIST 100 INDEX0.5-3.37131.8100.6494.9152.59

This is abriged version of a table in this report, please to see the full report

Worst Indexes 1yr

MLIndexnameyesterdayytdweek1month6months1yrRank
CSEALL Index Colombo Stock ExchangeSRI LANKA COLOMBO ALL SH0.29-0.970.24-3.917.24-65.66-15.52
NTCS11IV Index Tokyo Commodity ExchangeNikkei-JPX IV Cr Oil-4.73-3.58-5.66-0.346.57-44.4-10.96

This is abriged version of a table in this report, please to see the full report

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