On 21st February 2005, FTSE has assumed responsibility for the calculation
of the EPRA/NAREIT Global Real Estate Index Series. On that date FTSE and
EPRA/NAREIT have made changes to the index rules, enhanced the data
products and rebranded the indices as the ‘FTSE EPRA/NAREIT Global Real
Estate Index Series’.
The rules for the indices are brought in
line with the widely used FTSE Global Equity Index Series. Changes include:
-
Free float methodology changed to FTSE's methodology;
- Industry
classification methodology changed to the FTSE/Dow Jones Industry
Classification Benchmark.
The FTSE EPRA/NAREIT Global Real Estate
Index Series is structured in such a way that it can be considered to
represent general trends in all eligible real estate stocks worldwide. The
index series is designed to reflect the stock performance of companies
engaged in specific aspects of the North American, European and Asian real
estate markets as perceived by institutional investors.
For more
information, please download the complete FTSE EPRA/NAREIT Global
Real Estate Index Ground Rules March 2010, or the FTSE
EPRA/NAREIT Global Real Estate Fact sheet.
What Products
are available?
End of day products:
The following product
specifications are available:
- Constituent Services File
The
EPRA/NAREIT Global Real Estate Constituents file shows the constituents of
each index. A product specification of the constituent file can be
downloaded here:
FTSE EPRA/NAREIT Product Specification:
Constituent Service.
There are three Constituent Files:
-
ENGCddmm.csv - FTSE EPRA/NAREIT Constituents file
- EPHCddmm.csv - FTSE
EPRA/NAREIT Europe (UK restricted) Constituents file
- LPAUddmm.csv -
FTSE EPRA/NAREIT Pure Australia Constituents file (where ddmm is effective
date and month)
- Valuation Service
The values and other
information about the indices are published in the index valuation
services files. A product specification of the constituent file can be
downloaded here:
FTSE EPRA/NAREIT Product Specification: Index
Valuation Service.
There is one Valuation File:
ENGLddmm.csv
- FTSE EPRA/NAREIT Price, TRI (and Net TRI where applicable) valuations
file (where ddmm is effective date and month)
- Tracker Service
The
tracker service notifies users of any changes to the index. A product
specification of the constituent file can be downloaded here:
FTSE
EPRA/NAREIT Product Specification: Tracker Service.
There is
one Tracker file:
ENGTddmm.csv - FTSE EPRA/NAREIT Index Tracker file
(where ddmm is effective date and month)
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