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1.5 Index Data

  • We take a bottom-up approach to estimate the current market price of the equity of hundreds of individual private infrastructure companies at the end of each month.

  • Our approach relies on state-of-the-art, AI-driven asset pricing modelling that is calibrated using the latest observable market prices. Our model-based estimates provide the best available price proxy for private infrastructure investments.

  • The constituents of the InfraMetrics index universe are selected to be a representative set of a wider universe of investible private infrastructure firms (approximately 9.1k companies in 27 countries),

  • InfraMetrics equity market indices are designed to capture the price dynamics of the private infrastructure market without lag compared to liquid asset classes.

  • InfraMetrics equity market indices represent the broad market for unlisted infrastructure. They include the wide used infra300, infra100 index and infraGreen families.

    • The infra300 index is a representative set of infrastructure 300 equity investments globally, starting from the year 2000. The index is valued at $324.55bn at 31/12/2023.

    • The infra100 indices capture the performance of the 100 largest equity investments in 20+ markets. This includes the infra100 Core and infra100 Core+ indices, infra100 Project Finance, infra100 Euro, etc.

    • The infraGreen index provides a unique view of the performance of the renewable energy sector. It covers investments in solar and wind projects worldwide. The infraGreen equity index tracks 100 investment and starts from December 2005 and is valued for $13.94bn at 31/12/2023.

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Infra300 Index

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InfraGreen Index

  • Our asset pricing models are calibrated using several thousands market transactions since 2000 and update the risk premia and discount rates monthly.

  • The indices are created using both Equally Weighting and Value Weighting schemes.

  • Equally weighting scheme provides each constituent with the same weight at each rebalancing date, so that each constituent contributes equally to the overall performance of the index. The weight for constituent i at rebalancing date t for an index with N constituents is calculated as:

  • Value weighting scheme provides each constituent with weights based on their fair values at each rebalancing date, so that each constituents contribution to the index is a proportion of its values. The weight for constituent i at rebalancing date t for an index with N constituents is calculated as:

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