A calculated index is based on modelled valuations of underlying companies, instead of the valuations contributed by asset managers or owners. EDHECinfra indices are calculated and follow a consistent and robust valuation methodology for all the assets in the index universe, thus eliminating all biases.
Some of the key advantages of calculated indices include:
- Defined universe with appropriate representation of assets
- Consistent modelling methodology over time which is calibrated to market trends
- Clearly explain the valuation of all assets in the universe
- Allow for sophisticated analysis
Things to consider