A Guide to Equity Index Construction (2nd Edition)
First published:
ISBN: 9781782724483
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Appendix: The GICS methodology
Appendix: The GICS methodology
Preface
Acknowledgements
Introduction
Which benchmark?
Modern portfolio theory and the benchmark index
Sampling and selection
Construction method
Making the index investable
Collection and processing of data
Servicing and maintenance
How to handle industries
How to handle countries and currencies
Factor indices and smart beta
Innovative indices
The commercial indices
Indexation and exchange-traded funds
Bespoke “custom-made” indices
Tying it all together
Appendix: The GICS methodology
Bibliography
Disclaimer
The Global Industry Classification Standard (GICS) is reproduced here with permission.
GICS METHODOLOGY
| Table A1 GICS methodology | |||
| Sector (10) | Industry Group (24) | Industry (62) | Sub-Industry (132) |
| 10 Energy | 1010 Energy | 101010 Energy Equipment & Services | 10101010 Oil & Gas Drilling. Drilling contractors or owners of drilling rigs that contract their services for drilling wells. 10101020 Oil & Gas Equipment & Services. Manufacturers of equipment, and providers of supplies and services to companies involved in the drilling, evaluation and completion of oil and gas wells. |
| 101020 Oil, Gas & Consumable Fuels | 10102010 Integrated Oil and Gas. Integrated oil companies engaged in the exploration & production of oil and gas, as well as at least one other significant activity in either refining, marketing and transportation, or chemicals. 10102020 Oil & Gas Exploration & Production. “Companies engaged in the exploration and production of oil and gas not classified elsewhere.” 10102030 Oil & Gas Refining & Marketing. “Companies engaged in the refining & marketing of oil, gas and/or refined products not classified in the Integrated Oil & Gas or Independent Power Producers & Energy Traders Sun-Industries.” 101 | ||
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