Synthetic Index

Synthetic Index

The purchase of futures contracts and/or options such that one's exposure and potential payout resemble that of an index. One creates a synthetic index if one believes doing so will result in a higher return than a security tracking a real index.
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Tenders are invited for development of the synthetic index of industry 4.0 of the community of madrid
In the early years of the FRBR's index, from 1993 to 2001, the survey-based diffusion index and the synthetic index are somewhat far apart.
The possibility of using statistical techniques for the selection of variables that make up the synthetic index also constitutes a favorable point in this process.
Vulnerability (12,13) Index (HVI) General Ministry of Vulnerability Science and (GVI) Technology (MCT)/ Fiocruz (20) Thematic Name of the Component Dimensions/ category Synthetic-Index Indicators Vulnerability Environmental > Synthetic Index of Social of synthetic Vulnerability Vulnerability: indices under Index the (EVI) * Education: Women who are socioenviron- responsible and illiterate; mental Women who are responsible and perspective uneducated or with up to three and climatic years of study; Literate men conditions who are responsible for permanent private households; Men who are responsible for permanent private households with no education or with up to 3 years of study.
This allows for the formation of the synthetic index: [W.sub.t] = [n.summation over (j=1)] [t.sub.ij]/m
As a result, OIRA also began to emphasize CEA, which attempts to account for effects like these by assigning a number, tied to some kind of synthetic index, to the benefit side of the equation.
Then they show that, on average, the spread for a synthetic index futures contract is 8-14 times the spread for the actual index futures contract, even after adjusting for differences in trading volume and contract size.
After choosing the indicators and before estimating the regional quarterly series, it is essential to extract the cyclical trend components of the indicators, date the indicators, that is, to express all of them in the same cyclical cadence, and build a synthetic index. Extracting the cyclical trend signals is done by estimating the [GVA.sub.MS] quarterly series (keeping in mind the present series in front of the variables in the rough) for the short-term economic analysis.
Obviously, it would have been all the more interesting to be able to compare these proportions with those exhibited by other studies, but such a comparison is made particularly tricky by the fact that no other synthetic index of CBI is built upon such an extensive range of detailed criteria.
Additionally, left ventricular percentage fractional shortening was calculated as a synthetic index of left ventricular systolic function [18].
From an institutional perspective, a synthetic index portfolio position can be created by a long position in an index future combined with the holding of a money market instrument.
From these variables were elaborated indicators and synthetic indexes. As these have the great advantage of being objectively verified they can help in the monitoring and evaluation of changes and they are a good tool for communication.