Indices and benchmarks | Product workbenches

Question this workbench answers

What is driving the market, and what should a portfolio be compared with?

First screen

Same-period market performance
breadth
constituent concentration

Panels the original workbook places on the first screen of this product page.

Sections

Market overview
Constituent breadth
Sector weights
Benchmark matching
Constituent changes

Reports in this workbench

ID	Title and research question	Panels	Chart	Priority
index_benchmark-01	Same-period performance of major market benchmarks	Same-period performance of major market benchmarks Normalized line chart + return table Data detail	Line	Workbench #1 P0
index_benchmark-02	Single-index trend and range	Single-index trend and range Index line + moving averages and range Data detail	Range	Workbench #2 P0
index_benchmark-03	Index members and current weight concentration	Index members and current weight concentration Member bar chart + concentration and sector breakdown Data detail	Histogram	Workbench #3 P0
index_benchmark-04	Index risk, drawdown and recovery	Index risk, drawdown and recovery Drawdown line + risk comparison table Data detail	Multi-series	Workbench #4 P1
index_benchmark-05	Index market breadth and participation	Index market breadth and participation Price + breadth faceted chart Data detail	Multi-series	Workbench #5 P1
index_benchmark-06	Sensitivity to rises and falls in current member weights	Sensitivity to rises and falls in current member weights Scenario waterfall chart Data detail	Waterfall	Workbench #6 P1
index_benchmark-07	Current index valuation and earnings coverage	Current index valuation and earnings coverage Valuation distribution + weight coverage Data detail	Histogram	Workbench #7 P1
index_benchmark-08	Benchmark selection and portfolio fit	Benchmark selection and portfolio fit Candidate benchmark comparison table + rolling beta Data detail	Multi-series	Workbench #8 P2
index_benchmark-09	Index member additions and removals timeline	Index member additions and removals timeline Member change timeline + event table Data detail	Multi-series	Workbench #9 P2
index_benchmark-10	Evolution of CBOE sector weights on specified dates	Evolution of CBOE sector weights on specified dates Stacked sector area + weight coverage Data detail	Stacked bar	Workbench #10 P2

Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.

Limitations

Price and total return indices shown separately. Constituent history is not weight history. CBOE Europe has weights for specified dates.

The plotted values are generated sample data and do not result from this calculation.