Update To The Rule Book For The Ned Davis Research CMG US Large Cap Long/Flat Index

News provided by

Ned Davis Research (NDR)

Sep 06, 2019, 17:55 ET

VENICE, Fla., Sept. 6, 2019 /PRNewswire/ -- Ned Davis Research announced today proposed changes to the rule book for the Ned Davis Research CMG US Large Cap Long/Flat Index to update the index's methodology.

The proposed rule changes are as follows:

  • The potential equity allocations shall be changed from 100%/80%/40%/0% to 100%/50%/0%
  • The implementation lag shall be changed from four days to three days
  • The determination of the market breadth composite's direction shall be changed from comparing the composite's current value against its value from 42 days prior to comparing the composite's current value against the current value of the composite's 21-day simple moving average

The proposed changes are scheduled to take effect on November 1, 2019.

For further information on Ned Davis Research please visit www.ndr.com, or contact:

Americas Client Service: 1-800-241-0621 (U.S. & Canada)/+ 1.941.412.2300
EMEA Client Service: +44 (0) 20 7779-8682
Asia Pacific Client Service: +852 3416 6676

Media Contact:
Hod Klein
[email protected] 
212-224-3988

About Ned Davis Research (NDR)
See the Signals. Avoid Mistakes.™

NDR uses the weight of the evidence and a 360⁰ approach to build up to market insights and calm investors in a world full of bull/bear news hype and hysteria. When we say "evidence," we mean data from more than 200 vendors, with some data series that go back over 100 years to fuel a historical perspective and build proprietary indicators and models. We believe that no client is too big or too small to benefit from NDR's insights.

In 1980, Ned Davis founded a new investment research group based on his fundamental belief that making money was more important than being right. Today, we are widely recognized for concise commentary and unbiased views. NDR is headquartered in Venice, Florida, with offices in Atlanta, Boston, London, Hong Kong, and San Francisco.

SOURCE Ned Davis Research (NDR)

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