Indexes
Nigeria Factor Index Suite
Transparent Nigerian quality, value, momentum, low-volatility and ESG-enhanced research indexes.
Start from scratchPhase 3 • End-of-day after launch
Overview
Rules-based indexes targeting systematic characteristics such as quality, value, momentum, low volatility, dividend quality or multi-factor combinations, with optional ESG enhancement.
Why this solution matters
Factor indexes broaden the platform beyond sustainability and support portfolio construction using market, fundamental and ESG information.
Who it is designed for
Quant analysts, asset managers, PFAs and brokers
How IPMC helps
Turn connected information into repeatable decisions
Compare portfolio factor exposures.
Access transparent benchmark strategies and research.
Support future licensed products or mandates.
Capabilities
What the product is designed to provide
Research indexes for Quality, Low Volatility and ESG-Enhanced Quality using a defined NGX universe and transparent scoring.
- Quality research index
- Low-volatility research index
- ESG-enhanced quality index
- Transparent scoring
- Quarterly rebalancing
- Capped weights
- Historical performance
- Exposure reports
- Turnover analysis
- Shadow calculation
Data and delivery
Built on a common, source-linked intelligence foundation.
No factor database, model or index engine. This depends on equity fundamentals and market-data layers.
Current availability
Start from scratch
Point-in-time financial data, adjusted price history, factor definitions, normalisation, outlier treatment, sector controls, liquidity constraints, transaction-cost analysis, backtesting and governance.
Key controls
No survivorship or look-ahead bias, delisted-company history, corporate-action accuracy, data rights, independent validation and liquidity disclosure.
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