Changes to WisdomTree Battery Solutions Index Methodology
01 November 2022
As of the upcoming index re-balance for the WisdomTree Battery Solutions Index on November 18th, the index methodology will be updated as follows:
- Membership: Companies that fall within the bottom 10% of the eligible universe based on the Composite Risk Score, will be removed from the selection
- Weighting: Companies will be weighted within the category based on the Intensity Rating multiplied by the sub-sector density function. (i.e., companies weighting factor will no longer be adjusted by Composite Risk Score)
- Volume factor: to improve the overall implied liquidity, the volume factor threshold will increase from $250 million to $400 million