The Index

Overview

The LD Micro Index is designed to give the most accurate representation of the intraday activity of microcap stocks in North America. We employ a mixture of screening for inclusion and manual exclusion where deemed appropriate.

The index is market cap weighted and is comprised of approximately 1,014 stocks in the U.S. and Canada.

Our Constituents

General criteria for inclusion is as follows1 2 3

  • Listed in the U.S. (NYSE/AMEX, Nasdaq, OTCM) or Canada (TSX, TSX Venture)
  • Market cap between $50 million and $300 million
  • Average daily traded value of $50,000 over preceding 3 months
  • Filed 10Q or 10K in the preceding calendar year

Select Data Points4

Active Constituents

1,014

Total Market Cap

$145.44B

Average Market Cap

$143M

Median Market Cap

$129M

Exchange Distribution

49.21%
NASDAQ
17.55%
NYSE/AMEX
15.09%
TSX
6.74%
TSXV
4.81%
OTC & Pink Sheets

Constituents by Sector

  1. As of rebalance date; 12/31/17
  2. Final inclusion determination is affected by available information as per our calculation agent.
  3. Some additional criteria not shown
  4. As of 1/28/18