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Live Index

Research and data

Definition

Corporate Action

A change to a constituent's share structure or listing status — a merger, spin-off, split, delisting or acquisition — that requires the index to adjust outside the normal rebalance cycle.

Status
Definition in force
Method version
1.0
Reviewed
2026-08-22

In the Live Index framework

Corporate actions are the one category of intra-cycle change a rules-based index cannot defer. A delisted company cannot remain in an index at a stale price, and a two-for-one split that is not adjusted for produces an artificial halving of the level.

The framework specifies the treatment in advance for each action type: splits and stock dividends adjust the share count with no change to weight; spin-offs are assessed against the eligibility test on their first trading day and admitted only if they pass; mergers remove the acquired listing at the last traded price and redistribute its weight pro rata; delistings do the same. No action is treated discretionarily.

Every corporate-action adjustment is logged with its effective date and the document that evidenced it, so a reader reconstructing the series can see exactly where and why a discontinuity was handled.

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