A family of 18 rules-based U.S. bank-equity indices (36 series) that express BankAtlas's proprietary bank-risk signals — grades and the Run-Vulnerability Index — across two weighting classes. Point-in-time construction; survivorship-bias controls; quarterly reconstitution; liquidity-screened.
Each index selects U.S.-listed banks on a defined rule, and publishes both an Equal-Weight class (the purest expression of the signal) and a Capped Float-Market-Cap class (market-cap-weighted, 15% single-name cap).
Exposure and geographic baskets are characteristic baskets, not quality grades. Constituent selection is deterministic and follows the published methodology. Historical (backtested) results and statistics for every index are presented, with methodology and limitations, in the Equity Index Research section.
Each series follows the same published construction framework, with point-in-time membership, defined eligibility screens, rules-based selection, and quarterly reconstitution.
Membership is a defined grade band or quantile with an add/keep hysteresis buffer — deterministic and reproducible from the same inputs.
Equal-Weight expresses the pure signal; Capped Float-Market-Cap (15% single-name cap) is the market-cap-weighted class designed to improve replicability.
A published, versioned methodology specifies the universe, selection, weighting, reconstitution, and corporate-action rules.
Third-party institutional users may evaluate the indices for potential use in:
Important disclosures. The BankAtlas U.S. Bank Equity Indices are rules-based analytical benchmarks designed to reflect proprietary BankAtlas risk signals. Historical index results are backtested (simulated) and are presented, with methodology and limitations, in the Equity Index Research section; prospective tracking is scheduled to begin September 30, 2026. Past performance does not indicate future results. BankAtlas grades and scores are proprietary analytical measures and are not presented as credit ratings.
Nothing on this page constitutes investment advice, an offer, solicitation, or recommendation regarding any security, investment strategy, or index-linked product. BankAtlas does not currently sponsor, manage, offer, or advise any investment product or separately managed account based on these indices, and no investment product currently references them. Institutional licensing and data availability are subject to applicable licensing and regulatory requirements.