Stoxx® Emerging Markets Total Market Index
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TOTAL MARKET INDICES 1 STOXX® EMERGING MARKETS TOTAL MARKET INDEX Stated objective Key facts The STOXX Total Market (TMI) Indices cover 95% of the free-float » With 95% coverage of the free-float market cap of the relevant market cap of the relevant investable stock universe by region or investable stock universe per region, the index forms a unique country. The STOXX Global TMI serves as the basis for all regional benchmark for a truly global investment approach and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors. Descriptive statistics Index Market cap (EUR bn.) Components (EUR bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX Emerging Markets Total Market Index 7,432.2 4,066.4 1.5 0.4 125.8 0.0 3.1 0.0 11.5 STOXX Global Total Market Index 41,428.5 33,610.4 4.6 1.0 469.2 0.0 1.4 0.0 3.4 Supersector weighting (top 10) Country weighting Risk and return figures1 Index returns Return (%) Annualized return (%) Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y STOXX Emerging Markets Total Market Index 3.9 17.4 22.6 26.6 68.6 58.0 26.5 22.1 8.0 10.7 STOXX Global Total Market Index 3.9 12.7 21.8 63.3 94.6 57.6 19.2 21.4 17.3 13.9 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Emerging Markets Total Market Index 10.9 10.4 10.4 13.2 13.9 2.8 2.3 2.0 0.6 0.7 STOXX Global Total Market Index 9.0 8.9 8.4 10.4 15.6 3.0 2.0 2.3 1.5 0.8 Index to benchmark Correlation Tracking error (%) STOXX Emerging Markets Total Market Index 0.9 0.7 0.6 0.7 0.5 5.7 7.7 8.3 9.5 14.3 Index to benchmark Beta Annualized information ratio STOXX Emerging Markets Total Market Index 1.0 0.8 0.8 0.9 0.5 0.7 0.7 0.2 -0.9 -0.3 1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (EUR, gross return), all data as of Aug. 29, 2014 INNOVATIVE. GLOBAL. INDICES. TOTAL MARKET INDICES 2 STOXX® EMERGING MARKETS TOTAL MARKET INDEX Fundamentals (for last 12 months) Index Price/earnings Price/earnings Price/ Dividend Price/ Price/ incl. negative excl. negative book yield (%) sales cash flow Trailing Projected Trailing Projected Trailing Trailing Trailing Trailing STOXX Emerging Markets Total Market Index 12.8 4.9 11.4 4.9 1.1 2.5 0.8 3.2 STOXX Global Total Market Index 17.7 15.6 15.3 15.3 1.9 2.3 1.2 7.4 Performance and annual returns3 Methodology The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html Version and symbols Quick facts Index ISIN Symbol Bloomberg Reuters Weighting Free-float market cap Gross Return EUR CH0147792573 EDEXGR EDEXGR Index .EDEXGR No Net Return EUR CH0147792540 EDEXR EDEXR Index .EDEXR Cap factor Price EUR CH0147792532 EDEXP EDEXP Index .EDEXP No. of components Variable Gross Return USD CH0147792581 EDEXGV EDEXGV Index .EDEXGV Net Return USD CH0147792565 EDEXV EDEXV Index .EDEXV Review frequency Quarterly (March, June, September, December) Price USD CH0147792557 EDEXL EDEXL Index .EDEXL To learn more about the inception date, currency versions, calculation hours and Complete list available here: www.stoxx.com/data/vendor_codes.html historical values, please see our data vendor code sheet. 3 STOXX data from Dec. 27, 2001 to Aug. 28, 2014 (EUR, gross return), all data as of Aug. 29, 2014 CONTACT DETAILS STOXX customer support P +41 58 399 5900 Zurich/headquarters: Frankfurt: P +49 69 211 13243 Madrid: P +34 91 369 1229 [email protected] P +41 58 399 5300 Hong Kong: P +852 6307 9316 New York: P +1 212 669 6426 www.stoxx.com London: P +44 207 862 7680 STOXX is part of Deutsche Boerse and SIX CUSTOMIZATION The index can be used as a basis for the definition of STOXX® Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers customization in almost unlimited forms for example in terms of component selection, weighting schemes and personalized calculation methodologies. DISCLAIMER STOXX® indices are protected through intellectual property rights. 'STOXX' and 'EURO STOXX 50' are registered trademarks. The use of the STOXX® indices for financial products or for other purposes requires a license from STOXX. STOXX does not make any warranties or representations, express or implied with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data. STOXX is not providing investment advice through the publication of the STOXX® indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX on the merits of that company. Financial instruments based on the STOXX® indices are in no way sponsored, endorsed, sold or promoted by STOXX. BACKTESTED PERFORMANCE This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance. TOTAL MARKET INDICES 3 STOXX® EMERGING MARKETS TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) Samsung Electronics Co Ltd Personal & Household Goods KR 3.41 TSMC Technology TW 1.98 Tencent Holdings Ltd. Technology CN 1.51 CHINA CONSTRUCTION BANK CORP H Banks CN 1.19 Reliance Industries Ltd Oil & Gas IN 1.00 GAZPROM Oil & Gas RU 1.00 China Mobile Ltd. Telecommunications CN 1.00 ICBC H Banks CN 0.96 PETROLEO BRASILEIRO S.A. -PREF Oil & Gas BR 0.92 Naspers Ltd Media ZA 0.87 ITAU UNIBANCO HOLDING SA -PREF Banks BR 0.82 Hon Hai Precision Industry Co Industrial Goods & Services TW 0.71 Hyundai Motor Co Automobiles & Parts KR 0.69 BANK OF CHINA 'H' Banks CN 0.67 BANCO BRADESCO SA - PREF Banks BR 0.64 AMBEV Food & Beverage BR 0.63 LUKOIL Oil & Gas RU 0.63 Infosys Ltd Technology IN 0.62 America Movil SAB de CV Telecommunications MX 0.61 Sasol Ltd Oil & Gas ZA 0.60 MTN Group Ltd Telecommunications ZA 0.57 CNOOC Ltd. Oil & Gas CN 0.57 Petroleo Brasileiro SA Oil & Gas BR 0.57 SURGUTNEFTEGAS Oil & Gas RU 0.55 SK HYNIX INC Technology KR 0.52 PetroChina Co Ltd 'H' Oil & Gas CN 0.52 SBERBANK Banks RU 0.52 NAVER CORP Technology KR 0.50 Housing Development Finance Co Financial Services IN 0.49 ITC Ltd Personal & Household Goods IN 0.49 China Petroleum & Chemical 'H' Oil & Gas CN 0.48 POSCO Basic Resources KR 0.48 HDFC Bank Ltd Banks IN 0.47 SAMSUNG ELTN.PF. Personal & Household Goods KR 0.46 MediaTek Inc Technology TW 0.45 VALE S.A. - PREF Basic Resources BR 0.44 China Life Insurance Co 'H' Insurance CN 0.40 Vale SA Basic Resources BR 0.39 Shinhan Financial Group Co Ltd Banks KR 0.39 Tata Consultancy Services Ltd Technology IN 0.38 Standard Bank Group Ltd/South Banks ZA 0.37 Hyundai Mobis Automobiles & Parts KR 0.37 MMC NORILSK NICKEL Basic Resources RU 0.36 Larsen & Toubro Ltd Construction & Materials IN 0.35 Grupo Financiero Banorte SAB d Banks MX 0.35 ICICI Bank Ltd Banks IN 0.34 NOVATEK Oil & Gas RU 0.33 BRF SA Food & Beverage BR 0.32 Banco do Brasil SA Banks BR 0.32 Wal-Mart de Mexico SAB de CV Retail MX 0.30 Bank of Communications Co 'H' Banks CN 0.30 Fomento Economico Mexicano Food & Beverage MX 0.30 PING AN INSUR GP CO. OF CN 'H' Insurance CN 0.30 ITAUSA - PREF Financial Services BR 0.30 MAGNIT Retail RU 0.29 Chunghwa Telecom Co Ltd Telecommunications TW 0.29 Malayan Banking Bhd Banks MY 0.28 Kia Motors Corp Automobiles & Parts KR 0.28 SK TELECOM Telecommunications KR 0.28 Formosa Plastics Corp Chemicals TW 0.27 Siam Commercial Bank PCL Banks TH 0.27 Cielo SA Financial Services BR 0.27 Axis Bank Ltd Banks IN 0.25 KB Financial Group Inc Banks KR 0.25 PTT PCL Oil & Gas TH 0.25 Delta Electronics Inc Industrial Goods & Services TW 0.25 Nan Ya Plastics Corp Chemicals TW 0.25 Grupo Mexico SAB de CV Basic Resources MX 0.25 Cathay Financial Holding Co Lt Insurance TW 0.24 Astra International Tbk PT Automobiles & Parts ID 0.24 KT&G Corp Personal & Household Goods KR 0.23 Korea Electric Power Corp Utilities KR 0.23 ROSNEFT Oil & Gas RU 0.23 4 Based on the last periodic review implementation TOTAL MARKET INDICES 4 STOXX® EMERGING MARKETS TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) Tata Motors Ltd Industrial Goods & Services IN 0.23 Public Bank Bhd Banks MY 0.23 Bank Central Asia Tbk PT Banks ID 0.23 AGRICULTURAL BANK OF CHINA 'H' Banks CN 0.22 FirstRand Ltd Banks ZA 0.22 SUN PHARMA INDUSTRIES Health Care IN 0.22 CIMB Group Holdings Bhd Banks MY 0.22 Kasikornbank PCL Banks TH 0.22 PKO BANK Banks PL 0.21 Hyundai Heavy Industries Co Lt Industrial Goods & Services KR 0.21 LG Chem Ltd Chemicals KR 0.21 Hana Financial G Banks KR 0.21 BOC Hong Kong (Holdings) Ltd.