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FTSE Publications FTSE Russell Factsheet FTSE MIB Index Data as at: 31 August 2021 bmkTitle1 The FTSE MIB Index is the primary benchmark index for the Italian equity market and FEATURES represents the large cap component of the FTSE Italia All-Share Index. Capturing approximately 80% of the domestic market capitalisation, the FTSE MIB Index measures the performance of Coverage the 40 most liquid and capitalised Italian shares and seeks to replicate the broad sector weights The FTSE MIB Index consists of the 40 most of the Italian stock market. liquid and capitalised stocks listed on Borsa 1-Year Performance - Capital Return Italiana (BIt) MTA and MIV markets, based (EUR) on published ground rules with constituent 140 list overseen by the FTSE Italia Index Series 130 Technical Committee. 120 Objective 110 The index is designed for use in the creation of index tracking funds, derivatives and as a 100 performance benchmark. 90 Aug-2020 Oct-2020 Dec-2020 Feb-2021 Apr-2021 Jun-2021 Aug-2021 Investability Data as at month end Stocks are free-float weighted to ensure that only the investable opportunity set is FTSE MIB included within the indexes. Capping 5-Year Performance - Capital Return (EUR) Constituents are capped at 15% to avoid 160 over-concentration. 150 Liquidity 140 Stocks are screened to ensure that the index 130 120 is tradable. Foreign shares are eligible for 110 inclusion, although secondary lines are 100 excluded. 90 Transparency Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end The index uses a transparent, rules-based construction process. Index methodologies FTSE MIB are freely available on the FTSE Russell website. Performance and Volatility - Capital Return Availability Index (EUR) Return % Return pa %* Volatility %** The index is calculated based on price and 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR total return methodologies, both real time FTSE MIB 3.3 13.8 17.0 32.5 28.3 53.5 8.7 8.9 17.5 25.9 21.7 intra-second and end-of-day. * Compound annual returns measured over 3 and 5 years respectively Industry Classification Benchmark ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data (ICB) Year-on-Year Performance - Capital Return Index constituents are categorized in Index % (EUR) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 accordance with the Industry Classification FTSE MIB -25.2 7.8 16.6 0.2 12.7 -10.2 13.6 -16.1 28.3 -5.4 Benchmark (ICB), the global standard for industry sector analysis. Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE MIB Index Data as at: 31 August 2021 Return/Risk Ratio and Drawdown - Capital Return INFORMATION Index (EUR) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR All stocks listed on BIt's MTA and MIV FTSE MIB 1.8 0.3 0.4 0.3 -10.5 -41.5 -41.5 -41.5 markets Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Index Launch Drawdown - based on daily data Q2 2009 Top 10 Constituents Base Date Constituent ICB Sector Net MCap (EURm) Wgt % Enel Electricity 59,931 14.20 31 December 1997 Intesa Sanpaolo Banks 39,774 9.42 Base Value Stellantis NV Automobiles and Parts 34,216 8.11 24,401.54 Eni Oil Gas and Coal 26,238 6.22 Investability Screen STMicroelectronics Technology Hardware and Equipment 24,462 5.80 Free-float adjusted and liquidity screened Unicredit Banks 22,974 5.44 Ferrari NV Automobiles and Parts 22,311 5.29 Index Calculation Generali Non-life Insurance 22,213 5.26 End-of-day and real-time indices available Cnh Industrial Industrial Transportation 13,765 3.26 End-of-Day Distribution Moncler Personal Goods 11,639 2.76 Via FTP and email Totals 277,521 65.75 Currency ICB Supersector Breakdown EUR ICB Code ICB Supersector No. of Cons Net MCap (EURm) Wgt % Review Dates 1010 Technology 1 24,462 5.80 Quarterly in March, June, September and 1510 Telecommunications 2 7,651 1.81 December 2010 Health Care 3 15,424 3.65 3010 Banks 6 80,541 19.08 3020 Financial Services 4 20,104 4.76 3030 Insurance 3 29,864 7.08 4010 Automobiles and Parts 3 58,946 13.97 4020 Consumer Products and Services 1 11,639 2.76 4510 Food Beverage and Tobacco 1 5,782 1.37 5010 Construction and Materials 1 2,091 0.50 5020 Industrial Goods and Services 6 45,252 10.72 6010 Energy 4 42,475 10.06 6510 Utilities 5 77,854 18.45 Totals 40 422,085 100.00 Index Characteristics Attributes FTSE MIB Number of constituents 40 Net MCap (EURm) 422,085 Dividend Yield % 2.25 Constituent Sizes (Net MCap EURm) Average 10,552 Largest 59,931 Smallest 1,112 Median 5,539 Weight of Largest Constituent (%) 14.20 Top 10 Holdings (% Index MCap) 65.75 31 August 2021 Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE MIB Index Data as at: 31 August 2021 bmkImage1 bmkImage2 bmkImage3 © 2021 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8) Beyond Ratings S.A.S. (“BR”). All rights reserved. FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. “FTSE®”, “Russell®”, “FTSE Russell®”, “MTS®”, “FTSE4Good®”, “ICB®”, “Mergent®”, “The Yield Book®”, “Beyond Ratings®” and all other trademarks and service marks used herein (whether registered or unregistered) are trademarks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, FTSE Canada, Mergent, FTSE FI, YB or BR. FTSE International Limited is authorised and regulated by the Financial Conduct Authority as a benchmark administrator. All information is provided for information purposes only. All information and data contained in this publication is obtained by the LSE Group, from sources believed by it to be accurate and reliable. Because of the possibility of human and mechanical error as well as other factors, however, such information and data is provided "as is" without warranty of any kind. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors Data definitions available from make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any information or of results to be obtained from the use of FTSE Russell products, including but not limited to indexes, data and [email protected] analytics, or the fitness or suitability of the FTSE Russell products for any particular purpose to which they might be put. Any representation of historical data accessible through FTSE Russell products is provided for information purposes only and is not a reliable indicator of future performance. To learn more, visit www.ftserussell.com; No responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for (a) email [email protected]; or any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in call your regional Client Services Team office: procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this document or links to this document or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of EMEA the LSE Group is advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information. +44 (0) 20 7866 1810 No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing contained herein or accessible through FTSE Russell products, including statistical data and industry reports, should be taken as constituting financial or investment advice or a financial promotion. North America Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent +1 877 503 6437 the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are Asia-Pacific based on the same methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the Hong Kong +852 2164 3333 underlying economic data used in the calculation of the index.
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