Stoxx® Europe Ex Eurozone Total Market Small Index
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SIZE INDICES 1 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX Stated objective Key facts STOXX calculates several ex region, ex country and ex sector indices. This means that from the main index a specific region, country or sector is excluded. The sector classification is based on ICB Classification (www.icbenchmark.com.)Some examples: a) Blue-chip ex sector: the EURO STOXX 50 ex Financial Indexexcludes all companies assigned to the ICB code 8000 b) Benchmark ex region: the STOXX Global 1800 ex Europe Index excludes all companies from Europe c) Benchmark ex country: the STOXX Europe 600 ex UK Index excludes companies from the United Kingdom d) Size ex sector: the STOXX Europe Large 200 ex Banks Index excludes all companies assigned to the ICB code 8300 Descriptive statistics Index Market cap (USD bn.) Components (USD bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX Europe ex Eurozone Total Market Small Index 571.4 470.4 1.8 1.6 5.8 0.2 1.2 0.0 11.9 STOXX Europe ex Eurozone Total Market Index 6,336.8 5,463.3 10.8 2.9 250.9 0.2 4.6 0.0 2.3 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 Europe ex Eurozone Total Market Small Index 0.8 1.4 20.3 71.4 122.0 9.9 2.0 19.8 19.1 16.8 STOXX Europe ex Eurozone Total Market Index 0.8 4.7 18.7 50.7 82.7 9.8 7.0 18.3 14.3 12.4 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Europe ex Eurozone Total Market Small Index 11.4 12.7 12.6 19.0 20.7 -0.3 0.2 1.3 1.0 0.7 STOXX Europe ex Eurozone Total Market Index 8.5 9.7 10.4 17.4 19.0 -0.2 0.7 1.5 0.8 0.6 Index to benchmark Correlation Tracking error (%) STOXX Europe ex Eurozone Total Market Small Index 0.9 0.9 0.9 1.0 1.0 4.4 5.9 5.4 5.7 6.0 Index to benchmark Beta Annualized information ratio STOXX Europe ex Eurozone Total Market Small Index 1.3 1.2 1.1 1.0 1.0 -0.5 -0.8 0.3 0.8 0.7 1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (USD, gross return), all data as of Aug. 29, 2014 INNOVATIVE. GLOBAL. INDICES. SIZE INDICES 2 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL 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 Europe ex Eurozone Total Market Small Index 14.3 7.8 11.7 7.8 2.0 2.6 1.1 11.6 STOXX Europe ex Eurozone Total Market Index 13.8 16.4 12.9 16.4 2.1 3.5 1.2 10.4 Performance and annual returns3 Methodology A specific region, country or sector is excluded from the relevant main index.The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html Version and symbols Quick facts Index ISIN Symbol Bloomberg Reuters Weighting Free-float market cap Gross Return EUR CH0147787482 XBINGR XBINGR Index .XBINGR In line with parent index Net Return EUR CH0011445118 XBING XBING Index .XBING Cap factor Price EUR CH0011445084 XBINF XBINF Index .XBINF No. of components Variable Gross Return USD CH0147790049 XBINGV XBINGV Index .XBINGV Net Return USD CH0011445134 XBINI XBINI Index .XBINI Review frequency In line with parent index Price USD CH0011445092 XBINH XBINH Index .XBINH 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. 31, 2000 to Aug. 29, 2014 (USD, 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 . SIZE INDICES 3 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX Components4 Company Supersector Country Weight (%) PROVIDENT FINANCIAL Financial Services GB 1.10 TRELLEBORG B Industrial Goods & Services SE 1.08 GN STORE NORD Health Care DK 1.05 DS SMITH Industrial Goods & Services GB 1.02 DCC Industrial Goods & Services GB 1.00 SPECTRIS Industrial Goods & Services GB 0.97 DERWENT LONDON Real Estate GB 0.93 HENDERSON GRP Financial Services GB 0.93 INCHCAPE Retail GB 0.93 DUFRY GRP Retail CH 0.91 CHR HANSEN HLDG Health Care DK 0.87 MEDA A Health Care SE 0.85 AMLIN Insurance GB 0.83 HIKMA PHARMACEUTICALS Health Care GB 0.83 ROTORK Industrial Goods & Services GB 0.81 MARINE HARVEST Food & Beverage NO 0.81 BTG Health Care GB 0.80 HALMA Industrial Goods & Services GB 0.80 RIGHTMOVE GRP Media GB 0.79 CAPITAL & COUNTIES PROPERTIES Real Estate GB 0.79 HISCOX Insurance GB 0.78 SPIRAX-SARCO Industrial Goods & Services GB 0.76 GREAT PORTLAND ESTATES Real Estate GB 0.75 IG GRP HLDG Financial Services GB 0.73 HAYS Industrial Goods & Services GB 0.72 TGS-NOPEC GEOPHYSICAL Oil & Gas NO 0.72 THOMAS COOK GRP Travel & Leisure GB 0.71 BOOKER GRP Retail GB 0.69 CATLIN GRP Insurance GB 0.68 OCADO Retail GB 0.66 HOWDEN JOINERY GRP Industrial Goods & Services GB 0.65 CLOSE BROTHERS GRP Financial Services GB 0.64 GREENE KING Travel & Leisure GB 0.64 Essentra PLC Industrial Goods & Services GB 0.64 BRITVIC Food & Beverage GB 0.63 DIXONS RETAIL Retail GB 0.63 BELLWAY Personal & Household Goods GB 0.62 GENEL ENERGY Oil & Gas GB 0.62 PREMIER OIL Oil & Gas GB 0.62 CASTELLUM Real Estate SE 0.61 JM Real Estate SE 0.60 BERENDSEN Industrial Goods & Services GB 0.59 GEORG FISCHER Industrial Goods & Services CH 0.58 STAGECOACH GRP Travel & Leisure GB 0.57 NCC B Construction & Materials SE 0.57 BALFOUR BEATTY Construction & Materials GB 0.57 HELVETIA HLDG Insurance CH 0.57 JUPITER FUND MANAGEMENT Financial Services GB 0.57 FIRSTGROUP Travel & Leisure GB 0.56 SHAFTESBURY Real Estate GB 0.56 STOREBRAND Insurance NO 0.56 AFREN Oil & Gas GB 0.56 INTERMEDIATE CAPITAL GRP Financial Services GB 0.56 OC OERLIKON Industrial Goods & Services CH 0.54 TELECITY GRP Technology GB 0.54 ICA GRUPPEN Retail SE 0.52 BILLERUDKORSNAS Basic Resources SE 0.52 VICTREX Chemicals GB 0.52 HOME RETAIL GRP Retail GB 0.50 CARILLION Industrial Goods & Services GB 0.50 PETROLEUM GEO-SERVICES Oil & Gas NO 0.50 INTERNATIONAL PERSONAL FINANCE Financial Services GB 0.50 TOPDANMARK Insurance DK 0.50 WS ATKINS Industrial Goods & Services GB 0.49 QINETIQ GRP Industrial Goods & Services GB 0.49 MICHAEL PAGE INTERNATIONAL Industrial Goods & Services GB 0.49 BBA AVIATION Industrial Goods & Services GB 0.49 JARDINE LLOYD THOMPSON Insurance GB 0.49 INTRUM JUSTITIA Financial Services SE 0.48 MODERN TIMES GRP B Media SE 0.48 AVEVA GRP Technology GB 0.48 BUCHER INDUSTRIES Industrial Goods & Services CH 0.48 BODYCOTE Industrial Goods & Services GB 0.47 4 Based on the last periodic review implementation SIZE INDICES 4 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX Components4 Company Supersector Country Weight (%) FLUGHAFEN ZURICH Industrial Goods & Services CH 0.47 TEMENOS GRP Technology CH 0.47 ULTRA ELECTRONICS Industrial Goods & Services GB 0.46 HEXPOL 'B' Chemicals SE 0.46 BEAZLEY Insurance GB 0.46 ELEMENTIS Chemicals GB 0.46 NEW WH SMITH Retail GB 0.46 OPHIR ENERGY PLC Oil & Gas GB 0.45 CABLE & WIRELESS COMMUNICATION Telecommunications GB 0.44 DNO ASA Oil & Gas NO 0.44 HUNTING Oil & Gas GB 0.44 LANCASHIRE HOLDINGS Insurance GB 0.43 SWEDISH ORPHAN BIOVITRUM Health Care SE 0.43 BB BIOTECH Health Care CH 0.43 STRAUMANN Health Care CH 0.43 CAIRN ENERGY Oil & Gas GB 0.42 MICRO FOCUS INTERNATIONAL Technology GB 0.42 MITIE GRP Industrial Goods & Services GB 0.42 CARPHONE WAREHOUSE GRP Retail GB 0.42 REGUS Industrial Goods & Services GB 0.42 RESTAURANT GRP Travel & Leisure GB 0.42 NIBE INDUSTRIER B Construction & Materials SE 0.42 LOGITECH INTERNATIONAL Technology CH 0.41 ELECTROCOMPONENTS Industrial Goods & Services GB 0.41 DUNELM GROUP Retail GB 0.41 SAAB B Industrial Goods & Services SE 0.41 PHOENIX GROUP HDG.