Stoxx® China a Total Market Index
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TOTAL MARKET INDICES 1 STOXX® CHINA A 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 China A Total Market Index 2,663.6 1,074.1 0.8 0.4 22.6 0.1 2.1 0.0 3.5 STOXX China Total Market Index 1,228.5 625.9 2.8 0.9 63.8 0.0 10.2 0.0 5.4 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 China A Total Market Index 3.7 12.4 11.1 0.6 14.5 53.8 18.8 10.9 0.2 2.7 STOXX China Total Market Index 1.6 12.4 18.0 18.7 41.2 21.0 18.8 17.6 5.7 7.0 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX China A Total Market Index 15.0 16.7 16.8 19.3 21.4 3.5 1.1 0.6 -0.0 0.1 STOXX China Total Market Index 12.0 15.8 15.7 19.1 21.6 1.6 1.1 1.0 0.3 0.3 Index to benchmark Correlation Tracking error (%) STOXX China A Total Market Index 0.8 0.6 0.6 0.7 0.8 9.3 15.1 15.0 15.8 12.6 Index to benchmark Beta Annualized information ratio STOXX China A Total Market Index 1.0 0.6 0.6 0.7 0.8 3.6 -0.0 -0.5 -0.4 -0.4 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® CHINA A 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 China A Total Market Index 14.9 N/A 13.4 N/A 1.9 2.1 1.0 5.8 STOXX China Total Market Index 9.8 N/A 9.8 N/A 1.4 3.8 0.3 7.5 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 CNY CH0186036072 SXCNATGC SXCNATGC Index .SXCNATGC No Net Return CNY CH0186036866 SXCNATC SXCNATC Index .SXCNATC Cap factor Price CNY CH0186064199 SXCNATN SXCNATN Index .SXCNATN No. of components Variable Gross Return EUR CH0186035058 SXCNATGR SXCNATGR Index .SXCNATGR Net Return EUR CH0186036809 SXCNATR SXCNATR Index .SXCNATR Review frequency Quarterly (March, June, September, December) Price EUR CH0186064157 SXCNATP SXCNATP Index .SXCNATP To learn more about the inception date, currency versions, calculation hours and Gross Return USD CH0186036171 SXCNATGV SXCNATGV Index .SXCNATGV historical values, please see our data vendor code sheet. Net Return USD CH0186036973 SXCNATV SXCNATV Index .SXCNATV Price USD CH0186064256 SXCNATL SXCNATL Index .SXCNATL Complete list available here: www.stoxx.com/data/vendor_codes.html 3 STOXX data from Dec. 22, 2003 to Aug. 29, 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® CHINA A TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) PING AN INSUR GP CO. OF CN 'A' Insurance CN 2.24 CHINA MERCHANTS BANK 'A' Banks CN 2.15 CHINA MINSHENG BANKING 'A' Banks CN 2.02 Ind Bank 'A' Banks CN 1.76 Pudong Dev 'A' Banks CN 1.36 AGRICULTURAL BANK OF CHINA 'A' Banks CN 1.25 BANK OF COMMS.'A' Banks CN 1.20 CITIC Securities 'A' Financial Services CN 1.12 Haitong Sec 'A' Financial Services CN 0.90 Vanke 'A' Real Estate CN 0.85 Gree Electric 'A' Personal & Household Goods CN 0.83 Moutai 'A' Food & Beverage CN 0.79 Yili Company 'A' Food & Beverage CN 0.76 INDSTRL & COML.BK.OF CHINA 'A' Banks CN 0.71 CHINA PAC.IN.(GROUP) 'A' Insurance CN 0.67 BOB 'A' Banks CN 0.66 MIDEA GROUP 'A' Personal & Household Goods CN 0.65 PING AN BANK 'A' Banks CN 0.60 Everbright Bank 'A' Banks CN 0.60 SAIC Motor 'A' Automobiles & Parts CN 0.57 Daqin Railway 'A' Industrial Goods & Services CN 0.51 Gemdale 'A' Real Estate CN 0.50 China State Con 'A' Construction & Materials CN 0.49 Hua Xia Bank 'A' Banks CN 0.42 CHINA CON.BANK 'A' Banks CN 0.40 Poly Real Estate 'A' Real Estate CN 0.40 CHINA SHENHUA EN.'A' Basic Resources CN 0.37 Wuliangye 'A' Food & Beverage CN 0.37 SUNING COMMERCE GROUP 'A' Retail CN 0.37 ANHUI CONCH CMT. 'A' Construction & Materials CN 0.37 CHINA PTL.& CHM.'A' Oil & Gas CN 0.36 Yangtze Power 'A' Utilities CN 0.36 GF Securities 'A' Financial Services CN 0.34 United Network 'A' Telecommunications CN 0.33 ZTE 'A' Technology CN 0.33 PETROCHINA 'A' Oil & Gas CN 0.32 CHONGQING CHANGAN AUTMB. 'A' Automobiles & Parts CN 0.31 Rare-Earth 'A' Basic Resources CN 0.30 CN Shipbuilding 'A' Industrial Goods & Services CN 0.30 Kangmei Pharm 'A' Health Care CN 0.29 Hengrui Medi 'A' Health Care CN 0.29 Qingdao Haier 'A' Personal & Household Goods CN 0.29 TBEA 'A' Industrial Goods & Services CN 0.29 China Mer Sec 'A' Financial Services CN 0.28 BANK OF CHINA 'A' Banks CN 0.28 Tianjin Tasly 'A' Health Care CN 0.28 WEICHAI POWER 'A' Industrial Goods & Services CN 0.27 SVA INFORMATION IND. A Personal & Household Goods CN 0.27 GoerTek 'A' Technology CN 0.27 CHINA LIFE INSURANCE 'A' Insurance CN 0.27 HENAN SHUANGHUI INV. & DEV. A Food & Beverage CN 0.27 HUANENG POWER INTL.'A' Utilities CN 0.26 Yunnan Baiyao 'A' Health Care CN 0.26 Guanghui Stone 'A' Real Estate CN 0.25 Fosun Pharm 'A' Health Care CN 0.25 Zoomlion 'A' Industrial Goods & Services CN 0.24 Dr. Peng 'A' Technology CN 0.24 BYD 'A' Automobiles & Parts CN 0.24 Cheng Da 'A' Retail CN 0.23 Nari Tech 'A' Industrial Goods & Services CN 0.23 Gd Power 'A' Utilities CN 0.23 Bank of Nanjing 'A' Banks CN 0.23 CSR 'A' Industrial Goods & Services CN 0.23 Weifu Hi-Tech Gp 'A' Automobiles & Parts CN 0.23 HUBEI HONGCHENG 'A' Industrial Goods & Services CN 0.22 Huatai Security 'A' Financial Services CN 0.22 FOUNDER SECURITIES 'A' Financial Services CN 0.22 Baosteel 'A' Basic Resources CN 0.22 Dong-E E-Jiao 'A' Health Care CN 0.22 SHANGHAI JAHWA UNITED 'A' Personal & Household Goods CN 0.22 Sany 'A' Industrial Goods & Services CN 0.21 Longsheng 'A' Chemicals CN 0.21 TCL Corp 'A' Personal & Household Goods CN 0.21 4 Based on the last periodic review implementation TOTAL MARKET INDICES 4 STOXX® CHINA A TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) WANHUA CHEMICAL 'A' Chemicals CN 0.21 CHINA MINMETALS RA.ETH.