Stoxx® Global 3000 Technology Index
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SUPERSECTOR INDICES 1 STOXX® GLOBAL 3000 TECHNOLOGY INDEX Stated objective Key facts The STOXX Supersector indices track supersectors of the relevant » Categorization according to their primary source of revenue benchmark index. There are 19 supersectors according to the guarantees an accurate classification of companies in their respective Industry Classification Benchmark (ICB). Companies are categorized business environments according to their primary source of revenue. The following supersectors are available: automobile and parts, banks, basic » Component capping ensures that no component can dominate the resources, chemicals, construction and materials, financial services, index food and beverage, health care, industrial goods and services, insurance, media, oil and gas, personal and household goods, real estate, communications, retail, technology, travel and leisure and utilities. 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 Global 3000 Technology Index 4,573.6 4,143.5 19.6 5.4 618.0 1.2 14.9 0.0 4.1 STOXX Global 3000 Index 48,487.0 40,843.1 13.6 5.1 618.0 1.2 1.5 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 Global 3000 Technology Index 3.8 15.3 33.8 56.5 87.5 55.8 23.3 33.0 15.7 13.1 STOXX Global 3000 Index 2.3 7.5 21.7 51.5 87.5 31.3 11.2 21.2 14.5 13.1 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Global 3000 Technology Index 10.0 10.8 10.2 15.0 16.2 2.1 2.0 2.7 1.0 0.7 STOXX Global 3000 Index 8.4 8.1 8.2 13.1 14.8 1.1 1.3 2.3 1.0 0.8 Index to benchmark Correlation Tracking error (%) STOXX Global 3000 Technology Index 0.9 0.9 0.8 0.8 0.9 3.5 5.8 5.9 8.7 8.3 Index to benchmark Beta Annualized information ratio STOXX Global 3000 Technology Index 1.1 1.1 1.0 0.9 0.9 3.3 1.9 1.6 0.1 -0.0 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. SUPERSECTOR INDICES 2 STOXX® GLOBAL 3000 TECHNOLOGY 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 Global 3000 Technology Index 18.2 20.5 17.9 20.5 3.7 1.6 2.4 13.0 STOXX Global 3000 Index 17.7 15.5 15.7 15.3 2.0 2.3 1.3 7.8 Performance and annual returns3 Methodology Indices from the relevant benchmark index are categorized according to their primary source of revenue. The largest stocks in each supersector are chosen according to free-float market cap. 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 CH0121743477 SXG95GR SXG95GR Index .SXG95GR None except for the STOXX Europe 600 Supersectors, where Net Return EUR CH0121743444 SXG95R SXG95R Index .SXG95R Cap factor the largest company is capped at 30% and the second largest Price EUR CH0121743436 SXG95P SXG95P Index .SXG95P No. of components Variable Gross Return USD CH0121743485 SXG95GV SXG95GV Index .SXG95GV Net Return USD CH0121743469 SXG95V SXG95V Index .SXG95V Review frequency Quarterly (March, June, September, December ) Price USD CH0121743451 SXG95L SXG95L Index .SXG95L 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 (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 . SUPERSECTOR INDICES 3 STOXX® GLOBAL 3000 TECHNOLOGY INDEX Components4 Company Supersector Country Weight (%) Apple Inc. Technology US 14.28 Microsoft Corp. Technology US 8.81 International Business Machine Technology US 4.73 GOOGLE CLASS C Technology US 4.72 Intel Corp. Technology US 3.76 Oracle Corp. Technology US 3.67 Qualcomm Inc. Technology US 3.44 Cisco Systems Inc. Technology US 3.34 FACEBOOK CLASS A Technology US 3.21 TSMC Technology TW 2.53 Tencent Holdings Ltd. Technology CN 1.94 SAP Technology DE 1.85 Hewlett-Packard Co. Technology US 1.64 EMC Corp. Technology US 1.34 Texas Instruments Inc. Technology US 1.34 Canon Inc. Technology JP 0.96 ERICSSON LM B Technology SE 0.93 ASML HLDG Technology NL 0.91 Adobe Systems Inc. Technology US 0.86 Micron Technology Inc. Technology US 0.83 Yahoo! Inc. Technology US 0.82 Infosys Ltd Technology IN 0.80 Salesforce.com Inc. Technology US 0.79 Corning Inc. Technology US 0.77 Cognizant Technology Solutions Technology US 0.75 NOKIA Technology FI 0.73 Applied Materials Inc. Technology US 0.69 SK HYNIX INC Technology KR 0.67 NAVER CORP Technology KR 0.64 SanDisk Corp. Technology US 0.62 MediaTek Inc Technology TW 0.58 Intuit Inc. Technology US 0.57 ARM Technology GB 0.53 Broadcom Corp. Technology US 0.51 TWITTER Technology US 0.49 Western Digital Corp. Technology US 0.49 Tata Consultancy Services Ltd Technology IN 0.49 Seagate Technology Inc. Technology US 0.45 Analog Devices Inc. Technology US 0.43 Cerner Corp. Technology US 0.42 MOTOROLA SOLUTIONS INC. Technology US 0.40 Symantec Corp. Technology US 0.39 INFINEON TECHNOLOGIES Technology DE 0.36 Fujitsu Ltd. Technology JP 0.34 FUJIFILM Holdings Corp. Technology JP 0.33 NetApp Inc. Technology US 0.33 Xilinx Inc. Technology US 0.32 Tokyo Electron Ltd. Technology JP 0.32 Autodesk Inc. Technology US 0.32 Juniper Networks Inc. Technology US 0.31 Citrix Systems Inc. Technology US 0.31 CAP GEMINI Technology FR 0.30 KLA-Tencor Corp. Technology US 0.29 Altera Corp. Technology US 0.28 NVIDIA Corp. Technology US 0.28 Akamai Technologies Inc. Technology US 0.27 Lam Research Corp. Technology US 0.27 Red Hat Inc. Technology US 0.26 Equinix Inc. Technology US 0.26 Linear Technology Corp. Technology US 0.26 Check Point Software Technolog Technology US 0.25 ALCATEL LUCENT Technology FR 0.25 Maxim Integrated Products Inc. Technology US 0.25 Microchip Technology Inc. Technology US 0.25 CA Inc. Technology US 0.24 Computer Sciences Corp. Technology US 0.23 Ricoh Co. Ltd. Technology JP 0.23 SKYWORKS SLTN. Technology US 0.23 CATAMARAN CORP Technology CA 0.23 GEMALTO Technology FR 0.22 DASSAULT SYSTEMS Technology FR 0.21 NEC Corp. Technology JP 0.21 Lenovo Group Ltd. Technology CN 0.21 4 Based on the last periodic review implementation SUPERSECTOR INDICES 4 STOXX® GLOBAL 3000 TECHNOLOGY INDEX Components4 Company Supersector Country Weight (%) F5 Networks Inc. Technology US 0.21 Advanced Semiconductor Enginee Technology TW 0.21 Harris Corp. Technology US 0.20 Asustek Computer Inc Technology TW 0.20 Quanta Computer Inc Technology TW 0.20 Amdocs Ltd. Technology US 0.19 CGI GROUP 'A' Technology CA 0.19 SAGE GRP Technology GB 0.19 VMWARE Technology US 0.19 ILIAD Technology FR 0.18 VeriSign Inc. Technology US 0.18 Teradata Corp. Technology US 0.18 Ansys Inc. Technology US 0.17 Garmin Ltd.