Euromoney emix world factsheet
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Transcript of Euromoney emix world factsheet
www.euromoneyindices.com BLOOMBERG <EMIX> GO
March 2015
Return (%) Annualised volatility (%) Sharpe Ratio1
1M 3M YTD 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y
Price -1.6 2.2 2.2 3.2 10.1 7.9 8.7 10.7 14.3 0.4 0.9 0.6
Net TR -1.3 2.6 2.6 5.0 12.2 10.0 8.8 10.7 14.2 0.6 1.1 0.7
Gross TR -1.2 2.8 2.8 5.7 12.9 10.7 8.8 10.7 14.2 0.6 1.2 0.8 1. Based on BBA USD LIBOR 1M
2015 2014 2013 2012 2011 2010 2009 2008 2007
Price 2.16 1.95 25.56 13.33 -8.20 10.97 27.95 -41.97 7.76
Net TR 2.63 3.80 27.94 15.75 -6.34 13.08 30.84 -40.65 9.57
Gross TR 2.79 4.40 28.71 16.50 -5.79 13.71 31.68 -40.27 10.10
Index Features
Factsheet date 31 March 2015
Number of constituents 8296
Number of markets 23
Currency of calculation USD
Free-float market cap (USD) 38,647,028
Largest weight (%) 1.8754
Smallest weight (%) 0.0000
Mean weight (%) 0.0121
Median weight (%) 0.0015
Index returns from 29 December 2006
Net total returns from 29 December 2006
Gross total returns from 29 December 2006
Frequency of review Quarterly
Bloomberg EMIX
Reuters -
Index performance since inception
0
20
40
60
80
100
120
140
160
180
Dec-06 Dec-08 Dec-10 Dec-12 Dec-14
Price Net TR Gross TR
Annual performance (%)
Index risk and return statistics
The EMIX Benchmark World Index is a free float market cap weighted index. The Index covers broad market capitalisation range of companies across 23 developed markets.
EMIX Benchmark World (USD)
www.euromoneyindices.com BLOOMBERG <EMIX> GO
Constituent Country Industry Group
Industry Sector
Index cap (USD m)
Weight (%)
Apple USA Technology Computer & Comms Equipment 724,773 1.8754
Exxon Mobil USA Natural Resources Energy 356,549 0.9226
Microsoft USA Technology Software And Info Technology 333,525 0.8630
Wells Fargo USA Financial Banks 280,284 0.7252
Johnson & Johnson USA Consumer Goods Health 279,717 0.7238
Novartis Switzerland Consumer Goods Health 267,976 0.6934
General Electric USA Financial Diversified Financials 249,710 0.6461
Nestle Switzerland Consumer Goods Food 243,774 0.6308
Toyota Japan Industrial Goods Vehicle Manufacturers 238,954 0.6183
JP Morgan Chase USA Financial Diversified Financials 225,861 0.5844
Total 3,201,124 8.2830
Country Number of
constituents Index cap
(USD m) Weight
(%)
USA 3104 21,065,963 54.51
Japan 1813 3,956,990 10.24
UK 553 2,879,659 7.45
France 220 1,468,753 3.80
Germany 229 1,441,152 3.73
Canada 436 1,437,985 3.72
Switzerland 148 1,383,645 3.58
Australia 319 1,062,712 2.75
Hong Kong 430 579,076 1.50
Other Markets 1044 3,371,092 8.72
Total 8296 38,647,028 100.00
Industry group Number of
constituents Index cap
(USD m) Weight
(%)
Consumer Goods 1365 8,015,951 20.74
Financial 1412 7,939,263 20.54
Business Providers 1478 5,870,444 15.19
Technology 1081 5,224,172 13.52
Industrial Goods 845 3,501,404 9.06
Natural Resources 557 3,080,558 7.97
Retail Providers 796 3,036,263 7.86
Basic Materials 762 1,978,974 5.12
Total 8296 38,647,028 100.00
Disclosure Euromoney Indices is the Index compilation and calculation business of Euromoney Institutional Investor PLC (SEDOL 0688666). Disclaimer This notice is supplementary to the terms and conditions http://www.euromoneyindices.com/terms-and-conditions of service which govern the use of this website and its related services and you acknowledge the following: The content is made available for your general information and any advice, opinion, statement or other information forming part of the content is not intended for, or to address, your particular purposes or requirements. Your use or reliance on this content is at your sole risk. Neither we nor any of our providers of content make any representations or warranties, express or implied as to the accuracy, completeness or reliability of the content. The content does not constitute any form of advice, recommendation or arrangement by us (including, without limitation, investment advice, trading strategy, or an offer or solicitation to buy or sell any security, financial product or other investment) and is not intended to be relied upon by users in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision. The content is protected by copyright and database rights. Reproduction or transmission of all or part of the content, whether by photocopying, scanning or storing in any medium by electronic means or otherwise, without the written permission of the owner, is prohibited.
Industry group weightings Market weightings
Top 10 constituents
EMIX Benchmark World (USD)