Euromoney smaller european companies index factsheet
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Transcript of Euromoney smaller european companies index factsheet
www.euromoneyindices.com BLOOMBERG <EMIX> GO
October 2014
Return (%) Annualised volatility (%) Sharpe Ratio1
1M 3M YTD 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y
Price -3.2 -9.54 -9.2 -5.0 10.3 6.1 6.6 15.1 19.0 20.0 0.6 0.5 0.4
Net TR -3.1 -9.31 -7.8 -3.4 12.5 8.2 8.7 15.5 19.0 20.0 0.8 0.6 0.5
Gross TR -3.1 -9.28 -7.4 -3.0 13.1 8.8 9.3 15.5 19.0 20.0 0.8 0.6 0.6 1. Based on BBA USD LIBOR 1M
2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004
Price -9.21 34.92 22.21 -23.10 14.81 59.16 -55.00 2.32 45.16 15.96 30.34
Net TR -7.77 37.48 25.13 -21.49 16.96 62.83 -53.81 4.04 47.69 18.19 33.12
Gross TR -7.38 38.17 25.89 -21.08 17.49 63.72 -53.53 4.46 48.40 19.13 33.86
Index Features
Factsheet date 31 October 2014
Number of constituents 1387
Number of markets 16
Currency of calculation USD
Free-float market cap (USD m) 1,499,972
Largest weight (%) 0.3300
Smallest weight (%) 0.0002
Mean weight (%) 0.0721
Median weight (%) 0.0451
Index returns from 31 December 1989
Net total returns from 31 December 2089
Gross total returns from 31 December 2089
Frequency of review Quarterly
Bloomberg JCSCEURO
Reuters .JSER
Index performance since inception
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100
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900
Price Net TR Gross TR
Euromoney Smaller European Companies Index (USD)
The Euromoney Smaller European Companies Indices cover 1350 companies of small- and mid-cap market capitalisation in Europe's developed markets.
Index risk and return statistics
Annual performance (%)
www.euromoneyindices.com BLOOMBERG <EMIX> GO
Constituent Country Industry Group
Industry Sector
Index cap (USD m)
Weight (%)
bpost Belgium Business Providers General Services 4,950 0.3300
Helvetia Switzerland Financial Insurance 4,818 0.3212
ICA Gruppen Sweden Retail Providers Food Retailers 4,747 0.3165
Elisa Finland Business Providers Telecommunications (Fixed) 4,591 0.3061
Delta Lloyd Netherlands Financial Insurance 4,539 0.3026
Boliden Sweden Natural Resources Diversified Natural Resources 4,498 0.2999
BTG UK Consumer Goods Health 4,380 0.2920
Tui AG Germany Retail Providers Leisure 4,356 0.2904
Meda Sweden Consumer Goods Health 4,355 0.2903
ICAP UK Financial Financial Services 4,342 0.2895
Total 45,576 3.0385
Country Number of
constituents Index cap
(USD m) Weight
(%)
UK 350 436,761 29.12
Germany 161 151,815 10.12
France 146 138,656 9.24
Sweden 121 128,754 8.58
Italy 121 118,452 7.90
Switzerland 108 112,426 7.50
Spain 54 83,850 5.59
Norway 65 52,519 3.50
Belgium 47 51,909 3.46
Other markets 214 224,830 14.99
Total 1387 1,499,972 100.00
Industry group Number of
constituents Index cap
(USD m) Weight
(%)
Financial 249 333,262 22.22
Business Providers 260 298,765 19.92
Consumer Goods 209 222,789 14.85
Industrial Goods 162 163,317 10.89
Basic Materials 137 144,317 9.62
Retail Providers 126 141,629 9.44
Technology 175 133,221 8.88
Natural Resources 69 62,671 4.18
Total 1387 1,499,972 100.00
Euromoney Smaller European Companies Index (USD)
Top 10 constituents
Market weightings Industry group weightings
Disclosure Euromoney Indices is the Index compilation and calculation business of Euromoney Institutional Investor PLC (SEDOL 0688666). Euromoney Institutional Investor PLC has been a constituent of the Euromoney Smaller European Companies Index since March 2000. 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.