STYLE SKYLINE™ SUMMARY - Foresight...
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2.4 0.1 -0.8 -1.4 -0.4 0.2 -1.8 -3.0 1.8 3.0 0.5 2.9 GLOBAL EQUITY ANALYSIS DATE: 2015-12-31 BASE CURRENCY: AUD STYLE SKYLINE™ SUMMARY COUNTRY & SECTOR ADJUSTED VALUES Portfolio Book to Price Dividend Yield Rtn on Equity Sustainable Growth Market Beta Exp to GDP Shock Global Equity Peer Group Johnston Global Equity
Transcript of STYLE SKYLINE™ SUMMARY - Foresight...
2.4 0.1 -0.8 -1.4 -0.4 0.2
-1.8 -3.0 1.8 3.0 0.5 2.9
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
STYLE SKYLINE™ SUMMARYCOUNTRY & SECTOR ADJUSTED VALUES
Portfolio Book to Price Dividend Yield Rtn on Equity Sustainable Growth Market Beta Exp to GDP Shock
Global Equity Peer Group
Johnston Global Equity
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
STYLE EXPOSURE TILT RANGECOUNTRY & SECTOR ADJUSTED VALUES
STYLE SKYLINE™ HEATMAPCOUNTRY & SECTOR ADJUSTED VALUES
Portfolio B/P B/P(I) D/P D/P(I)FcstD/P
E/P E/Y(I)FcstE/P
FcstE/PFY1
FcstE/PFY2
CF/P CF/P(I) FCF/P FCF/P(I) S/P S/P(I)FcstS/P
EBITDA/P Sal/EV EBITDA/EV RoE EG Inc/Sal S/G FcstGr FcstRev
GlobalEquityPeerGroup
2.37 0.14 -0.27 0.98 1.29 0.91 1.32 -0.64 -1.66 2.36 2.04 0.86 -0.80 0.33 -0.67 0.90 1.42 -1.46
JohnstonGlobalEquity
-1.81 -3.04 -3.54 -1.69 -1.36 -1.27 -1.31 -2.12 -1.94 -1.60 -1.80 -1.54 1.75 1.64 1.99 4.62 1.63 -0.49
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
STYLE EXPOSURE AVERAGESEQUAL WEIGHT ; COUNTRY & SECTOR ADJUSTED ; PORTFOLIO COUNT: 2
STYLE EXPOSURE CHANGES (FROM 30 JUN 2015)
Portfolio B/P B/P(I) D/P D/P(I)FcstD/P
E/P E/Y(I)FcstE/P
FcstE/PFY1
FcstE/PFY2
CF/P CF/P(I) FCF/P FCF/P(I) S/P S/P(I)FcstS/P
EBITDA/P Sal/EV EBITDA/EV RoE EG Inc/Sal S/G FcstGr
Global Equity Peer Group -0.02 1.37 0.95 0.09 0.75 0.27 0.22 0.09 -2.44 0.55 0.27 0.43 1.45 0.38 0.63 -0.40 -0.30 -2.11 0.12 -0.76 -1.98 0.45 0.00 -0.25 -1.21
Johnston Global Equity -0.27 0.46 0.15 0.16 -0.21 -0.12 -0.23 0.03 -2.37 -0.14 -0.04 0.09 0.56 0.59 0.98 0.94 0.29 -0.69 2.22 0.55 0.82 0.63 -0.62 0.09 -1.16
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
REGION ACTIVE WEIGHT
REGION ACTIVE WEIGHTPORTFOLIO COUNT: 2
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
SECTOR CHANGES (FROM 30 JUN 2015)Portfolio Energy Materials Industrials
ConsDisc
ConsStaples
HealthCare
FinancialsInfoTech
Telecoms Utilities
Global Equity Peer Group 1.36 0.53 -1.31 -1.40 1.50 -0.91 0.12 0.25 -0.45 -0.22
Johnston Global Equity 0.80 -2.87 -1.97 -1.99 2.17 0.22 -0.92 2.14 -0.45 -0.22
COUNTRY CHANGES (FROM 30 JUN 2015)Portfolio ARE AUS AUT BEL BRA CAN CHE CHL CHN COL CZE DEU DNK EGY ESP FIN FRA GBR HKG HUN IDN IND IRL ISR ITA JPN KOR MEX MYS NLD NOR NZL
GlobalEquityPeerGroup
-0.03 0.02 -0.02 0.14 0.37 -0.86 -0.52 0.01 -1.37 0.02 -0.01 0.10 -0.19 -0.02 0.03 0.08 -0.01 0.23 0.53 0.00 -0.11 0.09 -0.04 0.05 0.11 0.77 0.01 0.56 0.02 -0.12 0.12 0.00
JohnstonGlobalEquity
-0.03 0.01 0.00 -0.05 0.25 0.42 -0.59 0.01 0.48 0.02 -0.01 1.14 -0.61 -0.02 0.10 -0.02 0.05 0.82 2.80 0.00 0.01 0.13 -0.01 -0.04 -0.44 0.74 -0.01 0.04 0.02 -0.60 0.03 0.00
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
STYLE DISTRIBUTIONPortfolio
MegaValue
MegaCore
MegaGrowth
LargeValue
LargeCore
LargeGrowth
MidValue
MidCore
MidGrowth
SmallValue
SmallCore
SmallGrowth
Cash Excluded
Global Equity PeerGroup
1.76 4.19 2.24 6.64 12.42 5.95 2.96 6.63 2.44 9.09 28.12 12.60 4.58 0.39
Johnston GlobalEquity
4.16 7.31 4.14 2.96 28.03 20.24 4.45 11.89 5.60 0.00 3.82 3.34 4.05 0.00
STYLE DISTRIBUTIONMARKET CAP: 15,50,25,10; BOOK TO PRICE PER SHARE: 25,50,25
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
STYLE DISTRIBUTIONSTYLE DISTRIBUTIONEQUAL WEIGHT; MARKET CAP: 15,50,25,10;BOOK TO PRICE PER SHARE: 25,50,25;PORTFOLIO COUNT: 2
STYLE DISTRIBUTION (FROM 30 JUN 2015)Portfolio
MegaValue
MegaCore
MegaGrowth
LargeValue
LargeCore
LargeGrowth
MidValue
MidCore
MidGrowth
SmallValue
Global Equity Peer Group -0.84 1.80 -0.69 0.45 1.26 0.94 -1.21 -0.79 0.03 -0.77
Johnston Global Equity -0.20 4.51 -4.93 0.04 2.86 9.42 -3.46 -0.90 -1.15 0.00
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
SIZE DISTRIBUTIONPortfolio Mega Large Mid Small Cash Excluded
Global Equity Peer Group 8.19 25.01 12.03 50.20 4.58 0.00
Johnston Global Equity 15.61 51.24 21.94 7.16 4.05 0.00
SIZE DISTRIBUTIONMARKET CAP: 15,50,25,10;
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
SIZE DISTRIBUTIONSIZE DISTRIBUTIONEQUAL WEIGHT; MARKET CAP: 15,50,25,10;;PORTFOLIO COUNT: 2
SIZE DISTRIBUTION (FROM 30 JUN 2015)Portfolio Mega Large Mid Small
Global Equity Peer Group 0.27 2.65 -1.98 -0.93
Johnston Global Equity -0.63 12.33 -5.51 -8.73
2.5 16.0 1.5 1.5 27.5 -9.1 16.2 -8.4 26.3 2.3 42.4
5.3 6.8 3.3 -2.8 15.4 0.0 26.4 -1.4 8.7 2.8 47.7
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
RISK SUMMARYPortfolio
TrackingError
Coverage CurrencyMarketXterms
MarketSectorXterms
SectorStyle
XtermsStyle
StockXterms
Stock
Global Equity Peer Group
Johnston Global Equity
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
RISK AVERAGES: EQUAL WEIGHTPORTFOLIO COUNT: 2
TRACKING ERROR RISK RANGE
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
LIQUIDITY SUMMARYTRADE TO CASH; DEFAULT LIQUIDTY VALUE ($100M)
Portfolio 0.1 0.2 0.3 0.4 0.5 1.0 2.0 3.0 4.0 5.0 10.0
Global Equity Peer Group 78.08 84.39 88.30 90.28 91.66 95.24 97.89 98.60 98.90 99.12 99.69
Johnston Global Equity 77.88 90.37 96.90 97.60 97.87 99.25 100.00 100.00 100.00 100.00 100.00
LIQUIDITY AVERAGESTRADE TO CASH; DEFAULT LIQUIDTY VALUE($100M)PORTFOLIO COUNT: 2
LIQUIDITY RANGETRADE TO CASH; DEFAULT LIQUIDTY VALUE ($100M)
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
ABSOLUTE PERFORMANCE RETURN SUMMARY (AUSTRALIAN DOLLARS) (AUSTRALIAN DOLLARS)Portfolio 1 Month % 3 Months % 6 Months % 9 Months % 1 Year % 3 Years % p.a. 5 Years % p.a. 10 Years % p.a.
Johnston Global Equity -1.57 6.11
Global Equity Peer Group -1.68 5.32
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
PERFORMANCE RANGE ABSOLUTE
ABSOLUTE PERFORMANCE RETURN HEATMAP (AUSTRALIAN DOLLARS) (AUSTRALIAN DOLLARS)Portfolio 1 Month % 3 Months % 6 Months % 9 Months % 1 Year % 3 Years % p.a. 5 Years % p.a.
10 Years %p.a.
Johnston Global Equity -1.57 6.11
Global Equity Peer Group -1.68 5.32
GLOBAL EQUITY ANALYSIS DATE: 2015-12-31
BASE CURRENCY: AUD
PORTFOLIO CHANGES (FROM 30 JUN 2015)Portfolio Value Growth
TrackingError
Volatility BetaEffective
CountCoverage Stock Sector Country Size Style
Global Equity Peer Group 0.21 -0.23 -0.42 -0.81 -0.02 -1.66 0.01 19.71 4.29 4.23 2.93 6.29
Johnston Global Equity -0.21 0.57 -0.39 -1.29 -0.06 -0.61 0.01 15.16 8.42 10.82 15.23 19.64
