stoxx index methodology guide (portfolio based indices) - STOXX.com

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STOXX INDEX METHODOLOGY GUIDE 3. COVERAGE Name Global Developed and Emerging Markets Developed Markets Emerging Markets Americas North America Latin America Asia Ukraine X X X USA X X X X X Vietnam X X X * Eurozone: companies incorporated and listed in the above defined Eurozone countries that are traded in Euro. Companies incorporated in Eurozone countries and not trading in EUR are not eligible for the STOXX indices. East Asia Pacific Asia Pacific BRIC Africa All Europe Europe Nordic Eurozone* EU Enlarged Eastern Europe Balkan Sub Balkan 10/99
STOXX INDEX METHODOLOGY GUIDE 4. INDEX CHARACTERISTICS 4.1. MARKET CAPITALIZATION-WEIGHTED INDICES AND PRICE- WEIGHTED INDICES Unlike free-float market capitalization-weighted indices, price-weighted indices are weighted by another appropriate factor. For details please consult the calculation guide and the weighting factor definition in chapter 5.6 of this document. 4.2. SELECTION LISTS The selection lists are produced for indices with a fixed number of constituents in order to determine replacements for any stock deleted from the indices due to a corporate action. Selection lists can also indicate possible changes in the composition of the index at the next review. 4.3. INDEX REVIEW To keep up with the latest development of the stock markets, all indices are reviewed on a regular basis to ensure a transparent and up-to-date index basket. The implementations are usually conducted quarterly after the close every third Friday in March, June, September and December and effective the next trading day. Component changes are announced: � on the last trading day prior to the review month for major blue-chip indices � on the fifth trading day of the review month for price weighted indices � on the fourth Tuesday prior to the review implementation month for all other indices. Diverging announcement schedules may occur and are defined in the specific index methodology and communicated in advance. The detailed review schedule is published on the STOXX website. 1 The most recent free float data as known to STOXX are used for the component selection. The detailed cut off dates are available in the STOXX Calculation Guide. 1 http://www.stoxx.com/news/review_dates.html 11/99
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