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

STOXX INDEX METHODOLOGY GUIDE
CONTENTS
1. INTRODUCTION TO THE STOXX INDEX
GUIDES 5
2. CHANGES TO THE GUIDE BOOK 6
2.1. HISTORY OF CHANGES TO THE STOXX EQUITY METHODOLOGY
GUIDE 6
3. COVERAGE 7
3.1. STOXX GLOBAL EQUITY STOCK UNIVERSE 7
3.2. STOXX INVESTABLE UNIVERSE 7
3.3. REGIONAL CLASSIFICATIONS 8
4. INDEX CHARACTERISTICS 11
4.1. MARKET CAPITALIZATION-WEIGHTED INDICES AND PRICE-
WEIGHTED INDICES 11
4.2. SELECTION LISTS 11
4.3. INDEX REVIEW 11
4.4. BUFFERS 12
5. STOCK CHARACTERISTICS 13
5.1. COUNTRY 13
5.2. CURRENCY 13
5.3. INDUSTRY CLASSIFICATION BENCHMARK (ICB) CODE 13
5.4. NUMBER OF SHARES 13
5.5. FREE-FLOAT FACTORS 13
5.6. WEIGHTING FACTOR 14
5.7. FREE-FLOAT MARKET CAPITALIZATION 14
5.7.1. WEIGHTING CAP FACTORS 14
5.7.2. LIQUIDITY SCALING FACTORS 14
6. TOTAL MARKET INDICES (TMI) 16
6.1. TOTAL MARKET COUNTRY INDICES 16
6.1.1. OVERVIEW 16
6.1.2. INDEX REVIEW 16
6.1.3. ONGOING MAINTENANCE 16
6.2. REGIONAL TOTAL MARKET INDICES 16
6.2.1. OVERVIEW 16
6.2.2. INDEX REVIEW 17
6.2.3. ONGOING MAINTENANCE 18
6.3. TOTAL MARKET SIZE INDICES 19
6.3.1. Overview 19
6.3.2. INDEX REVIEW 19
6.3.3. ONGOING MAINTENANCE 20
6.4. STOXX TMI STYLE INDEX 20
6.4.1. Overview 20
6.4.2. INDEX REVIEW 20
6.4.3. ONGOING MAINTENANCE 21
7. STOXX BENCHMARK INDICES 22
7.1. STOXX BROAD INDICES 22
7.1.1. OVERVIEW 22
7.1.2. INDEX REVIEW 22
7.1.3. ONGOING MAINTENANCE 23
7.2. FIXED COMPONENT BENCHMARK INDICES 25
7.2.1. OVERVIEW 25
7.2.2. INDEX REVIEW 25
7.2.3. ONGOING MAINTENANCE 26
7.3. SIZE INDICES BASED ON FIXED COMPONENT BENCHMARK
INDICES 28
7.3.1. OVERVIEW 28
7.3.2. INDEX REVIEW 28
7.3.3. ONGOING MAINTENANCE 29
7.4. STOXX EUROPE 600 SUPERSECTOR INDICES: 30%/15% CAPS 29
7.4.1. OVERVIEW 29
7.4.2. INDEX REVIEW 29
7.4.3. ONGOING MAINTENANCE 30
7.5. STOXX EUROPE 600 NC SUPERSECTOR INDICES 30
7.5.1. OVERVIEW 30
7.5.2. INDEX REVIEW 30
7.5.3. ONGOING MAINTENANCE 31
7.6. STOXX FIXED COMPONENT BENCHMARK CAPPED REAL ESTATE
INDICES 31
7.6.1. OVERVIEW 31
7.6.2. INDEX REVIEW 31
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