stoxx index methodology guide (portfolio based indices) - STOXX.com
stoxx index methodology guide (portfolio based indices) - STOXX.com
stoxx index methodology guide (portfolio based indices) - STOXX.com
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<strong>STOXX</strong> INDEX METHODOLOGY GUIDE<br />
7. <strong>STOXX</strong> BENCHMARK INDICES<br />
the exclusion of certain countries. For a <strong>com</strong>plete list please consult the data vendor code sheet on the<br />
website 5 . Customized solutions can be provided upon request.<br />
Region Index<br />
Europe <strong>STOXX</strong> Europe 600<br />
Eurozone EURO <strong>STOXX</strong><br />
Europe ex UK <strong>STOXX</strong> Europe ex UK<br />
Europe ex Euro <strong>STOXX</strong> Europe ex Eurozone<br />
Nordic <strong>STOXX</strong> Nordic<br />
Americas <strong>STOXX</strong> North America 600<br />
Asia/Pacific <strong>STOXX</strong> Asia/Pacific 600<br />
Global <strong>STOXX</strong> Global 1800<br />
Asia/Pacific ex Japan <strong>STOXX</strong> Asia/Pacific 600 ex Japan<br />
Eastern Europe <strong>STOXX</strong> Eastern Europe 300<br />
Sector Indices Index<br />
‹Industry›<br />
Sector ‹Supersector›<br />
‹Sector›*<br />
‹Subsector›*<br />
Size Large<br />
Mid<br />
Small<br />
Ex-Sector Indices Index<br />
Ex- Financials (excluding ICB 8000) <strong>STOXX</strong> Europe 600 ex- Financials<br />
EURO <strong>STOXX</strong> ex-Financials<br />
Ex-Banks (excluding ICB 8300) <strong>STOXX</strong> Europe 600 ex- Banks<br />
EURO <strong>STOXX</strong> ex-Banks<br />
The ex-Banks and ex-Financial <strong>indices</strong> use cap factors of the parent <strong>indices</strong>.<br />
*As some of these <strong>indices</strong> would not have enough <strong>com</strong>ponents, not all <strong>indices</strong> are disseminated.<br />
7.2.3. ONGOING MAINTENANCE<br />
Replacements: To maintain the number of <strong>com</strong>ponents constant, a deleted stock is replaced with the<br />
highest-ranked non-<strong>com</strong>ponent on the selection list. The selection list is updated on a monthly basis<br />
according to the review <strong>com</strong>ponent selection process. During the review implementation month the<br />
published review <strong>com</strong>ponent list is used as selection list.<br />
Fast exit: Not applicable.<br />
Fast entry: Not applicable.<br />
5 http://www.<strong>stoxx</strong>.<strong>com</strong>/download/<strong>indices</strong>/vendor_codes.xls<br />
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