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

STOXX INDEX METHODOLOGY GUIDE
CONTENTS
14.1. STOXX EUROPE SUSTAINABILITY INDICES 69
14.1.1. OVERVIEW 69
14.1.2. INDEX REVIEW 69
14.1.3. ONGOING MAINTENANCE 69
14.2. STOXX EUROPE SUSTAINABILITY EX AGTAF/ EX AGTAFA 70
14.2.1. OVERVIEW 70
14.2.2. INDEX REVIEW 70
14.2.3. ONGOING MAINTENANCE 70
14.3. STOXX SUSTAINABILITY BLUE-CHIPS 70
14.3.1. OVERVIEW 70
14.3.2. INDEX REVIEW 70
14.3.3. ONGOING MAINTENANCE 71
15. STOXX EUROPE CHRISTIAN INDEX 72
15.1. STOXX EUROPE CHRISTIAN INDEX 72
15.1.1. OVERVIEW 72
15.1.2. INDEX REVIEW 72
15.1.3. ONGOING MAINTENANCE 72
16. STOXX ISLAMIC INDICES 73
16.1. STOXX EUROPE ISLAMIC BENCHMARK INDICES 73
16.1.1. OVERVIEW 73
16.1.2. INDEX REVIEW 73
16.1.3. ONGOING MAINTENANCE 73
16.2. STOXX ISLAMIC BLUE-CHIP INDICES 74
16.2.1. OVERVIEW 74
16.2.2. INDEX REVIEW 74
16.2.3. ONGOING MAINTENANCE 74
17. STOXX GLOBAL INFRASTRUCTURE 76
17.1. STOXX GLOBAL INFRASTRUCTURE INDICES 76
17.1.1. OVERVIEW 76
17.1.2. INDEX REVIEW 76
17.1.3. ONGOING MAINTENANCE 77
17.1.4. ADJUSTMENTS (INTERIMS PHASE) 78
18. STOXX RARE EARTH INDICES 79
18.1. STOXX RARE EARTH INDICES 79
18.1.1. OVERVIEW 79
18.1.2. INDEX REVIEW 80
18.1.3. ONGOING MAINTENANCE 80
18.1.1. ADJUSTMENTS (INTERIMS PHASE) 80
19. STOXX MINIMUM VARIANCE 82
19.1. STOXX GLOBAL MINIMUM VARIANCE AND STOXX GLOBAL
MINIMUM VARIANCE UNCONSTRAINED 82
19.1.1. OVERVIEW 82
19.1.2. INDEX REVIEW 82
19.1.3. ONGOING MAINTENANCE 83
20. STOXX LOW RISK WEIGHTED 84
20.1. STOXX LOW RISK WEIGHTED 84
20.1.1. Overview 84
20.1.2. Index Review 84
20.1.3. ONGOING MAINTENANCE 85
21. STOXX EM EXPOSED 86
21.1.1. OVERVIEW 86
21.1.2. INDEX REVIEW 86
21.1.3. On-going maintenance 86
22. APPENDIX: INDUSTRY CLASSIFICATION
BENCHMARK (ICB) 89
22.1. HIERARCHY 89
22.2. SUBSECTOR INDICES 91
22.3. SUBSECTOR ASSIGNMENT FOR STOXX OPTIMISED MARKET
QUARTILES 97
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