Monthly Index Chart Book

More documents

Recommendations

Info

4,000 3,500 3,000 2,500 2,000 1,500 1,000 Version: February 2011 Graph 65: Seasonality <strong>Chart</strong> - Europe 2008 2007 2006 2005 2004 2009 2010 2011 Jan Feb Mar Apr May June July Aug Sep Oct Nov Dec Boulevard de la Woluwe 62 Woluwelaan ■ 1200 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com 7% 6% 5% 4% 3% 2% 1% 0% 1989 1990 1991 1992 Graph 66: Dividend Growth vs. Inflation - Eurozone 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 Div growth Eurozone CPI Eurozone 2004 2005 2006 2007 2008 2009 2010 24
Version: February 2011 Section 4 North America Developed Boulevard de la Woluwe 62 Woluwelaan ■ 1200 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com 25
Page 1 and 2: 160 ` February 2011
Page 3 and 4: Contents Page 4 Section 1 - Global
Page 5 and 6: Upward Trend Downward Trend 3500 30
Page 7 and 8: Correlation Correlation 1.00 0.80 0
Page 9 and 10: Value-at-Risk (USD Mln) 1.20 1.00 0
Page 11 and 12: Version: February 2011 Section 2 As
Page 13 and 14: Return 100 90 80 70 60 50 40 30 20
Page 15 and 16: Liquidity (Velocity) 90% 80% 70% 60
Page 17 and 18: 2,700 2,350 2,000 1,650 1,300 950 6
Page 21 and 22: Value-at-Risk (USD Mln) Volatility
Page 23: Ratio of return and volatility Retu
Page 27 and 28: Return 100 90 80 70 60 50 40 30 20
Page 29 and 30: Liquidity (Velocity) 160% 140% 120%
Page 31 and 32: 4,000 3,500 3,000 2,500 2,000 1,500
Page 35 and 36: Correlation Correlation 1.00 0.90 0
Page 37 and 38: Section 6 * This section contains s
Page 39 and 40: Value (rebased) 350 300 250 200 150
Page 41 and 42: Version: February 2011 Section 6.2
Page 43 and 44: Return 1.00 0.80 0.60 0.40 0.20 0.0
Page 49 and 50: Return 1.00 0.80 0.60 0.40 0.20 0.0
Page 55 and 56: Return 1.40 1.20 1.00 0.80 0.60 0.4
Page 61 and 62: Return 3.00 2.50 2.00 1.50 1.00 0.5
Page 67 and 68: Return 1.50 1.00 0.50 0.00 -0.50 -1
Page 73 and 74: Return 0.80 0.60 0.40 0.20 0.00 -0.
Page 75 and 76:
Value (rebased) 500 450 400 350 300
Page 77 and 78:
Version: February 2011 Section 7 En
Page 79 and 80:
Number of Constituents - Emerging M
Page 81 and 82:
End-of-Year Constituents Chart - De
Page 83 and 84:
Page 85 and 86:
Page 87 and 88:
Page 89 and 90:
Page 91 and 92:
Page 93 and 94:
Page 95 and 96:
Page 97 and 98:
End-of-Year Constituents Chart - Em
Page 99 and 100:
End-of-Year Constituents Chart - Em
Page 101 and 102:
Asset Class Comparisons and Correla
Page 103 and 104:
Sharpe Ratio The Sharpe ratio is a
Page 105 and 106:
Data Vendor Codes - Indices AMERICA
Page 107 and 108:
Data Vendor Codes - Indices Version
Page 109 and 110:
Data Vendor Codes - Indices Version
Page 111 and 112:
Data Vendor Codes - Indices FTSE EP
Page 113 and 114:
Data Vendor Codes - Index Constitue
Page 115 and 116:
Data Vendor Codes - Index Constitue
Page 117 and 118:
Contacts EPRA FTSE EPRA UK Germany
show all

Monthly Index Chart Book

Create successful ePaper yourself

Delete template?

Save as template?