DIVIDEND INDICES EURO STOXX® SELECT DIVIDEND 30 INDEX
[Pages:3]DIVIDEND INDICES
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EURO STOXX? SELECT DIVIDEND 30 INDEX
Index description
EURO STOXX? Select Dividend 30 Index 的目标是将指数投 ;资组合的股息收 0;率最大化。该指ă 68;包括 EURO STOXX? Index中预期股息收益 29575;最高的前40只股票 ;。股息收益率根ৱ 4;3个月预期股息和$ 873;股时证券的收盘 0215;计算。指数系列 21253;括全球、北美、& #27431;洲、亚太和日本 地区。
Key facts
? 每季度审阅一次, ;以尽可能密切跟ื 4;股息收益率最高į 40;公司的表现,并 771;虑到在北美地区 0840;年各个时候都经 24120;有企业进行派息& #12290;
? 采用两个标准对投 ;资组合的流动性 7;行筛选:指数成Ñ 98;股的3个月日均交 6131;量必须至少达到40 0万欧元,并按照ಮ 3;流动性调整的股ö 87;收益率进行选股 290;
? 单只成分股的权重 ;上限为10%,指数构 5104;极具多元化
?
Risk and return figures1
Index returns
EURO STOXX Select Dividend 30 Index EURO STOXX Index Index volatility and risk EURO STOXX Select Dividend 30 Index EURO STOXX Index Index to benchmark EURO STOXX Select Dividend 30 Index Index to benchmark
EURO STOXX Select Dividend 30 Index
Performance and annual returns3
Last month -3.8 -5.7
20.8 18.6
0.9
1.0
YTD -32.1 -15.6
38.5 32.1
1.0
1.1
Return (%)
1Y
3Y
5Y Last month
-29.8
-27.6
-8.6
N/A
-12.2
-8.4
9.3
N/A
Annualized volatility (%)
35.5
22.8
20.5
N/A
29.7
20.1
18.9
N/A
Correlation
1.0
0.9
1.0
7.5
Beta
1.1
1.1
1.0
3.2
YTD N/A N/A
N/A N/A
12.0
-2.1
Annualized return (%)
1Y
3Y
5Y
-30.2
-10.3
-1.8
-12.3
-2.9
1.8
Annualized Sharpe ratio2
-1.0
-0.5
-0.1
-0.4
-0.1
0.1
Tracking error (%)
11.1
7.6
6.3
Annualized information ratio
-1.9
-1.0
-0.6
1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on EURIBOR1M 3 STOXX data from Dec. 31, 2004 to Oct. 30, 2020
(EUR, gross return), all data as of Oct. 30, 2020
STOXX Ltd. is part of Qontigo
DIVIDEND INDICES
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EURO STOXX? SELECT DIVIDEND 30 INDEX
Methodology
指数范围包括EURO STOXX? Index的所有成分股。 21482;有预期股息收益& #29575;最高和将会在下 一个调整期进行派 ;息的40家公司才能 435;入指数。采用流 1160;性(按日均交易 39069;衡量)和市值筛& #36873;器。预期股息收 益率按公布的金额 ;、预期股息和1月z 89;4月、7月和10月最后 一个营业日的收盘 ;价进行衡量。由ઽ 2;得出的指数构成ß 12;3月、6月、9月和12月 ;的第三个星期五ஶ 3;效。关于计算公ó 35;等详细的方法说 126;可以查阅我们的 5268;则手册:stoxx.
Quick facts
Weighting
经流通性调整的
Cap factor
10%
No. of components
40
Review frequency
每季度审阅一次
欲了解关于推出日期、币 种、计算时段和历史价值
Versions and symbols
Index
ISIN
Symbol
Bloomberg
Reuters
Gross Return AUD
Gross Return AUD
Net Return AUD
Net Return AUD
Price
AUD
Price
AUD
Gross Return CAD
Gross Return CAD
Net Return CAD
Net Return CAD
CH0271081454 CH0271081454 CH0271081504 CH0271081504 CH0271081553 CH0271081553 CH0271081462 CH0271081462 CH0271081512 CH0271081512
SD3AGU SD3AGU SD3AU SD3AU SD3AA SD3AA SD3CGU SD3CGU SD3CU SD3CU
.SD3AGU .SD3AGU .SD3AU .SD3AU .SD3AA .SD3AA .SD3CGU .SD3CGU .SD3CU .SD3CU
Complete list available here: data/vendor_codes.html
CONTACT DETAILS
STOXX customer support P +41 43 430 7272 customersupport@
DISCLAIMER
STOXX?系列指数受知识产权保护。STOXX及
欧元STOXX50均为注册商标。
金融产品或因其他目的使用STOXX?指数,都需要获得STOXX的
5
4
8
0
;
&
#
2
6
4
3
5
;
&
#
1
2
2
9
0
;
STOXX并未担保或陈述、表达或暗示其数据的及时性、排
24207;、准确性、完整性、最新性、适销性、质量或适用
20110;任何特别的目的。
STOXX?并未通过发布STOXX?指数或相关信息而提供投资建议。
BACKTESTED PERFORMANCE
本文件所包含的指数表现数据是建立在历史回测基础
上的。例如:如果使用同样的编制方法,并以成分股
历史行情为基础,该指数在正式发布前可能有什么样
CUSTOMIZATION
该指数可用作STOXX?定制指数的基础。STOXX可根据客户具体 8656;求或委托定制指数,在成分股选取、权重方案以及
DIVIDEND INDICES
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EURO STOXX? SELECT DIVIDEND 30 INDEX
Top 10 Components4
Company
AEGON NN GROUP DEUTSCHE POST COVIVIO NOKIAN RENKAAT BMW TAG IMMOBILIEN AG PORSCHE PREF PUBLICIS GRP BASF
Supersector
Insurance Insurance Industrial Goods & Services Real Estate Automobiles & Parts Automobiles & Parts Real Estate Automobiles & Parts Media Chemicals
Country
Netherlands Netherlands Germany France Finland Germany Germany Germany France Germany
Weight (%)
7.31 5.45 5.10 4.42 4.03 3.91 3.81 3.74 3.54 3.48
4 Based on the composition as of Oct. 30, 2020
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