Equity S&P 500®
[Pages:8]Equity S&P 500?
Description
The S&P 500? is widely regarded as the best single gauge of large-cap U.S. equities. There is over USD 9.9 trillion indexed or benchmarked to the index, with indexed assets comprising approximately USD 3.4 trillion of this total. The index includes 500 leading companies and captures approximately 80% coverage of available market capitalization.
Index Attributes
Created in 1957, the S&P 500 was the first U.S. market-cap-weighted stock market index. Today, it's the basis of many listed and over-the-counter investment instruments. This world-renowned index includes 500 of the top companies in leading industries of the U.S. economy.
The S&P 500 is part of a series of S&P Dow Jones U.S. equity indices that can be used as mutually exclusive building blocks; the index does not overlap holdings with the S&P MidCap 400? or S&P SmallCap 600?. Together, they constitute the S&P Composite 1500?.
Methodology Construction
? Universe. All constituents must be U.S. companies. ? Eligibility Market Cap.To be included, companies must have an unadjusted market cap of USD 8.2 billion or greater. ? Public Float. Companies must have a float market cap of at least USD 4.1 billion. ? Financial Viability. Companies must have positive as-reported earnings over the most recent quarter, as well as over the most
recent four quarters (summed together).
? Adequate Liquidity and Reasonable Price. Using composite pricing and volume, the ratio of annual dollar value traded (defined as
average closing price over the period multiplied by historical volume) to float-adjusted market capitalization should be at least 1.00, and the stock should trade a minimum of 250,000 shares in each of the six months leading up to the evaluation date.
? Sector Representation. Sector balance, as measured by a comparison of each GICS sector's weight in an index with its weight in
the S&P Total Market Index, in the relevant market capitalization range, is also considered in the selection of companies for the indices.
? Company Type. All eligible U.S. common equities listed on eligible U.S. exchanges can be included. REITs are also eligible for
inclusion. Closed-end funds, ETFs, ADRs, ADS, and certain other types of securities are ineligible for inclusion.
Quick Facts
WEIGHTING METHOD REBALANCING FREQUENCY CALCULATION FREQUENCY CALCULATION CURRENCIES LAUNCH DATE FIRST VALUE DATE REGULATORY AUTHORIZATION
Float-adjusted market cap weighted Quarterly in March, June, September, and December
Real time USD, AUD, BRL, CAD, CHF, EUR, GBP, HKD, JPY, MXN, SGD
March 4, 1957 January 3, 1928 European Union
For more information, including the complete methodology document, please visit:
All information for an index prior to its Launch Date is back-tested, based on the methodology that was in effect on the Launch Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns.
AS OF APRIL 30, 2019
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Historical Performance
Equity S&P 500?
Static text
S&P 500
Performance
INDEX LEVEL
TOTAL RETURNS 5,893.81
PRICE RETURNS 2,945.83
NET TOTAL RETURNS 5,242.36
1 MO 4.05% 3.93% 4.01%
RETURNS 3 MOS 9.48% 8.94% 9.32%
YTD 18.25% 17.51% 18.03%
1 YR 13.49% 11.25% 12.82%
ANNUALIZED RETURNS
3 YRS
5 YRS
14.87%
11.63%
12.57%
9.35%
14.18%
10.94%
10 YRS 15.32% 12.94%
14.6%
Calendar Year Performance
2018
2017
TOTAL RETURNS
-4.38%
21.83%
PRICE RETURNS
-6.24%
19.42%
NET TOTAL RETURNS
-4.94%
21.1%
2016 11.96%
9.54% 11.23%
2015 1.38% -0.73% 0.75%
2014 13.69% 11.39% 12.99%
2013 32.39%
29.6% 31.55%
2012 16% 13.41% 15.22%
2011 2.11%
0% 1.47%
2010 15.06% 12.78% 14.37%
2009 26.46% 23.45% 25.55%
AS OF APRIL 30, 2019
index_services@
Equity S&P 500?
Risk
ANNUALIZED RISK
3 YRS
5 YRS
10 YRS
STD DEV
10.85%
11.27%
12.44%
Risk is defined as standard deviation calculated based on total returns using monthly values.
ANNUALIZED RISK-ADJUSTED RETURNS
3 YRS
5 YRS
1.37
1.03
10 YRS 1.23
Fundamentals
P/E (TRAILING)
P/E (PROJECTED)
P/B
INDICATED DIV YIELD
P/SALES
P/CASH FLOW
18.94
17.27
3
1.95%
1.87
21.79
P/E (Projected) and Dividend Yield are as of April 30, 2019; P/E (Trailing), P/B, P/Sales, and P/Cash Flow are as of December 31, 2018. Fundamentals are updated on approximately the fifth business day of each month.
Index Characteristics
NUMBER OF CONSTITUENTS CONSTITUENT MARKET [USD MILLION]
MEAN TOTAL MARKET CAP LARGEST TOTAL MARKET CAP SMALLEST TOTAL MARKET CAP MEDIAN TOTAL MARKET CAP WEIGHT LARGEST CONSTITUENT [%] WEIGHT TOP 10 CONSTITUENTS [%]
505
50,985.17 1,001,991.02
2,493.38 22,282.29
4.1 22
ESG Characteristics
CARBON TO VALUE INVESTED (METRIC TONS CO2e/$1M INVESTED)* CARBON TO REVENUE (METRIC TONS CO2e/$1M REVENUES)* WEIGHTED AVERAGE CARBON INTENSITY (METRIC TONS CO2e/$1M REVENUES)* FOSSIL FUEL RESERVE EMISSIONS (METRIC TONS CO2/$1M INVESTED)
*Operational and first-tier supply chain greenhouse gas emissions. For more information, please visit: esg-metrics.
111.05 273.72 249.31 851.45
AS OF APRIL 30, 2019
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Top 10 Constituents By Index Weight
CONSTITUENT Microsoft Corp Apple Inc. Inc Facebook Inc A Berkshire Hathaway B JP Morgan Chase & Co Johnson & Johnson Alphabet Inc C Alphabet Inc A Exxon Mobil Corp *Based on GICS? sectors
Sector* Breakdown
SYMBOL MSFT AAPL AMZN FB BRK.B JPM JNJ GOOG GOOGL XOM
Equity S&P 500?
SECTOR* Information Technology Information Technology Consumer Discretionary Communication Services Financials Financials Health Care Communication Services Communication Services Energy
*Based on GICS? sectors The weightings for each sector of the index are rounded to the nearest tenth of a percent; therefore, the aggregate weights for the index may not equal 100%.
Country Breakdown
COUNTRY United States
NUMBER OF CONSTITUENTS 505
Based on index constituents' country of domicile.
TOTAL MARKET CAP [USD MILLION] 25,747,510.93
INDEX WEIGHT [%] 100
AS OF APRIL 30, 2019
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Tickers
PRICE RETURNS TOTAL RETURNS NET TOTAL RETURNS
Static text
TICKER SPX SPXT SPTR500N
Equity S&P 500?
REUTERS .SPFIV .SPXT .SPXNTR
AS OF APRIL 30, 2019
index_services@
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