Venn Smart Alpha Europe Index


Datum der letzten Berechnung: 15.01.21
Indexwert: 111.6300
Monatsverlauf: 2.13 %
Jahresverlauf: 2.13 %

The objective of the Index is to reflect the performance an investor can achieve by investing in a dynamic portfolio of such 30 listed shares from the Reference Market representing the main common convictions of a group of short-listed funds (the “Funds Selection”). To reflect the economic reality given by factors such as availability of instruments, reinvestment of maturing instruments and portfolio size, Index Components may be replaced, and their weighting adjusted over time.

Aktuelle Zusammensetzung
DateISINWeight
15/01/2021CH00120320480.035453956
15/01/2021CH00388633500.033620092
15/01/2021CH04187929220.032517636
15/01/2021DE00057856040.032160202
15/01/2021DE00062310040.033047964
15/01/2021DE00071646000.032751148
15/01/2021DE000A1EWWW00.032078716
15/01/2021DE000PAH00380.034388805
15/01/2021DE000ZAL11110.032098633
15/01/2021DK00102445080.034461697
15/01/2021DK00605349150.034920745
15/01/2021FR00000518070.035133205
15/01/2021FR00001200730.032429277
15/01/2021FR00001205780.034760931
15/01/2021FR00001206930.033082280
15/01/2021FR00001210140.031587881
15/01/2021NL00150001Q90.033242786
15/01/2021FR00001219720.032673081
15/01/2021FR00001305770.034046459
15/01/2021FR00001306500.032708423
15/01/2021FR00001319060.031236454
15/01/2021FR00103078190.033202576
15/01/2021FR00131540020.035324772
15/01/2021GB00071887570.032078743
15/01/2021GB00B10RZP780.033614129
15/01/2021IE00049279390.032643185
15/01/2021IT00031324760.032852405
15/01/2021NL00102732150.035191407
15/01/2021NL00108010070.033278756
15/01/2021SE00099221640.033413653
Index Umschichtungen
DateISINUnit change
08/01/2021SE00099221640.02573660
08/01/2021NL00108010070.03504606
08/01/2021NL0010273215-0.00119497
08/01/2021NL0000009538-0.08102433
08/01/2021IT0003132476-0.06647717
08/01/2021IE00049279390.05729456
08/01/2021GB00B10RZP780.01322931
08/01/2021GB0007188757-0.00856017
08/01/2021FR00131540020.00183312
08/01/2021FR00103078190.00038034
08/01/2021FR0000131906-0.03635804
08/01/2021FR00001306500.00148337
08/01/2021FR0000130577-0.02537429
08/01/2021FR0000121972-0.00075923
08/01/2021FR0000121501-0.03569329
08/01/2021FR0000121014-0.00077831
08/01/2021FR0000120693-0.00010404
08/01/2021FR00001205780.00895509
08/01/2021FR0000120271-0.11267281
08/01/2021FR00001200730.00292774
08/01/2021FR00000518070.00174775
08/01/2021DK00605349150.00993414
08/01/2021DK0010244508-0.00039489
08/01/2021DE000ZAL11110.03842928
08/01/2021DE000PAH00380.00312192
08/01/2021DE000A1EWWW00.00100689
08/01/2021DE000A0D9PT0-0.02140059
08/01/2021DE00071646000.01044949
08/01/2021DE0006231004-0.01371019
08/01/2021DE00057856040.00945457
08/01/2021CH04187929220.00100801
08/01/2021CH00388633500.00755315
08/01/2021CH00120320480.00228975
01/01/2021FR00001202710.00152476
08/12/2020FR00001206930.00016238
Hintergrundinformation

Universe of Index Components

Equity securities of companies from the Reference Market, including in particular stocks listed in Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Norway, Poland, Portugal, Spain, Sweden, Switzerland, and United Kingdom.

Index Components and their selection

1. Funds Selection
The eligible Funds Selection is deemed to include 20 to 30 funds investing in the European Region. The selection is determined annually in January on the last Business Day (the "Funds Selection Day").
Eligible funds must meet the following criteria. They must:
a) Be managed with a fundamental investment philosophy,
b) Be managed in a concentrated way: top ten portfolio positions > 25%,
c) Have a portfolio value> EUR 30 million.
The Funds Selection remains the same until the next Funds Selection Day unless any of the funds no longer meets the criteria or due to any event that substantially changes the way a portfolio is managed. The definition of a substantial change is at the discretion of the Index Allocator.
2. Selection of Securities
The eligible securities are determined quarterly from the aggregation of all the positions held in the portfolios of the Funds Selection on the basis of the latest published inventories available (annual/semi-annual reports and contributions within data providers in Europe).
Selected securities must fulfil the following criteria at the Rebalancing Determination Date to be eligible for the index component selection. The following process is applied:
a) Eligible securities are ranked by decreasing aggregated weightings of positions held by the Funds Selection;
b) eligible securities must be listed on an exchange;
c) only shares are eligible for the index component selection;
d) singletons defined as only one security line selected by a fund out of the Funds Selection are not eligible;
e) Securities whose aggregated weighting is composed for more than two-thirds of a single funds are normalised. The normalisation is done by allocating, to this specific single fund, the average weight calculated from the remaining funds holding the specific security;
f) if multiple lines of a stock qualify for the Index, the less liquid stock is removed;
g) the index component selection is then composed of the 30 top remaining eligible securities.
With each selection of securities and a following rebalancing, an equal weight of the Index Components is applied.

Events
Type Date Note Value
Quarterly Rebalancing Venn Europe Index 04.01.2021
Quarterly Rebalancing Venn Europe Index 01.04.2021
Quarterly Rebalancing Venn Europe Index 01.07.2021
Quarterly Rebalancing Venn Europe Index 01.10.2021
Quarterly Rebalancing Venn Europe Index 03.01.2022
Quarterly Rebalancing Venn Europe Index 01.04.2022
Quarterly Rebalancing Venn Europe Index 01.07.2022
Quarterly Rebalancing Venn Europe Index 03.10.2022
Stammdaten & Dokumente
Identifier: FR0013434347 WKN: ---
Bloomberg Ticker: VENNUE Index Sponsor: Venn Research