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.
Index powered using Thomson Reuters data.
Date | ISIN | Name | Weight |
---|---|---|---|
10/08/2022 | CH0012032048 | Roche Holding AG | 0.030504876 |
10/08/2022 | CH0013841017 | Lonza Group AG | 0.032181835 |
10/08/2022 | CH0038863350 | Nestle SA | 0.031244657 |
10/08/2022 | CH0418792922 | Sika AG | 0.033052361 |
10/08/2022 | DE0006231004 | Infineon Technologies AG | 0.036465378 |
10/08/2022 | DE0007164600 | SAP SE | 0.032207014 |
10/08/2022 | DE000A1EWWW0 | Adidas AG | 0.03139733 |
10/08/2022 | DE000PAH0038 | Porsche Automobil Holding SE | 0.034751315 |
10/08/2022 | DK0060534915 | Novo Nordisk A/S | 0.029782837 |
10/08/2022 | FR0000051807 | Teleperformance SE | 0.030570246 |
10/08/2022 | FR0000120172 | Carrefour SA | 0.030932874 |
10/08/2022 | FR0000120271 | TotalEnergies SE | 0.031381785 |
10/08/2022 | FR0000120578 | Sanofi SA | 0.027075876 |
10/08/2022 | FR0000120693 | Pernod Ricard SA | 0.034005005 |
10/08/2022 | FR0000121014 | LVMH Moet Hennessy Louis Vuitton SE | 0.034816175 |
10/08/2022 | FR0000131104 | BNP Paribas SA | 0.033882524 |
10/08/2022 | FR0010307819 | Legrand SA | 0.034030153 |
10/08/2022 | GB0000536739 | Ashtead Group PLC | 0.038730981 |
10/08/2022 | GB0007188757 | Rio Tinto PLC | 0.031661683 |
10/08/2022 | GB0009895292 | AstraZeneca PLC | 0.030236825 |
10/08/2022 | GB00B24CGK77 | Reckitt Benckiser Group PLC | 0.032661985 |
10/08/2022 | GB00BP6MXD84 | Shell PLC | 0.032813779 |
10/08/2022 | IE0004927939 | Kingspan Group PLC | 0.034133675 |
10/08/2022 | IE00BD1RP616 | Bank of Ireland Group PLC | 0.030564583 |
10/08/2022 | IT0004965148 | Moncler SpA | 0.036673048 |
10/08/2022 | LU1598757687 | ArcelorMittal SA | 0.03499294 |
10/08/2022 | NL0000334118 | ASM International NV | 0.04248196 |
10/08/2022 | NL0010273215 | ASML Holding NV | 0.037920539 |
10/08/2022 | NL0011821202 | ING Groep NV | 0.031590367 |
10/08/2022 | NL00150001Q9 | Stellantis NV | 0.037255393 |
Date | ISIN | Unit Change |
---|---|---|
10/08/2022 | GB00BP6MXD84 | 0.00163381 |
10/08/2022 | GB0009895292 | 0.00022573 |
10/08/2022 | GB0007188757 | 0.00333079 |
10/08/2022 | GB0000536739 | 0.00111823 |
05/08/2022 | NL0011821202 | 0.0069618 |
03/08/2022 | NL0010273215 | 0.00001919 |
03/08/2022 | GB00B24CGK77 | 0.00060564 |
07/07/2022 | SE0017486889 | -0.4120339 |
07/07/2022 | NL00150001Q9 | -0.01841004 |
07/07/2022 | NL0011821202 | -0.08025571 |
07/07/2022 | NL0010273215 | 0.00123297 |
07/07/2022 | NL0000334118 | 0.01925401 |
07/07/2022 | NL0000009538 | -0.16940301 |
07/07/2022 | LU1598757687 | 0.18975603 |
07/07/2022 | IT0004965148 | 0.00595698 |
07/07/2022 | IE00BD1RP616 | -0.11746004 |
07/07/2022 | IE0004927939 | 0.01946938 |
07/07/2022 | GB00BP6MXD84 | 0.17173661 |
07/07/2022 | GB00BLGZ9862 | -1.44331995 |
07/07/2022 | GB00B24CGK77 | -0.00945367 |
07/07/2022 | GB0009895292 | 0.03173631 |
07/07/2022 | GB0007188757 | 0.07185728 |
07/07/2022 | GB0000536739 | 0.01100982 |
07/07/2022 | FR0014008VX5 | -0.00205099 |
07/07/2022 | FR0010307819 | 0.00091559 |
07/07/2022 | FR0000131104 | -0.0113128 |
07/07/2022 | FR0000130577 | -0.08802535 |
07/07/2022 | FR0000121014 | -0.0006227 |
07/07/2022 | FR0000120693 | 0.02344108 |
07/07/2022 | FR0000120578 | -0.00553036 |
07/07/2022 | FR0000120271 | -0.01959923 |
07/07/2022 | FR0000120172 | 0.00964721 |
07/07/2022 | FR0000051807 | -0.00053811 |
07/07/2022 | FI0009000681 | -0.92447631 |
07/07/2022 | DK0060534915 | -0.00336543 |
07/07/2022 | DE000PAH0038 | 0.00819713 |
07/07/2022 | DE000A1EWWW0 | 0.00155634 |
07/07/2022 | DE0007164600 | -0.00049243 |
07/07/2022 | DE0006231004 | 0.01496348 |
07/07/2022 | CH0418792922 | 0.0029316 |
07/07/2022 | CH0038863350 | -0.00272292 |
07/07/2022 | CH0013841017 | 0.00044719 |
07/07/2022 | CH0012255151 | -0.01889105 |
07/07/2022 | CH0012032048 | 0.00076695 |
01/07/2022 | FR0000130577 | 0.00344597 |
20/06/2022 | FR0000120271 | 0.00102116 |
06/06/2022 | FR0000120172 | 0.00474394 |
27/05/2022 | FR0010307819 | 0.00084837 |
26/05/2022 | CH0012255151 | 0.0003014 |
20/05/2022 | IT0004965148 | 0.0009904 |
20/05/2022 | FR0000131104 | 0.00542777 |
18/05/2022 | GB00BLGZ9862 | 0.04176461 |
18/05/2022 | DE0007164600 | 0.00092497 |
13/05/2022 | DE000PAH0038 | 0.00138218 |
12/05/2022 | DE000A1EWWW0 | 0.00030926 |
11/05/2022 | NL0000009538 | 0.00523106 |
11/05/2022 | IE00BD1RP616 | 0.00565277 |
09/05/2022 | NL0011821202 | 0.01201062 |
06/05/2022 | CH0013841017 | 0.00002462 |
05/05/2022 | FR0000120578 | 0.00118779 |
02/05/2022 | NL0010273215 | 0.00004786 |
29/04/2022 | FI0009000681 | 0.0024711 |
27/04/2022 | GB00B24CGK77 | 0.0010723 |
26/04/2022 | SE0011166610 | 0.00061961 |
26/04/2022 | NL0011821202 | 0.0194537 |
25/04/2022 | FR0000121014 | 0.00006351 |
25/04/2022 | FR0000051807 | 0.00010001 |
18/04/2022 | NL00150001Q9 | 0.02301323 |
13/04/2022 | CH0418792922 | 0.00009136 |
08/04/2022 | CH0038863350 | 0.00056689 |
07/04/2022 | SE0011166610 | 0.1004879 |
07/04/2022 | NL00150001Q9 | 0.33936711 |
07/04/2022 | NL0011821202 | 0.12097415 |
07/04/2022 | NL0010801007 | -0.02800889 |
07/04/2022 | NL0010273215 | 0.0007148 |
07/04/2022 | NL0000009538 | 0.16417195 |
07/04/2022 | IT0004965148 | 0.01277503 |
07/04/2022 | IT0003132476 | -0.3837809 |
07/04/2022 | IT0000072170 | -0.31455031 |
07/04/2022 | IE00BD1RP616 | 0.81460141 |
07/04/2022 | IE0004927939 | 0.00545062 |
07/04/2022 | GB00BLGZ9862 | 1.40155534 |
07/04/2022 | GB00B24CGK77 | 0.06425759 |
07/04/2022 | GB0000536739 | 0.0828178 |
07/04/2022 | FR0010307819 | 0.05520731 |
07/04/2022 | FR0000131906 | -0.14337835 |
07/04/2022 | FR0000131104 | 0.02257427 |
07/04/2022 | FR0000130577 | 0.00384652 |
07/04/2022 | FR0000121014 | 0.0005053 |
07/04/2022 | FR0000120693 | -0.02412068 |
07/04/2022 | FR0000120578 | -0.00941642 |
07/04/2022 | FR0000120271 | -0.00450915 |
07/04/2022 | FR0000120172 | -0.03509213 |
07/04/2022 | FR0000120073 | -0.03137662 |
07/04/2022 | FR0000051807 | 0.00070756 |
07/04/2022 | FI0009000681 | 0.92200521 |
07/04/2022 | DK0060534915 | -0.0138044 |
07/04/2022 | DE000ZAL1111 | -0.07330582 |
07/04/2022 | DE000PAH0038 | 0.00077544 |
07/04/2022 | DE000KSAG888 | -0.30225109 |
07/04/2022 | DE000A1EWWW0 | 0.00271794 |
07/04/2022 | DE0007164600 | 0.00559958 |
07/04/2022 | DE0006231004 | 0.04365951 |
07/04/2022 | DE0006202005 | -0.14096949 |
07/04/2022 | DE0006062144 | -0.08539592 |
07/04/2022 | CH0418792922 | 0.00098093 |
07/04/2022 | CH0244767585 | -0.2881362 |
07/04/2022 | CH0038863350 | -0.00325536 |
07/04/2022 | CH0013841017 | 0.0069174 |
07/04/2022 | CH0012255151 | 0.01858965 |
07/04/2022 | CH0012032048 | -0.00200168 |
24/03/2022 | DK0060534915 | 0.00038304 |
23/03/2022 | IE0004927939 | 0.00010307 |
21/03/2022 | FR0000120271 | 0.0011592 |
16/03/2022 | CH0012032048 | 0.00023571 |
17/02/2022 | DE0006231004 | 0.00075818 |
07/01/2022 | NL0013654783 | -0.06408074 |
07/01/2022 | NL0011821202 | 0.00815134 |
07/01/2022 | NL0010801007 | 0.00081864 |
07/01/2022 | NL0010273215 | 0.00026558 |
07/01/2022 | IT0004965148 | -0.00106948 |
07/01/2022 | IT0003132476 | 0.3837809 |
07/01/2022 | IT0000072170 | 0.01306148 |
07/01/2022 | IE0004927939 | 0.04819399 |
07/01/2022 | GB00B019KW72 | -1.35142621 |
07/01/2022 | FR0000131906 | -0.00717228 |
07/01/2022 | FR0000131104 | 0.07610167 |
07/01/2022 | FR0000130577 | -0.00057507 |
07/01/2022 | FR0000121014 | -0.00041818 |
07/01/2022 | FR0000120693 | 0.00054929 |
07/01/2022 | FR0000120578 | 0.00031177 |
07/01/2022 | FR0000120271 | -0.003904 |
07/01/2022 | FR0000120172 | 0.26742346 |
07/01/2022 | FR0000120073 | -0.00160799 |
07/01/2022 | FR0000051807 | -0.00058591 |
07/01/2022 | DK0060534915 | 0.00069617 |
07/01/2022 | DK0060079531 | -0.02258264 |
07/01/2022 | DE000ZAL1111 | 0.01373305 |
07/01/2022 | DE000PAH0038 | -0.00020266 |
07/01/2022 | DE000KSAG888 | -0.03130486 |
07/01/2022 | DE000A1EWWW0 | 0.00250914 |
07/01/2022 | DE0007164600 | 0.00135218 |
07/01/2022 | DE0006231004 | -0.0063687 |
07/01/2022 | DE0006202005 | -0.02738644 |
07/01/2022 | DE0006062144 | 0.0040594 |
07/01/2022 | DE0005785604 | -0.11611045 |
07/01/2022 | CH0418792922 | -0.00200232 |
07/01/2022 | CH0244767585 | -0.03512574 |
07/01/2022 | CH0038863350 | -0.00283421 |
07/01/2022 | CH0012032048 | -0.00033842 |
31/12/2021 | FR0000120271 | 0.00119548 |
29/11/2021 | FR0000121014 | 0.00002304 |
19/11/2021 | IT0000072170 | 0.00699991 |
19/11/2021 | FR0000120693 | 0.00014647 |
10/11/2021 | GB00B019KW72 | 0.01472944 |
01/11/2021 | NL0010273215 | 0.00001564 |
27/10/2021 | NL0013654783 | 0.00010036 |
07/10/2021 | SE0011166610 | -0.08474428 |
07/10/2021 | NL0013654783 | 0.00772701 |
07/10/2021 | NL0011821202 | -0.06108391 |
07/10/2021 | NL0010801007 | -0.00525412 |
07/10/2021 | NL0010273215 | -0.00062221 |
07/10/2021 | LU1598757687 | -0.17507359 |
07/10/2021 | IT0004965148 | 0.00260099 |
07/10/2021 | IT0000072170 | -0.01094096 |
07/10/2021 | GB00B019KW72 | 1.33669677 |
07/10/2021 | FR0000131906 | 0.01502846 |
07/10/2021 | FR0000131104 | -0.08991032 |
07/10/2021 | FR0000130577 | -0.00141033 |
07/10/2021 | FR0000121014 | 0.00042619 |
07/10/2021 | FR0000120693 | -0.0009698 |
07/10/2021 | FR0000120578 | 0.00315241 |
07/10/2021 | FR0000120271 | -0.01352323 |
07/10/2021 | FR0000120073 | 0.00262673 |
07/10/2021 | FR0000051807 | 0.00067621 |
07/10/2021 | DK0060534915 | -0.00786727 |
07/10/2021 | DK0060079531 | 0.00050491 |
07/10/2021 | DE000ZAL1111 | 0.05957277 |
07/10/2021 | DE000PAH0038 | 0.00374121 |
07/10/2021 | DE000KSAG888 | 0.33355595 |
07/10/2021 | DE000A1EWWW0 | 0.00317978 |
07/10/2021 | DE0007164600 | 0.00291076 |
07/10/2021 | DE0006231004 | -0.00609786 |
07/10/2021 | DE0006202005 | -0.00503426 |
07/10/2021 | DE0006062144 | -0.00113961 |
07/10/2021 | DE0005785604 | 0.01410468 |
07/10/2021 | CH0418792922 | 0.00038899 |
07/10/2021 | CH0244767585 | -0.02861531 |
07/10/2021 | CH0038863350 | 0.00178635 |
07/10/2021 | CH0012032048 | 0.00011415 |
01/10/2021 | NL0011821202 | 0.01379659 |
27/09/2021 | FR0000131104 | 0.0018262 |
20/09/2021 | FR0000120271 | 0.00156956 |
13/08/2021 | DK0060534915 | 0.00024575 |
23/07/2021 | DE000PAH0038 | 0.00090062 |
07/07/2021 | SE0011166610 | 0.008853 |
07/07/2021 | NL0013654783 | 0.01271429 |
07/07/2021 | NL0011821202 | 0.02074452 |
07/07/2021 | NL0010801007 | 0.03244437 |
07/07/2021 | NL0010273215 | 0.00002208 |
07/07/2021 | LU1598757687 | 0.00567838 |
07/07/2021 | IT0004965148 | -0.0035827 |
07/07/2021 | IT0000072170 | 0.01094116 |
07/07/2021 | GB00B0SWJX34 | -0.04808193 |
07/07/2021 | GB00B019KW72 | -1.49621674 |
07/07/2021 | FR0000131906 | 0.02065389 |
07/07/2021 | FR0000131104 | 0.08808412 |
07/07/2021 | FR0000130577 | 0.00083816 |
07/07/2021 | FR0000121972 | -0.03080913 |
07/07/2021 | FR0000121014 | -0.00019976 |
07/07/2021 | FR0000120693 | -0.00014406 |
07/07/2021 | FR0000120578 | 0.00221129 |
07/07/2021 | FR0000120271 | 0.12031345 |
07/07/2021 | FR0000120172 | -0.28237453 |
07/07/2021 | FR0000120073 | 0.00072369 |
07/07/2021 | FR0000051807 | -0.00006689 |
07/07/2021 | DK0060534915 | -0.0079228 |
07/07/2021 | DK0060079531 | 0.02207773 |
07/07/2021 | DK0010244508 | -0.00201154 |
07/07/2021 | DE000PAH0038 | 0.0068647 |
07/07/2021 | DE000KSAG888 | -0.49963656 |
07/07/2021 | DE000A1EWWW0 | -0.00065968 |
07/07/2021 | DE0007164600 | -0.00087476 |
07/07/2021 | DE0006231004 | 0.01919049 |
07/07/2021 | DE0006202005 | 0.01479314 |
07/07/2021 | DE0006062144 | 0.08247613 |
07/07/2021 | DE0005785604 | -0.00601051 |
07/07/2021 | CH0418792922 | -0.00069999 |
07/07/2021 | CH0244767585 | 0.35187725 |
07/07/2021 | CH0038863350 | -0.00010846 |
07/07/2021 | CH0012032048 | -0.00080746 |
06/07/2021 | FR0000120693 | 0.00013055 |
14/06/2021 | FR0000130577 | 0.00215127 |
09/06/2021 | LU1598757687 | 0.00133935 |
09/06/2021 | GB00B019KW72 | 0.04224343 |
25/05/2021 | FR0000120172 | 0.00589554 |
24/05/2021 | DE0005785604 | 0.00151855 |
21/05/2021 | IT0004965148 | 0.00051202 |
14/05/2021 | FR0000120073 | 0.00042369 |
12/05/2021 | DE000A1EWWW0 | 0.00011444 |
12/05/2021 | DE0007164600 | 0.00045068 |
07/05/2021 | FR0000121972 | 0.00043849 |
04/05/2021 | FR0000120578 | 0.00135991 |
30/04/2021 | NL0010273215 | 0.00001876 |
28/04/2021 | GB00B0SWJX34 | 0.00032908 |
27/04/2021 | SE0011166610 | 0.00035795 |
26/04/2021 | FR0000051807 | 0.00007004 |
21/04/2021 | CH0418792922 | 0.00009708 |
19/04/2021 | FR0000121014 | 0.00003311 |
16/04/2021 | CH0038863350 | 0.00070212 |
09/04/2021 | SE0011166610 | 0.07553333 |
09/04/2021 | SE0009922164 | -0.14493923 |
09/04/2021 | NL00150001Q9 | -0.29743637 |
09/04/2021 | NL0013654783 | 0.04353908 |
09/04/2021 | NL0011821202 | 0.39383567 |
09/04/2021 | NL0010801007 | -0.03504606 |
09/04/2021 | NL0010273215 | -0.00133062 |
09/04/2021 | LU1598757687 | 0.16805586 |
09/04/2021 | IT0004965148 | 0.08169197 |
09/04/2021 | IT0003132476 | -0.4152745 |
09/04/2021 | IT0000072170 | 0.29448872 |
09/04/2021 | IE0004927939 | -0.05742437 |
09/04/2021 | GB00B10RZP78 | -0.07664247 |
09/04/2021 | GB00B0SWJX34 | 0.04775285 |
09/04/2021 | GB00B019KW72 | 1.45397331 |
09/04/2021 | GB0007188757 | -0.05599347 |
09/04/2021 | FR0013154002 | -0.01273809 |
09/04/2021 | FR0010307819 | -0.04632973 |
09/04/2021 | FR0000131906 | 0.01252306 |
09/04/2021 | FR0000130650 | -0.02243451 |
09/04/2021 | FR0000130577 | -0.00612119 |
09/04/2021 | FR0000121972 | 0.00103995 |
09/04/2021 | FR0000121147 | -0.00506504 |
09/04/2021 | FR0000121014 | -0.0001456 |
09/04/2021 | FR0000120693 | 0.00066699 |
09/04/2021 | FR0000120578 | 0.00077198 |
09/04/2021 | FR0000120172 | 0.27647899 |
09/04/2021 | FR0000120073 | 0.00186869 |
09/04/2021 | FR0000051807 | -0.00102385 |
09/04/2021 | DK0060534915 | 0.00367567 |
09/04/2021 | DK0010244508 | 0.00004994 |
09/04/2021 | DE000ZAL1111 | -0.03842928 |
09/04/2021 | DE000PAH0038 | -0.02420895 |
09/04/2021 | DE000KSAG888 | 0.49963656 |
09/04/2021 | DE000A1EWWW0 | 0.00198556 |
09/04/2021 | DE0007164600 | 0.00131737 |
09/04/2021 | DE0006231004 | 0.00548991 |
09/04/2021 | DE0006202005 | 0.15859705 |
09/04/2021 | DE0005785604 | 0.0129833 |
09/04/2021 | CH0418792922 | 0.00047653 |
09/04/2021 | CH0038863350 | 0.00159409 |
09/04/2021 | CH0012032048 | 0.00091307 |
26/03/2021 | FR0013154002 | 0.00001784 |
25/03/2021 | SE0009922164 | 0.00247883 |
25/03/2021 | DK0060534915 | 0.00066657 |
24/03/2021 | IE0004927939 | 0.00012981 |
23/03/2021 | DK0010244508 | 0.00003435 |
17/03/2021 | CH0012032048 | 0.00026344 |
12/03/2021 | NL00150001Q9 | 0.00158601 |
03/03/2021 | GB0007188757 | 0.0024723 |
25/02/2021 | DE0006231004 | 0.00050515 |
24/02/2021 | GB00B10RZP78 | 0.00075065 |
08/01/2021 | SE0009922164 | 0.0257366 |
08/01/2021 | NL0010801007 | 0.03504606 |
08/01/2021 | NL0010273215 | -0.00119497 |
08/01/2021 | NL0000009538 | -0.08102433 |
08/01/2021 | IT0003132476 | -0.06647717 |
08/01/2021 | IE0004927939 | 0.05729456 |
08/01/2021 | GB00B10RZP78 | 0.01322931 |
08/01/2021 | GB0007188757 | -0.00856017 |
08/01/2021 | FR0013154002 | 0.00183312 |
08/01/2021 | FR0010307819 | 0.00038034 |
08/01/2021 | FR0000131906 | -0.03635804 |
08/01/2021 | FR0000130650 | 0.00148337 |
08/01/2021 | FR0000130577 | -0.02537429 |
08/01/2021 | FR0000121972 | -0.00075923 |
08/01/2021 | FR0000121501 | -0.03569329 |
08/01/2021 | FR0000121014 | -0.00077831 |
08/01/2021 | FR0000120693 | -0.00010404 |
08/01/2021 | FR0000120578 | 0.00895509 |
08/01/2021 | FR0000120271 | -0.11267281 |
08/01/2021 | FR0000120073 | 0.00292774 |
08/01/2021 | FR0000051807 | 0.00174775 |
08/01/2021 | DK0060534915 | 0.00993414 |
08/01/2021 | DK0010244508 | -0.00039489 |
08/01/2021 | DE000ZAL1111 | 0.03842928 |
08/01/2021 | DE000PAH0038 | 0.00312192 |
08/01/2021 | DE000A1EWWW0 | 0.00100689 |
08/01/2021 | DE000A0D9PT0 | -0.02140059 |
08/01/2021 | DE0007164600 | 0.01044949 |
08/01/2021 | DE0006231004 | -0.01371019 |
08/01/2021 | DE0005785604 | 0.00945457 |
08/01/2021 | CH0418792922 | 0.00100801 |
08/01/2021 | CH0038863350 | 0.00755315 |
08/01/2021 | CH0012032048 | 0.00228975 |
01/01/2021 | FR0000120271 | 0.00152476 |
08/12/2020 | FR0000120693 | 0.00016238 |
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.
Identifier: FR0013434347 | |
Bloomberg Ticker: VENNUE | Index Sponsor: Venn Research |
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