FTSE North America ex Coal USA

Transcription

1 FTSE Russell Factsheet Indexes Data as at: 28 September 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation risks associated with stranded assets. Stranded assets are fossil fuels deposits, including oil, gas and coal, that must remain unburned or in the ground in order for the world to avoid the worst impacts of climate change. The indexes are designed to represent the performance of companies in specific market segments of the America or North America Index after the exclusion of companies that have certain exposure to coal mining or general mining. 5-Year Performance - Total Return (USD) Sep-2013 Sep-2014 Sep-2015 Sep-2016 Sep-2017 Sep-2018 America ex Coal Performance and Volatility - Total Return Data as at month end FTSE North America America FTSE Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE North America America ex Coal America FEATURES Coverage Derived from the FTSE Global Equity Index Series (GEIS), which covers 98% of the world s investable market capitalisation. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency Index rules are freely available on the FTSE website. Availability The index is calculated based on price and total return methodologies, both real time and end of day. Net of tax versions of the indices are also available. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. FTSE * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data 1 of 6

2 Indexes Data as at: 28 September 2018 Year-on-Year Performance - Total Return Index % (USD) FTSE North America America ex Coal America FTSE Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE North America America ex Coal America FTSE Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 Constituents - INFORMATION Index Universe FTSE All-World Index Series Index Launch 9 June 2015 Base Date 30 December 2005 Base Value 1000 Investability Screen Actual free float applied and liquidity screened Index Calculation Available End of Day End-of-Day Distribution Via FTP and Currency USD Review Dates Constituent Country ICB Sector FTSE North America Diff % Semi-annually in March and September Apple Inc. Technology Hardware & Equipment Microsoft Corp Software & Computer Services Amazon.Com General Retailers Facebook Class A Software & Computer Services JPMorgan Chase & Co Banks Johnson & Johnson Pharmaceuticals & Biotechnology Alphabet Class C Software & Computer Services Alphabet Class A Software & Computer Services Exxon Mobil Corporation Berkshire Hathaway B Oil & Gas Producers Nonlife Insurance Totals of 6

3 Indexes Data as at: 28 September 2018 Top 10 Constituents - America ex Coal Constituent Country ICB Sector America ex Coal Diff % America Nestle Switzerland Food Producers Samsung Electronics Korea Technology Hardware & Equipment Novartis (REGD) Switzerland Pharmaceuticals & Biotechnology HSBC Hldgs UK Banks Roche Hldgs (GENUS) Switzerland Pharmaceuticals & Biotechnology Total France Oil & Gas Producers Royal Dutch Shell A UK Oil & Gas Producers Toyota Motor Japan Automobiles & Parts BP UK Oil & Gas Producers Royal Dutch Shell B UK Oil & Gas Producers Totals Top 10 Constituents - Constituent ICB Sector FTSE Diff % Apple Inc. Technology Hardware & Equipment Microsoft Corp Software & Computer Services Amazon.Com General Retailers Facebook Class A Software & Computer Services JPMorgan Chase & Co Banks Johnson & Johnson Pharmaceuticals & Biotechnology Alphabet Class C Software & Computer Services Alphabet Class A Software & Computer Services Exxon Mobil Corporation Oil & Gas Producers Berkshire Hathaway B Nonlife Insurance Totals Country Breakdown - FTSE North America Country No. of Cons Wgt % No. of Cons Wgt % Diff % Canada Totals of 6

4 Indexes Data as at: 28 September 2018 ICB Supersector Breakdown - FTSE North America ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas Chemicals Basic Resources Construction & Materials Industrial Goods & Services Automobiles & Parts Food & Beverage Personal & Household Goods Health Care Retail Media Travel & Leisure Telecommunications Utilities Banks Insurance Real Estate Financial Services Technology Totals Country Breakdown - America ex Coal America ex Coal America Country No. of Cons Wgt % No. of Cons Wgt % Diff % Australia Austria Belgium Denmark Finland France Germany Hong Kong Ireland Israel Italy Japan Korea Netherlands New Zealand Norway Poland Portugal Singapore Spain Sweden Switzerland UK Totals of 6

5 Indexes Data as at: 28 September 2018 ICB Supersector Breakdown - America ex Coal America ex Coal America ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas Chemicals Basic Resources Construction & Materials Industrial Goods & Services Automobiles & Parts Food & Beverage Personal & Household Goods Health Care Retail Media Travel & Leisure Telecommunications Utilities Banks Insurance Real Estate Financial Services Technology Totals ICB Supersector Breakdown - FTSE ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas Chemicals Basic Resources Construction & Materials Industrial Goods & Services Automobiles & Parts Food & Beverage Personal & Household Goods Health Care Retail Media Travel & Leisure Telecommunications Utilities Banks Insurance Real Estate Financial Services Technology Totals of 6

6 28 September 2018 Indexes Data as at: 28 September 2018 Index Characteristics Attributes FTSE North America ex Coal FTSE North America FTSE Developed ex North America ex Coal FTSE Developed ex North America Number of constituents Net MCap (USDm) 26,888,895 26,906,695 15,550,558 16,019,730 Dividend Yield % Constituent Sizes (Net MCap USDm) Average 39,254 39,109 10,430 10,623 Largest 1,089,670 1,089, , ,993 Smallest 1,285 1, Median 16,105 16,080 4,358 4,404 Weight of Largest Constituent (%) Top 10 Holdings (% Index MCap) bmkimage1 bmkimage2 bmkimage London Stock Exchange Group plc and its applicable group undertakings (the LSE Group ). The LSE Group includes (1) FTSE International Limited ( FTSE ), (2) Frank Russell Company ( Russell ), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the Indexes or the fitness or suitability of the Indexes for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Data definitions available from info@ftserussell.com To learn more, visit info@ftserussell.com; or call your regional Client Services Team office: EMEA +44 (0) North America Asia-Pacific Hong Kong Tokyo Sydney +61 (0) of 6