stoxx® global rare earth extended index

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THEME INDICES
STOXX® GLOBAL RARE EARTH EXTENDED
INDEX
Stated objective
Key facts
The STOXX Global Rare Earth Index is designed to give a diversified
representation of companies in the rare earth sector. For a stock to
be a part of the eligible universe, 30% or more of the relevant
company's recent annual revenue has to result directly from
exploration, extraction, transport, processing or any other business
involved in one or more rare earth elements. There are 17 rare earth
elements: Scandium, Yttrium, Lanthanum, Lutetium, Ytterbium,
Thulium, Erbium, Holmium, Dysprosium, Terbium, Gadolinium,
Europium, Samarium, Promethium, Neodymium, Praseodymium and
Cerium.
» With this fundamental approach to universe construction, the index
provides unparalleled exposure, diversification and benchmarking to
investors and asset managers. Growing demand for high-tech
products in which rare earths are used is making them more and
more important. Observers see the limited access to rare earths as an
obstacle to innovation and as limiting the manufacture of many
high-tech products
Descriptive statistics
Index
Market cap (EUR bn.)
STOXX Global Rare Earth Extended Index
STOXX Global 200 Index
Free-float
55.0
Mean
1.9
17,838.6
16,377.1
81.9
Component weight (%)
Median Largest Smallest
0.1
7.9
0.0
59.9
570.7
Largest
20.9
5.3
3.5
Turnover (%)
Smallest Last 12 months
0.0
106.4
0.0
6.0
Country weighting
Supersector weighting (top 10)
Risk and return figures
Components ( EUR bn.)
Full
71.5
1
Index returns
Return (%)
Annualized return (%)
Last month
YTD
1Y
3Y
5Y
Last month
YTD
1Y
3Y
5Y
STOXX Global Rare Earth Extended Index
11.0
19.6
10.6
-75.9
-92.2
229.0
20.9
10.2
-37.1
-39.3
STOXX Global 200 Index
4.4
7.7
3.3
44.5
104.1
63.5
8.1
Index volatility and risk
Annualized volatility (%)
3.2
12.7
14.9
Annualized Sharpe ratio2
STOXX Global Rare Earth Extended Index
18.4
20.2
20.8
32.0
32.7
6.3
1.0
0.5
STOXX Global 200 Index
Index to benchmark
12.8
14.3
15.0
15.0
13.2
Correlation
3.4
0.5
0.2
0.7
0.5
0.4
0.4
0.4
Beta
13.0
18.4
0.9
5.6
STOXX Global Rare Earth Extended Index
Index to benchmark
STOXX Global Rare Earth Extended Index
1
2
1.0
For information on data calculation, please refer to STOXX calculation reference guide.
Based on Euribor1m
0.7
0.6
0.8
19.5
-1.4
-1.5
0.8
1.1
Tracking error (%)
30.1
30.3
Annualized information ratio
0.6
0.3
-2.0
-2.1
(EUR, gross return), all data as of Nov. 30, 2016
INNOVATIVE. GLOBAL. INDICES.
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THEME INDICES
STOXX® GLOBAL RARE EARTH EXTENDED INDEX
Fundamentals (for last 12 months)
Price/earnings
incl. negative
Index
Price/earnings
excl. negative
Price/
book
Price/
sales
Price/
cash flow
Trailing
Trailing
Trailing
Projected
Trailing
Projected
Trailing
Dividend
yield (%) 4
Trailing
STOXX Global Rare Earth Extended Index
15.1
20.4
26.6
20.1
2.4
0.9
1.3
5.9
STOXX Global 200 Index
21.7
16.9
19.6
16.7
0.2
2.9
1.9
15.2
Performance and annual returns3
Methodology
The index comprises all components from the investable universe
that generate at least 30% of their annual revenue in the rare earth
sector. In case a company does not yet generate any revenue, its
future revenue percentage is estimated by the corporation's assets
and/or operating activities. Selection is performed on the basis of
liquidity criteria. All stocks are subject to a minimum liquidity
threshold. The lower boundary is calculated as the average threemonth turnover across all eligible stocks of the rare earth sector. The
detailed methodology including the calculation formula can be found
in our rulebook: http://www.stoxx.com/indices/rulebooks.html
Quick facts
Versions and symbols
Index
ISIN
Symbol
Bloomberg
Gross Return EUR
CH0131037324
STGREGT
STGREGT INDEX .STGREGT
Reuters
Net Return
EUR
CH0131037373
STGRET
STGRET INDEX
.STGRET
Price
EUR
CH0131037308
STGREP
STGREP INDEX
.STGREP
Gross Return USD
CH0131037340
STGREGU
STGREGU INDEX .STGREGU
Net Return
USD
CH0131037365
STGREU
STGREU INDEX
.STGREU
Price
USD
CH0131037332
STGREK
STGREK INDEX
.STGREK
Complete list available here: www.stoxx.com/data/vendor_codes.html
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4
STOXX data from Jun. 19, 2009 to Nov. 30, 2016
gr. div. yield is calculated as gr. return index return minus price index return
CONTACT DETAILS
STOXX customer support
P +41 43 430 7272
[email protected]
www.stoxx.com
Weighting
Free-float market cap
Cap factor
18%
No. of components
Variable
Review frequency
Semi-annually (Mar. and Sep.)
Calculation/distribution
Price (EUR/USD): realtime (every 15 seconds)
Net return, gross return (EUR/USD): end-of-day
Calculation hours
Realtime: 9:00 am - 10:15 pm CET
End-of-day: 10:15 pm CET
Base value/base date
100 as of Jun. 19, 2009
History
Available daily back to Jun. 19, 2009
Inception date
Jul. 28, 2011
(EUR, gross return), all data as of Nov. 30, 2016
Zurich/headquarters:
P +41 43 430 7160
STOXX is part of Deutsche Boerse Group
CUSTOMIZATION
The index can be used as a basis for the definition of STOXX® Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of
customization, in terms of component selection, weighting schemes and personalized calculation methodologies.
DISCLAIMER
STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness,
sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX,
Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In
particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or
their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX® indices, DAX® indices or on any other indices supported by
STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.
BACKTESTED PERFORMANCE
This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index
methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes.
Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.
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THEME INDICES
STOXX® GLOBAL RARE EARTH EXTENDED INDEX
Top 10 Components5
Company
Supersector
Country
ANGLO AMERICAN
FMC Corp.
ALBEMARLE
MMC NORILSK NICKEL
UMICORE
Sociedad Quimica y Minera de C
Materion Corporation
Galaxy Resources Ltd
LYNAS
CHINA RARE EARTH HDG.
Basic Resources
Chemicals
Chemicals
Basic Resources
Chemicals
Chemicals
Industrial Goods & Services
Basic Resources
Basic Resources
Chemicals
GB
US
US
RU
BE
US
US
AU
AU
HK
5
Based on the composition as of Nov. 30, 2016
Weight (%)
20.91
18.75
17.52
16.90
14.26
6.88
1.92
1.42
0.43
0.31