aspi eurozone® factsheet

ASPI EUROZONE® FACTSHEET
The Advanced Sustainability Performance Eurozone Index (“ASPI Eurozone®”) is recognised as one of the leading
sustainability indices.
It is used by the growing community of responsible investors to define sustainable investment
universes, to benchmark their investment performance or to create index-linked products.
3 Index selection
A 3-STEP SELECTION PROCESS
1 Sustainability Assessment
The ASPI Eurozone® comprises 120 companies. At each annual review in
September, the following selection process is implemented:
Vigeo rating evaluates the performances of companies in 6 domains:
2
y Environment
y
Community involvement
y Human rights
y
Business behaviour
y Human resources
y
Corporate governance
•
For each company within the Euro Stoxx index, a Global ASPI Score is
calculated using the geometric average of the 6 domain scores:
Sustainability Ratings
•
the ASPI Eurozone®. Amongst the 101 to 140-ranked companies, we
Based on sector peers’ comparison, Vigeo assigns sustainability
ratings
Vigeo rating
The top 100-ranked companies are automatically selected for inclusion in
select 20 by 1) keeping former index constituents first and 2) completing
ASPI score
if necessary with the best ranked companies.
Leader
Î
++
Î
4
Advanced
Î
+
Î
3
– it is rated “0” in one domain
Average
Î
=
Î
2
– it is involved in the production or distribution of anti-personnel
Below average
Î
-
Î
1
Unconcerned
Î
--
Î
0
•
A company is not eligible for inclusion in the ASPI Eurozone® if:
landmines or cluster munitions.
•
At each quarterly review , the continued eligibility of constituents
is
verified.
ifi d The
Th ASPI Eurozone®
E
i completed
is
l
d if the
h number
b off constituents
i
Find our complete guidelines on: www.vigeo.com
falls below 120.
ASPI EUROZONE® FACTSHEET
INDEX DISSEMINATION
INDEX CALCULATION
Th ASPI Eurozone®
The
E
® is
i calculated
l l d and
d disseminated
di
i
d in
i EUR every 15
B
Based
d at 1000 on 31 December
D
b 2000,
2000 the
h ASPI Eurozone®
E
® is
i calculated
l l d
seconds from 9.30 am CET to 5.30 pm CET using real-time prices. Both
according to the same formula and free float weightings as the Euro Stoxx
price and total return indices are calculated. Price indices are calculated
index. There is, however, a 10% (free float) weighting cap mechanism.
using component share prices and return indices take dividend into
account (full methodology available on www.vigeo.com).
Region
Curr.
Type
Short Name
ISIN
STOXX
Calculation
Reuters (1)
EURO
EUR
Price
ASPI (Price)
CH0012449630
AESE
Realtime 15 sec
AESE
Datastream (2)
Micropal
Bloomberg
109387
AESE
109388
AEST
109389
AESK
109390
AESU
ASPIEZE
EURO
EUR
Return
ASPI (Return)
CH0012449648
AEST
Realtime 15 sec
AEST
EURO
USD
Price
ASPI USD (Price)
CH0012449655
AESK
Dayend
AESK
EURO
USD
Return
ASPI USD (Return)
CH0012449663
AESU
Dayend
AESU
DATA VENDORS
ASPIEZ$
ASPI is online at www.vigeo.com
R
Reuters
Datastream: Indi ces
30/05/02
14.38
ASPI EUROZONE E - PRICE INDEX
ASPIEZE
INDICE DES COURS
Valeurs recentes:
Valeur la plus rec ente
755.70
29/05/02
+ Haut sur 12 moi s
+ Bas sur 12 moi s
Moyenne sur 12 moi s
955.80
621.32
801.79
05/06/01
21/09/01
1000
900
Valeur reelle
Variation en %
-1M
773.81
-2.34
Capi. Bours .(mil li ons)
PER
Rendement Divi dende
-3M
790.77
-4.43
E
-12M
955.75
-20.93
1640
700
600
Bloomberg
ASPIEZC, ASPIEZD, ASPIEZE and ASPIEZF.
Performance:
800
Datastream
M J J
ASPIEZE
(1) ASPI Eurozone® components are available on "contributor" pages ASPIEZA, ASPIEZB,
A S O N D J
F M A M
Indi ce des c ours
Indi ce de rentabil ite(RI)
Indi ce des dividendes (DI)
Indi ce des BPA(EI)
Indi ce des actifs(AI)
Nb hauss es
Nb inc hges
Volume(milliers ti tres)
Date de depart
Devise de bas e
Datatype
PI
755.70
773.68
Nb bai sses
31/12/1991
E
INDICE DES COURS
Source: DAT AST REAM
(2) Thomson Financial Datastream mnemonics relate to price indices. Following datatypes are
also
l
available:
il bl RI ((return
t
index),
i d ) MV ((market
k t value)
l ) and
d ffor ASPIEZE:
ASPIEZE PO ((open),
) PH (hi
(high),
h)
PL(low).