FTSE MIB - FTSE Russell

FTSE FACTSHEET
FTSE MIB Index
Data as at: 29 July 2016
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The FTSE MIB Index is the primary benchmark index for the Italian equity market and
FEATURES
represents the large cap component of the FTSE Italia All-Share Index. Capturing approximately
80% of the domestic market capitalisation, the FTSE MIB Index measures the performance of
Coverage
the 40 most liquid and capitalised Italian shares and seeks to replicate the broad sector weights
The FTSE MIB Index consists of the 40 most
of the Italian stock market.
liquid and capitalised stocks selected by
1-Year Performance - Capital Return
FTSE Italia Index Policy Committee that are
listed on Borsa Italiana's (BIt) MTA and MIV
(EUR)
markets.
100
95
Objective
90
85
The index is designed for use in the creation
80
of index tracking funds, derivatives and as a
75
performance benchmark.
70
Investability
65
Jul-2015
Sep-2015
Nov-2015
Jan-2016
Mar-2016
May-2016
Jul-2016
Data as at month end
Stocks are free-float weighted to ensure that
only the investable opportunity set is
included within the indices.
FTSE MIB
Capping
Constituents are capped at 15% to avoid
5-Year Performance - Capital Return
over-concentration.
(EUR)
130
Liquidity
120
110
Stocks are screened to ensure that the index
100
is tradable. Foreign shares are eligible for
90
inclusion, although secondary lines are
80
excluded.
70
Transparency
60
Jul-2011
Jul-2012
Jul-2013
Jul-2014
Jul-2015
Jul-2016
Data as at month end
The index uses a transparent, rules-based
construction process. Index Rules are freely
available on the FTSE website.
FTSE MIB
Availability
The index is calculated based on price and
Performance and Volatility - Capital Return
Index (EUR)
Return %
FTSE MIB
Return pa %*
total return methodologies, both real time
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
-9.4
-9.7
-21.3
-28.4
2.2
-8.6
0.7
-1.8
32.8
24.1
21.5
accordance with the Industry Classification
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
Benchmark (ICB), the global standard for
Year-on-Year Performance - Capital Return
FTSE MIB
Industry Classification Benchmark
Index constituents are categorized in
* Compound annual returns measured over 3 and 5 years respectively
Index % (EUR)
intra-second and end-of-day.
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
16.0
-7.0
-49.5
19.5
-13.2
-25.2
7.8
16.6
0.2
12.7
industry sector analysis.
Source: FTSE Russell as at 29 July 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information.
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Data as at: 29 July 2016
FTSE MIB Index
Return/Risk Ratio and Drawdown - Capital Return
Index (EUR)
INFORMATION
Return/Risk Ratio
FTSE MIB
Drawdown (%)
Index Universe
1YR
3YR
5YR
10YR
1YR
3YR
5YR
10YR
-0.8
0.0
-0.1
-0.3
-37.0
-37.2
-37.2
-72.1
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Q2 2009
Top 10 Constituents
ICB Sector
Eni
markets
Index Launch
Drawdown - based on daily data
Constituent
All stocks listed on BIt's MTA and MIV
Base Date
Net MCap (EURm)
Wgt %
Oil & Gas Producers
33,698
14.04
31 December 1997
Enel
Electricity
31,369
13.07
Base Value
Intesa Sanpaolo
Banks
23,715
9.88
Generali
Nonlife Insurance
14,851
6.19
Snam
Gas Water & Multiutilities
12,670
5.28
Unicredit
Banks
11,104
4.63
Atlantia
Industrial Transportation
10,667
4.44
Index Calculation
Luxottica Group
Personal Goods
7,715
3.21
End-of-day and real-time indices available
Telecom Italia
Fixed Line Telecommunications
7,048
2.94
End-of-Day Distribution
Terna
Electricity
6,950
2.90
159,788
66.58
Totals
24,401.54
Investability Screen
Free-float adjusted and liquidity screened
Via FTP and email
Currency
ICB Supersector Breakdown
ICB Code
ICB Supersector
0500
EUR
No. of Cons
Net MCap (EURm)
Wgt %
Oil & Gas
2
35,950
14.98
1700
Basic Resources
1
5,648
2.35
2300
Construction & Materials
2
3,348
1.40
2700
Industrial Goods & Services
4
24,963
10.40
3300
Automobiles & Parts
2
10,421
4.34
3500
Food & Beverage
1
2,612
1.09
3700
Personal & Household Goods
3
10,786
4.49
4500
Health Care
1
2,960
1.23
5300
Retail
1
1,556
0.65
5500
Media
1
2,031
0.85
6500
Telecommunications
1
7,048
2.94
7500
Utilities
4
52,939
22.06
8300
Banks
9
48,607
20.25
8500
Insurance
5
22,095
9.21
8700
Financial Services
2
4,929
2.05
9500
Technology
Totals
1
4,100
1.71
40
239,992
100.00
Index Characteristics
Attributes
FTSE MIB
Number of constituents
Net MCap (EURm)
Dividend Yield %
4.02
December
Data definitions available from [email protected]
To learn more, visit www.ftserussell.com;
email [email protected], [email protected]; or
call your regional Client Services Team office:
EMEA
+44 (0) 20 7866 1810
North America
Average
6,000
Largest
33,698
Median
Quarterly in March, June, September and
40
239,992
Constituent Sizes (Net MCap EURm)
Smallest
Review Dates
741
2,903
Weight of Largest Constituent (%)
14.04
Top 10 Holdings (% Index MCap)
66.58
+1 877 503 6437
Asia-Pacific
Hong Kong +852 2164 3333
Tokyo +81 3 3581 2764
Sydney +61 (0) 2 8823 3521
29 July 2016
Source: FTSE Russell as at 29 July 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information.
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Data as at: 29 July 2016
FTSE MIB Index
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(“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.
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“FTSE4Good ” and “ICB ” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service
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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 FTSE MIB or the fitness or suitability of the FTSE MIB 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
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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.
Source: FTSE Russell as at 29 July 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information.
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