Factsheet - Solactive

FACTSHEET - 06.01.2017
Modulor Deep Value Index
BESCHREIBUNG
Der Index besteht aus einem diversifizierten Portfolio von Aktien, die deutlich unterbewertet sind. Eine
Unterbewertung wird festgestellt, wenn vier Bewertungsmodelle unabhängig voneinander zum gleichen Ergebnis
kommen. Das erste Modell ist ein einfaches, robustes, aussagekräftiges Bewertungsmodell mit sehr kurzfristigem
Zeithorizont basierend auf Analystenschätzungen. Das zweite Modell nutzt die klassische Penman-Formel zur
Unternehmensbewertung. Das dritte Modell nimmt eine empirisch gewonnene Kombination wesentlicher
Komponenten des großen Bewertungsmodells zur Unternehmensbewertung. Das letzte Modell bewertet anhand
von Kennziffern nach der Analysemethode Random Forest. Je mehr Positivvoten" unsere Modelle abgaben, desto
höher die erwartete Kursentwicklung. Titel mit einer hohen Marktkapitalisierung werden in der Selektion bevorzugt.
In der Allokation gibt es keine Länder- oder Branchenvorgaben. Die Einzeltitel sind gleichgewichtet."
HISTORISCHE WERTENTWICKLUNG*
180
170
160
150
140
130
120
110
100
Jan-2013
Jul-2013
Jan-2014
Jul-2014
Jan-2015
Jul-2015
Jan-2016
Jul-2016
Jan-2017
STAMMDATEN
ISIN/WKN
Bloomberg / Reuters
Index Berechner
Index Typ
Index Währung
Index Komponenten
Dividenden
DE000SLA1MU4 / SLA1MU
MODDV Index / .MODDV
Solactive AG
Equity
EUR
50
Included (Total Return Index)
Basiswert / Basisdatum
Aktueller Stand
52W Hoch
52W Tief
Berechnung
Historie
100 Points / 31.12.2012
178.5449
183.72
120.96
09:00am to 10:30pm (CET), every 15 seconds
Available daily back to 31.12.2012
FACTSHEET - 06.01.2017
Modulor Deep Value Index
STATISTIKEN
30T
90T
180T
360T
lfd. J
Seit
Auflage
1.2%
15.9%
23.0%
32.5%
0.6%
78.5%
Performance (p.a.)
15.0%
82.1%
52.3%
33.0%
47.2%
15.5%
Volatilität (p.a.)
20.6%
16.4%
15.3%
18.6%
35.8%
16.0%
Hoch
183.72
183.72
183.72
183.72
182.32
183.72
Tief
176.51
150.37
145.09
120.96
178.38
99.58
0.75
5.01
3.43
1.78
1.32
0.97
-3.4%
-4.3%
-5.0%
-11.4%
-2.2%
-30.8%
EUR
Performance
Sharpe Ratio
Max. Drawdown
VaR 95 \ 99
-30.4%\-44.2%
-25.7%\-43.1%
CVaR 95 \ 99
-40.5%\-56.2%
-37.4%\-57.0%
WÄHRUNGS EXPOSURE
LÄNDER EXPOSURE
USD 76.8%
US 74.8%
RUB 4.4%
RU 4.4%
ZAR 4.0%
ZA 4.0%
EUR 3.7%
CA 2.0%
Others 11.0%
Others 14.7%
TOP KOMPONENTEN
Ticker
Währung
Land
Firma
Gewicht
BRCD UW Equity
USD
US
BROCADE COMMUNICATIONS SYS
2.57%
LOPE UW Equity
USD
US
GRAND CANYON EDUCATION INC
2.45%
NSR UN Equity
USD
US
NEUSTAR INC CLASS A
2.41%
RHI UN Equity
USD
US
ROBERT HALF INTL.
2.35%
UAL UN Equity
USD
US
UNITED CONTINENTAL HOLDINGS
2.34%
TRN UN Equity
USD
US
TRINITY INDS
2.34%
LUV UN Equity
USD
US
SOUTHWEST AIRLINES CO
2.27%
DAN UN Equity
USD
US
DANA INC
2.27%
MTSS RX Equity
RUB
RU
MOBILE TELESYSTEMS PJSC
2.27%
JBLU UW Equity
USD
US
JETBLUE AIRWAYS CORP
2.25%
ALK UN Equity
USD
US
ALASKA AIR GROUP
2.19%
ALRS RX Equity
RUB
RU
ALROSA PAO
2.17%
DAL UN Equity
USD
US
DELTA AIR LINES
2.14%
MTN SJ Equity
ZAR
ZA
MTN GROUP LTD
2.12%
FACTSHEET - 06.01.2017
Modulor Deep Value Index
Realtime Preise, einen Index Guide sowie weitere Informationen finden Sie auf www.solactive.com
* Past performance is no guarantee of future results and may be lower or higher than current performance. Index returns are no guarantee for any returns of financial products linked to the
index. Any performance information regarding financial products linked to the index can reflect temporary waivers of expenses and/or fees and does not include insurance/annuity fees and
expenses.
This info service is offered exclusively by Solactive AG, Guiollettstr. 54, D-60325 Frankfurt am Main, E-Mail [email protected] | Disclaimer: The financial instrument is not sponsored,
promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index
and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by Solactive AG. Solactive AG uses its best efforts to ensure that the Index
is calculated correctly. Irrespective of its obligations towards the Issuer, Solactive AG has no obligation to point out errors in the Index to third parties including but not limited to investors and/or
financial intermediaries of the financial instrument. Neither publication of the Index by Solactive AG nor the licensing of the Index or Index trade mark for the purpose of use in connection with
the financial instrument constitutes a recommendation by Solactive AG to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of Solactive AG with
regard to any investment in this financial instrument. This document is for the information and use of professional advisers only. Remember, the information in this document does not constitute
tax, legal or investment advice and is not intended as a recommendation for buying or selling securities. The information and opinions contained in this document have been obtained from
public sources believed to be reliable, but no representation or warranty, express or implied, is made that such information is accurate or complete and it should not be relied upon as such.
Solactive AG and all other companies mentioned in this document will not be responsible for the consequences of reliance upon any opinion or statement contained herein or for any omission. |
Solactive AG, 2013. All rights reserved.

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