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富時金磚四國50股指

股票指数 9547 171

富時金磚四國50股指數(FTSE BRIC 50 Index)

目錄

  • 1 What Does FTSE BRIC 50 Index Mean?
  • 2 FEATURES
  • 3 INFORMATION
  • 4 FTSE BRIC 50 INDEX 3-YEAR PERFORMANCE (USD CAPITAL RETURN)
  • 5 FTSE BRIC 50 INDEX DEPOSITARY RECEIPTS AND H SHARES
  • 6 FTSE BRIC 50 INDEX TOP 10 CONSTITUENTS
  • 7 FTSE BRIC 50 INDEX COUNTRY BREAKDOWN
  • 8 FTSE BRIC 50 INDEX ICB SUPERSECTOR COUNTRY BREAKDOWN
  • 9 FTSE BRIC 50 INDEX PERFORMANCE AND VOLATILITY TABLE (USD TOTAL RETURN)
  • 10 FTSE BRIC 50 INDEX PORTFOLIO CHARACTERISTICS

  • 11 參考文獻

What Does FTSE BRIC 50 Index Mean?

The FTSE BRIC 50 Index represents the performance of the 50 biggest companies by full market capitalisation, that trade as either depositary receipts (DRs) for Brazilian, Indian or Russian companies, or H shares for Chinese companies. The index provides a highly-liquid BRIC basket that can be easily traded,and aims to represent the free-float adjusted capitalisation of the underlying securities.

FEATURES

  • Both the underlying stocks and the constituent DRs and H shares are liquidity screened to ensure that the index is tradable
  • Individual constituents are capped at 15% within the index
  • The index is suitable for the creation of financial products, such as index funds,warrants, certificates and Exchange Traded Funds (ETFs)
  • Constituents are flee-float weighted to ensure that only the investable opportunity set is included within the index
  • Capital and total return versions are available for this index
  • The index is calculated in accordance with the Industry Classification Benchmark (ICB),a global standard developed in partnership with Dow Jones Indexes

  • The indices are managed according to a transparent and public set of index rules,and overseen by an independent committee of leading market professionals. The committee ensures that the rules are correctly applied and adhered to. Regular index reviews are conducted to ensure that a continuous and accurate representation of the market is maintained

INFORMATION

Index Universe

FTSE All-World Index plus all eligible depositary receipts listed on the London Stock Exchange and the New York Stock Exchange

Index Launch

26 March 2007

Base Date

28 February 2007

Base Value

1000

Investability Screen

Free float adjusted and liquidity screened

Index Calculation

Real-time and end-of-day indices available.

Real-time indices calculated every 15 seconds

End-of-Day Distribution

Indices available at 23:30 GMT via FTP and email

Currency

USD, EUR, GBP, JPY

Review Dates

March, June, September & December

Index Rules

Available at www.ftse.com/allworld

Vendor Codes

Available at www.ftse.com/allworld

FTSE BRIC 50 INDEX 3-YEAR PERFORMANCE (USD

CAPITAL RETURN)

FTSE BRIC 50 INDEX 3-YEAR PERFORMANCE

FTSE BRIC 50 INDEX DEPOSITARY RECEIPTS AND H SHARES

Depositary ReceiptsA negotiable financial instrument issued by a bank in one country representing a specific number of shares of a stock traded on the exchange of another country making it easier for individuals to invest in foreign companies by providing better availability of price information, lower transaction costs, and timely dividend distributions.American Depositary Receipts (ADRs) are denominated and quoted in US Dollars. European Depositary Receipts (EDRs

) are denominated and quoted in Euro.

H SharesSecurities of companies incorporated in mainland China and nominated by the Chinese government for listing and trading on the Hong Kong Stock Exchange. They are quoted and traded in HKD.

FTSE BRIC 50 INDEX TOP 10 CONSTITUENTS

RankConstituentCountryICB SupersectorNet Mkt Cap (USDm)Index Weight (%)
1Petroleo Brasileiro S/A ADSBrazilOil & Gas70,34217.06
2Companhia Vale do Rio Doce ADSBrazilBasic Resources41,97910.18%
3OAO GAZPROMRussiaOil & Gas30,7527.46%
4China Life Insurance (H)ChinaInsurance20,9185.07%
5LUKOIL (OAO)RussiaOil & Gas20,4394.96%
6Industrial and Commercial Bank of China (H)ChinaBanks17,0294.13%
7Bank of China (H)ChinaBanks15,9543.87%
8Petrochina (H)ChinaOil & Gas15,0463.65%
9China Construction Bank (H)ChinaBanks14,8783.61%
10Banco Itau Holding Financiera S.A. ADSBrazilBanks13,4953.27%
Totals260,83263.27%
Source: FTSE Group, data as at 27 February 2009

FTSE BRIC 50 INDEX COUNTRY BREAKDOWN

FTSE BRIC 50 INDEX FTSEALL-WORLD BRIC INDEX
CountryNet Mkt Cap (USDm)Index Weight (%)Net Mkt Cap (USDm)Index Weight (%)
Brazil185,07444.90260,05837.65
Russia70,17817.0292,51413.39
India20,1244.88156,16422.61
China136,85833.20181,94326.34
Totals412,234100.00690,679100.00

Source: FTSE Group, data as at 27 February 2009

FTSE BRIC 50 INDEX ICB SUPERSECTOR COUNTRY BREAKDOWN

ICB CodeICB SupersectorBrazil(%)Russia(%)India(%)China(%)Total(%)
500Oil & Gas38.0183.58-17.4037.07
1300Chemicals-----
1700Basic Resources30.409.706.486.7917.87
2300Construction & Materials---6.132.04
2700Industrial Goods & Services1.08--1.901.12
3300Automobiles & Parts-----
3500Food & Beverage7.23---3.25
3700Personal & Household Goods-----
4500Health Care-----
5300Retail-----
5500Media-----
5700Travel & Leisure-----
6500Telecommunications2.936.73-4.043.80
7500Utilities5.82---2.61
8300Banks14.52-83.0943.3924.98
8500Insurance---19.096.34
8700Financial Services---0.540.18
9500Technology--10.430.720.75
Totals(%)100.00100.00100.00100.00100.00

FTSE BRIC 50 INDEX PERFORMANCE AND VOLATILITY TABLE (USD TOTAL RETURN)

 PERFORMANCEVOLATILITY
3M(%)6M(%)YTD(%)12M(%)3YR(%)5YR(%)3YR(%pa)5YR(%pa)1YR Vol(%pa)*3YR Vol(%pa)*5YR Vol(%pa)*
FTSE BRIC 50 Index-3.3-51.3-6.8-59.3-23.866.2-8.710.765.936.732.3
FTSE All-World BRIC Index-3.4-50.6-6.2-59.3-23.260.4-8.49.950.235.932.0
FTSE Emerging Index-5.3-47.7-12.0-56.1-30.622.1-11.54.140.830.426.7
FTSE All-World Index-14.4-43.7-17.5-47.8-36.9-17.3-14.2-3.733.820.417.1
  • Based on daily total returns and annualised based on 260 trading days in a year
    • Based on monthly total returns

Source: FTSE Group and Thomson Datastream, data as at 27 February 2009

FTSE BRIC 50 INDEX PORTFOLIO CHARACTERISTICS

AttributeFTSE BRIC 50 Index
Number of Constituents50
Net Market Cap (USDm)412,234
Constituent Sizes (Net Market Cap USDm)
Average8,245
Largest70,342
Smallest434
Median3,759
Weight of Largest Constituent (%)17.06
Top 10 Holdings (% Index Market Cap)63.27

Source: FTSE Group, data as at 27 February 2009

參考文獻

  • FTSE BRIC 50 INDEX