Mr Component Bluechip 200907
This document was uploaded by user and they confirmed that they have the permission to share it. If you are author or own the copyright of this book, please report to us by using this DMCA report form. Report DMCA
Overview
Download & View Mr Component Bluechip 200907 as PDF for free.
More details
- Words: 2,910
- Pages: 4
Dow Jones STOXX 50 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
GB0005405286 GB0007980591 CH0038863350 ES0113900J37 FR0000120271 CH0012005267 CH0012032048 GB00B16GWD56 ES0178430E18 GB0009252882 GB00B03MLX29 DE000ENAG999 FR0000120578 GB0009895292 DE0007236101 FR0000131104 GB0002875804 ES0113211835 GB0000566504 IT0003132476 GB0007188757 GB0008762899 GB0031348658 FR0010208488 CH0012138530 DE0005752000 FI0009000681 GB0008847096 FR0000133308 CH0024899483 IT0000064854 DE0005151005 DE0008404005 GB00B1XZS820 NL0000009355 CH0012221716 DE0007100000 DE0007164600 DE0005140008 GB0002374006 DE0005557508 FR0000130809 IT0000072618 FR0000120628 LU0323134006 ES0144580Y14 SE0000108656 IT0000062072 NL0000303600 NL0000009538
GB GB CH ES FR CH CH GB ES GB GB DE FR GB DE FR GB ES GB IT GB GB GB FR CH DE FI GB FR CH IT DE DE GB NL CH DE DE DE GB DE FR IT FR LU ES SE IT NL NL
8000 0001 3000 8000 0001 4000 4000 6000 6000 4000 0001 7000 4000 4000 2000 8000 3000 8000 1000 0001 1000 0001 8000 7000 8000 1000 9000 5000 6000 8000 8000 1000 8000 1000 3000 2000 3000 9000 8000 3000 6000 8000 8000 8000 1000 7000 9000 8000 8000 3000
8300 0500 3500 8300 0500 4500 4500 6500 6500 4500 0500 7500 4500 4500 2700 8300 3700 8300 1700 0500 1700 0500 8300 7500 8300 1300 9500 5300 6500 8300 8300 1300 8500 1700 3500 2700 3300 9500 8300 3500 6500 8300 8300 8500 1700 7500 9500 8500 8500 3700
8350 0530 3570 8350 0530 4570 4570 6570 6530 4570 0530 7570 4570 4570 2720 8350 3780 8350 1770 0530 1770 0530 8350 7570 8350 1350 9570 5330 6530 8350 8350 1350 8530 1770 3570 2750 3350 9530 8350 3530 6570 8350 8350 8530 1750 7530 9570 8530 8570 3740
8355 0537 3577 8355 0537 4577 4577 6575 6535 4577 0537 7575 4577 4577 2727 8355 3785 8355 1775 0537 1775 0537 8355 7575 8355 1357 9578 5337 6535 8355 8355 1353 8532 1775 3577 2757 3353 9537 8355 3535 6575 8355 8355 8532 1757 7535 9578 8532 8575 3743
Price (in €)
Free Float Factor
Factor (10% cap)
1.0000 0.9081 0.9237 1.0000 0.8862 0.9258 1.0000 0.9070 0.8720 0.9163 1.0000 1.0000 0.7972 1.0000 0.8933 0.8332 1.0000 1.0000 1.0000 0.6084 0.8800 0.9371 1.0000 0.5900 0.9110 1.0000 1.0000 1.0000 0.7266 1.0000 0.9499 1.0000 1.0000 1.0000 0.9056 1.0000 0.8402 0.7129 1.0000 0.9064 0.6831 1.0000 0.8140 0.7992 0.5918 0.6892 1.0000 0.8433 1.0000 1.0000
1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
HSBC BP NESTLE BCO SANTANDER TOTAL NOVARTIS ROCHE HLDG P VODAFONE GRP TELEFONICA GLAXOSMITHKLINE ROYAL DUTCH SHELL A E.ON SANOFI-AVENTIS ASTRAZENECA SIEMENS BNP PARIBAS BRITISH AMERICAN TOBACCO BCO BILBAO VIZCAYA ARGENTARIA BHP BILLITON ENI RIO TINTO BG GRP BARCLAYS GDF SUEZ CREDIT SUISSE GRP BAYER NOKIA TESCO FRANCE TELECOM UBS UNICREDIT BASF ALLIANZ ANGLO AMERICAN UNILEVER NV ABB DAIMLER SAP DEUTSCHE BANK DIAGEO DEUTSCHE TELEKOM GRP SOCIETE GENERALE INTESA SANPAOLO AXA ARCELORMITTAL IBERDROLA ERICSSON LM B ASSICURAZIONI GENERALI ING GRP PHILIPS ELECTRONICS DJ STOXX 50 DJ STOXX 600
7.08 5.81 28.82 10.16 38.91 32.07 110.43 1.43 17.46 13.44 18.44 26.56 45.96 32.78 56.00 51.15 21.73 11.52 18.28 16.33 29.10 11.68 3.53 26.81 33.10 43.06 9.34 4.30 17.51 10.23 2.06 35.16 69.20 22.57 19.17 12.79 32.47 33.00 45.39 10.97 8.99 45.05 2.61 14.83 25.25 6.02 6.85 15.99 9.00 16.00 2291.39 224.91
Page 1 of 4
Free Float Market Capitalization (in €)
121,862,472,446 109,115,636,113 101,973,503,765 82,860,954,146 81,770,797,432 78,502,421,220 77,586,719,284 75,764,384,178 71,613,622,299 70,353,538,224 65,407,343,342 53,146,560,000 48,173,810,717 47,639,257,612 45,732,843,295 44,544,774,036 43,984,311,424 43,176,604,274 40,776,926,008 39,793,929,355 39,216,083,336 39,164,907,688 38,928,338,775 35,728,107,970 35,694,721,793 35,608,372,612 34,977,819,476 33,762,890,272 33,261,749,437 33,002,478,690 32,704,927,545 32,316,259,200 31,302,620,000 30,285,291,456 29,768,276,456 29,716,160,025 28,944,509,874 28,836,942,019 28,180,790,691 27,434,652,302 26,783,167,008 26,161,762,342 25,198,493,978 24,760,426,103 23,324,668,971 20,718,955,824 20,458,362,256 19,014,477,927 18,710,967,808 15,558,588,304 2,223,306,179,310 4,329,079,714,735
Weighting
5.48% 4.91% 4.59% 3.73% 3.68% 3.53% 3.49% 3.41% 3.22% 3.16% 2.94% 2.39% 2.17% 2.14% 2.06% 2.00% 1.98% 1.94% 1.83% 1.79% 1.76% 1.76% 1.75% 1.61% 1.61% 1.60% 1.57% 1.52% 1.50% 1.48% 1.47% 1.45% 1.41% 1.36% 1.34% 1.34% 1.30% 1.30% 1.27% 1.23% 1.20% 1.18% 1.13% 1.11% 1.05% 0.93% 0.92% 0.86% 0.84% 0.70% 100.00%
Performance Performance Beta Factors for (month-to-month) (year-to-year) Dow Jones STOXX 600 (250 days) 20.55% 4.06% 7.48% 18.69% 1.12% 11.13% 14.08% 4.69% 8.28% 7.53% 3.60% 5.31% 9.77% 4.96% 13.91% 10.59% 11.06% 28.86% 14.59% -3.09% 18.24% -1.87% 6.82% 1.00% 1.81% 12.66% -10.54% 3.93% 8.35% 17.46% 14.48% 24.11% 5.44% 9.44% 11.68% 17.23% 25.95% 15.10% 5.08% 7.63% 7.02% 15.85% 13.83% 10.75% 7.95% 4.15% -6.47% 7.97% 25.46% 21.90% 9.20% 9.27%
-17.15% -4.66% -4.56% -12.68% -21.23% -21.63% -13.28% -9.81% 4.33% -2.30% -19.44% -34.93% 1.97% 13.57% -28.90% -19.83% 1.64% -2.62% -7.68% -24.89% -43.58% -12.83% -10.56% -32.09% -4.27% -22.30% -47.08% 1.97% -14.04% -23.41% -36.93% -13.59% -36.70% -33.93% 8.06% -28.08% -13.02% -11.43% -23.83% 6.53% -19.41% -24.72% -27.88% -21.89% -55.87% -31.28% 10.97% -28.39% -57.16% -25.51% -20.48% -20.74%
1.152228 0.949280 0.523162 1.434134 1.143301 0.496746 0.489499 0.804096 0.736007 0.473018 1.087379 1.157037 0.665467 0.499012 1.342612 1.433802 0.551764 1.345841 1.558713 1.206231 1.778386 1.114483 1.919121 1.068310 1.810721 0.818402 1.020738 0.563578 0.571024 1.819406 1.592945 1.242052 1.576526 1.862758 0.643521 1.402079 1.524594 0.790260 1.889363 0.634864 0.787076 1.396205 1.451573 1.936362 1.983993 1.158955 0.866192 0.767023 2.335523 1.060630
Beta Factors for Dow Jones STOXX 50 (250 days) 1.094916 0.913235 0.509916 1.341504 1.097740 0.501316 0.510912 0.781885 0.713457 0.479834 1.047789 1.139538 0.667124 0.502974 1.270242 1.332794 0.526425 1.264043 1.447021 1.175784 1.653740 1.023197 1.765382 1.042616 1.711576 0.793285 0.957500 0.547298 0.563983 1.677161 1.492925 1.172684 1.502370 1.740255 0.630050 1.287240 1.427415 0.757586 1.757331 0.600463 0.796457 1.298216 1.372087 1.794438 1.808536 1.101620 0.796723 0.713308 2.141612 0.988437
Volatility (250 days)
62.66% 45.43% 29.90% 63.15% 50.31% 34.93% 38.72% 45.36% 34.39% 34.68% 48.65% 57.13% 44.15% 38.92% 62.14% 78.17% 41.55% 58.73% 76.94% 55.79% 98.63% 58.41% 132.36% 58.18% 86.41% 45.35% 57.20% 39.22% 33.74% 90.97% 83.59% 58.78% 74.32% 89.91% 39.15% 64.38% 70.90% 43.60% 91.37% 34.71% 44.66% 78.88% 70.69% 89.06% 93.86% 52.28% 54.02% 39.45% 117.14% 53.26% 40.38% 37.95%
Dow Jones STOXX EU Enlarged 15 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
CZ PL PL HU CY HU PL PL SI PL CZ CZ CY HU PL
7000 8000 8000 8000 8000 0001 1000 6000 4000 0001 6000 8000 8000 6000 0001
7500 8300 8300 8300 8300 0500 1700 6500 4500 0500 6500 8300 8300 6500 0500
7530 8350 8350 8350 8350 0530 1750 6530 4570 0530 6530 8350 8350 6530 0530
7535 8355 8355 8355 8355 0537 1755 6535 4577 0537 6535 8355 8355 6535 0537
Price (in €)
Free Float Factor
Factor (15% cap)
0.2940 0.4851 0.4072 0.6747 1.0000 0.5029 0.5821 0.5021 0.8501 0.7248 0.3059 0.3948 0.8151 0.4079 0.1649
0.92685200 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
CEZ PKO BANK PEKAO OTP BANK BANK OF CYPRUS MOL MAGYAR OLAJ-ES GAZIPARI KGHM TELEKOMUNIKACJA POLSKA KRKA PKNORLEN TELEFONICA O2 CZ KOMERCNI BANKA MARFIN POPULAR BANK MAGYAR TELEKOM POLISH OIL AND GAS DJ STOXX EU Enlarged 15 DJ STOXX EU Enlarged TMI
CZ0005112300 PLPKO0000016 PLPEKAO00016 HU0000061726 CY0000100111 HU0000068952 PLKGHM000017 PLTLKPL00017 SI0031102120 PLPKN0000018 CZ0009093209 CZ0008019106 CY0000200119 HU0000073507 PLPGNIG00014
37.60 8.04 35.14 15.00 4.63 51.60 20.88 3.59 71.00 6.86 18.95 119.36 2.27 2.55 1.07 2021.22 187.35
Page 2 of 4
Free Float Market Capitalization (in €)
5,512,860,317 3,900,236,987 3,752,388,911 2,832,880,533 2,716,243,467 2,712,072,382 2,430,685,681 2,410,251,357 2,138,217,867 2,128,047,424 1,866,993,659 1,791,138,058 1,535,962,834 1,084,548,792 1,045,003,604 37,857,531,872 62,959,985,682
Weighting
14.56% 10.30% 9.91% 7.48% 7.17% 7.16% 6.42% 6.37% 5.65% 5.62% 4.93% 4.73% 4.06% 2.86% 2.76% 100.00%
Performance Performance Beta Factors for Beta Factors for Volatility (month-to-month) (year-to-year) Dow Jones Dow Jones STOXX (250 days) STOXX EU EU Enlarged 15 Enlarged TMI (250 days) (250 days) 14.43% 30.63% 27.16% 14.58% 14.89% 15.15% 6.13% -3.12% 1.50% 7.81% 14.66% 18.92% 8.61% 19.09% 9.61% 18.36% 18.17%
-24.45% -36.55% -23.33% -43.07% -45.91% -33.51% 1.94% -35.20% -24.47% -22.72% 2.88% -22.26% -50.44% -17.78% 13.81% -39.11% -37.95%
1.035812 1.105468 1.217903 1.446645 0.959190 1.020417 1.344044 0.433586 0.518159 0.938212 0.506411 1.053113 0.900147 0.614933 0.458834
0.897871 0.956401 1.055915 1.270482 0.846577 0.886277 1.148112 0.387203 0.427698 0.809173 0.447544 0.912255 0.784041 0.540553 0.393211
57.68% 56.38% 66.64% 82.70% 70.56% 67.73% 76.29% 35.69% 42.95% 56.40% 40.13% 62.92% 61.40% 43.13% 38.11% 49.58% 42.52%
Dow Jones STOXX NORDIC 30 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
SE SE FI DK SE NO DK SE SE FI FI SE SE DK SE SE SE SE DK NO DK NO NO SE SE SE FI SE NO FI
9000 5000 9000 4000 8000 0001 0001 6000 8000 7000 8000 2000 8000 8000 8000 2000 2000 3000 3000 6000 2000 3000 1000 2000 2000 2000 1000 3000 1000 1000
9500 5300 9500 4500 8300 0500 0500 6500 8300 7500 8500 2700 8300 8300 8700 2700 2700 3700 3500 6500 2700 3500 1300 2700 2300 2300 1700 3700 1700 1700
9570 5370 9570 4570 8350 0530 0580 6570 8350 7530 8530 2750 8350 8350 8770 2750 2750 3760 3530 6570 2770 3570 1350 2750 2350 2350 1730 3780 1750 1730
9578 5371 9578 4577 8355 0537 0583 6575 8355 7535 8536 2757 8355 8355 8775 2753 2757 3767 3533 6575 2773 3577 1357 2757 2357 2353 1737 3785 1753 1737
Price (in €)
Free Float Factor
Factor (10% cap)
1.0000 0.6696 1.0000 0.8921 0.6400 0.3358 1.0000 0.4900 0.7828 0.4919 0.8611 0.8850 0.7957 0.6592 1.0000 0.7347 0.7681 1.0000 0.8779 0.4603 0.4921 0.7766 0.6380 0.9250 1.0000 0.9439 0.9490 1.0000 0.5618 0.9323
1.00000000 1.00000000 0.55514950 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
ERICSSON LM B HENNES & MAURITZ B NOKIA NOVO NORDISK B NORDEA BANK STATOILHYDRO VESTAS WIND SYSTEMS TELIASONERA SVENSKA HANDELSBANKEN A FORTUM SAMPO SANDVIK SKANDINAVISKA ENSKILDA BK A DANSKE BANK INVESTOR B VOLVO B ATLAS COPCO A SVENSKA CELLULOSA B CARLSBERG B TELENOR A.P.MOLLER-MAERSK B ORKLA A YARA SKF B SKANSKA B ASSA ABLOY UPM KYMMENE SWEDISH MATCH NORSK HYDRO STORA ENSO R DJ STOXX Nordic 30 DJ STOXX Nordic
SE0000108656 SE0000106270 FI0009000681 DK0060102614 SE0000427361 NO0010096985 DK0010268606 SE0000667925 SE0000193120 FI0009007132 FI0009003305 SE0000667891 SE0000148884 DK0010274414 SE0000107419 SE0000115446 SE0000101032 SE0000112724 DK0010181759 NO0010063308 DK0010244508 NO0003733800 NO0010208051 SE0000108227 SE0000113250 SE0000255648 FI0009005987 SE0000310336 NO0005052605 FI0009005961
6.85 41.53 9.34 41.30 6.78 15.01 49.42 4.48 17.09 16.25 14.65 6.66 3.90 14.61 12.44 5.11 8.33 8.98 48.68 6.48 4364.85 5.56 21.77 10.48 9.80 11.52 7.35 13.34 4.12 4.46 5390.06 304.02
Page 3 of 4
Free Float Market Capitalization (in €)
20,458,362,256 20,311,758,146 19,417,918,993 19,397,846,325 17,461,111,930 16,072,403,165 10,067,770,549 9,863,242,927 8,182,754,926 7,091,653,901 7,081,777,258 6,988,080,558 6,751,441,865 6,728,026,982 5,666,677,392 5,443,743,871 5,368,268,351 5,317,873,153 5,080,021,693 5,010,572,841 4,720,745,729 4,498,192,227 4,049,817,286 3,946,646,034 3,882,747,459 3,770,790,129 3,626,855,409 3,400,821,780 2,891,972,408 2,545,703,184 245,095,598,727 357,342,916,256
Weighting
8.35% 8.29% 7.92% 7.91% 7.12% 6.56% 4.11% 4.02% 3.34% 2.89% 2.89% 2.85% 2.75% 2.75% 2.31% 2.22% 2.19% 2.17% 2.07% 2.04% 1.93% 1.84% 1.65% 1.61% 1.58% 1.54% 1.48% 1.39% 1.18% 1.04% 100.00%
Performance Performance Beta Factors for Beta Factors for Volatility (month-to-month) (year-to-year) Dow Jones Dow Jones STOXX (250 days) STOXX 600 Nordic 30 (250 days) (250 days) -6.47% 11.43% -10.54% 7.14% 14.57% 3.48% -3.29% 14.32% 21.10% 0.18% 8.92% 20.09% 18.88% 18.85% 7.98% 10.82% 11.33% 14.51% 6.46% 14.34% 2.20% 3.94% 5.56% 13.95% 17.39% 10.70% 18.36% 9.98% 9.09% 24.17% 9.87% 9.89%
10.97% 32.00% -47.08% 0.65% 1.95% -21.17% -41.77% 0.00% 14.24% -42.82% -9.68% -13.79% -37.10% -20.48% -3.20% -28.23% -8.99% 34.42% -7.17% -27.51% -42.17% -26.12% -48.65% 4.84% 28.57% 42.94% -28.01% 14.08% -44.62% -20.05% -19.01% -24.34%
0.809692 0.593133 0.957655 0.366516 1.191975 0.916516 1.454532 0.602836 1.089752 0.789547 0.747366 1.085216 1.587845 0.959418 0.848260 1.169260 1.176699 0.751643 0.977579 0.645395 0.906578 1.053136 1.246867 1.014165 0.951344 0.833520 0.888034 0.357457 1.294072 0.998746
0.824348 0.593035 0.916016 0.384566 1.205039 0.904486 1.433873 0.604112 1.095377 0.780352 0.740128 1.073642 1.581417 0.942997 0.843499 1.152442 1.154395 0.746040 0.934260 0.640511 0.886675 1.044271 1.215381 0.996783 0.948152 0.827295 0.892980 0.369727 1.274285 1.005072
54.02% 37.31% 57.20% 40.38% 69.56% 57.01% 89.47% 39.16% 63.79% 54.40% 52.96% 62.51% 97.29% 65.27% 46.15% 65.16% 66.21% 47.00% 69.72% 60.64% 59.09% 62.23% 82.21% 57.28% 54.35% 52.69% 58.43% 37.80% 77.53% 66.77% 45.91% 45.42%
Dow Jones EURO STOXX 50 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
ES FR ES DE FR DE FR ES IT FR DE FI FR IT DE DE NL DE DE DE DE FR IT FR IT DE LU FR FR DE DE ES FR FR IT NL FR FR FR NL FR ES FR IT DE FR FR NL NL FR
8000 0001 6000 7000 4000 2000 8000 8000 0001 7000 1000 9000 6000 8000 1000 8000 3000 3000 9000 8000 6000 8000 8000 8000 7000 7000 1000 3000 5000 3000 8000 7000 5000 1000 8000 8000 2000 2000 3000 3000 3000 0001 2000 6000 8000 8000 2000 8000 8000 3000
8300 0500 6500 7500 4500 2700 8300 8300 0500 7500 1300 9500 6500 8300 1300 8500 3500 3300 9500 8300 6500 8300 8300 8500 7500 7500 1700 3500 5500 3300 8500 7500 5300 1300 8500 8500 2300 2700 3700 3700 3700 0500 2300 6500 8700 8300 2700 8500 8500 3300
8350 0530 6530 7570 4570 2720 8350 8350 0530 7570 1350 9570 6530 8350 1350 8530 3570 3350 9530 8350 6570 8350 8350 8530 7530 7570 1750 3570 5550 3350 8530 7530 5330 1350 8530 8570 2350 2730 3760 3740 3760 0530 2350 6530 8770 8350 2750 8570 8570 3350
8355 0537 6535 7575 4577 2727 8355 8355 0537 7575 1357 9578 6535 8355 1353 8532 3577 3353 9537 8355 6575 8355 8355 8532 7535 7575 1757 3577 5553 3353 8538 7535 5337 1353 8532 8575 2357 2733 3763 3743 3767 0537 2353 6535 8777 8355 2757 8575 8575 3353
Price (in €)
Free Float Factor
Factor (10% cap)
1.0000 0.8862 0.8720 1.0000 0.7972 0.8933 0.8332 1.0000 0.6084 0.5900 1.0000 1.0000 0.7266 0.9499 1.0000 1.0000 0.9056 0.8402 0.7129 1.0000 0.6831 1.0000 0.8140 0.7992 0.6778 0.7785 0.5918 0.9293 1.0000 0.2923 1.0000 0.6892 0.8645 1.0000 0.8433 1.0000 1.0000 1.0000 0.5258 1.0000 0.3957 0.6480 0.8169 0.7640 1.0000 0.4554 0.7006 0.8911 0.9312 0.6999
1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
BCO SANTANDER TOTAL TELEFONICA E.ON SANOFI-AVENTIS SIEMENS BNP PARIBAS BCO BILBAO VIZCAYA ARGENTARIA ENI GDF SUEZ BAYER NOKIA FRANCE TELECOM UNICREDIT BASF ALLIANZ UNILEVER NV DAIMLER SAP DEUTSCHE BANK DEUTSCHE TELEKOM GRP SOCIETE GENERALE INTESA SANPAOLO AXA ENEL RWE ARCELORMITTAL DANONE VIVENDI VOLKSWAGEN MUENCHENER RUECK IBERDROLA CARREFOUR SUPERMARCHE AIR LIQUIDE ASSICURAZIONI GENERALI ING GRP VINCI SCHNEIDER ELECTRIC LVMH MOET HENNESSY PHILIPS ELECTRONICS L'OREAL REPSOL YPF SAINT GOBAIN TELECOM ITALIA DEUTSCHE BOERSE CREDIT AGRICOLE ALSTOM AEGON FORTIS RENAULT DJ Euro STOXX 50 DJ Euro STOXX
ES0113900J37 FR0000120271 ES0178430E18 DE000ENAG999 FR0000120578 DE0007236101 FR0000131104 ES0113211835 IT0003132476 FR0010208488 DE0005752000 FI0009000681 FR0000133308 IT0000064854 DE0005151005 DE0008404005 NL0000009355 DE0007100000 DE0007164600 DE0005140008 DE0005557508 FR0000130809 IT0000072618 FR0000120628 IT0003128367 DE0007037129 LU0323134006 FR0000120644 FR0000127771 DE0007664005 DE0008430026 ES0144580Y14 FR0000120172 FR0000120073 IT0000062072 NL0000303600 FR0000125486 FR0000121972 FR0000121014 NL0000009538 FR0000120321 ES0173516115 FR0000125007 IT0003497168 DE0005810055 FR0000045072 FR0010220475 NL0000303709 BE0003801181 FR0000131906
10.16 38.91 17.46 26.56 45.96 56.00 51.15 11.52 16.33 26.81 43.06 9.34 17.51 2.06 35.16 69.20 19.17 32.47 33.00 45.39 8.99 45.05 2.61 14.83 3.81 59.25 25.25 37.65 18.03 252.26 106.09 6.02 32.94 73.26 15.99 9.00 35.71 63.74 63.29 16.00 60.81 16.29 28.45 1.10 55.60 10.02 48.17 5.16 2.73 29.92 2638.13 243.92
Page 4 of 4
Free Float Market Capitalization (in €)
82,860,954,146 81,770,797,432 71,613,622,299 53,146,560,000 48,173,810,717 45,732,843,295 44,544,774,036 43,176,604,274 39,793,929,355 35,728,107,970 35,608,372,612 34,977,819,476 33,261,749,437 32,704,927,545 32,316,259,200 31,302,620,000 29,768,276,456 28,944,509,874 28,836,942,019 28,180,790,691 26,783,167,008 26,161,762,342 25,198,493,978 24,760,426,103 24,296,616,861 24,142,644,456 23,324,668,971 22,634,003,430 22,059,618,341 21,677,946,316 20,942,338,290 20,718,955,824 20,070,206,888 19,102,959,798 19,014,477,927 18,710,967,808 17,627,617,718 16,533,724,990 16,304,202,446 15,558,588,304 14,495,568,482 12,887,337,046 11,431,617,743 11,224,773,823 10,842,000,000 10,153,971,872 9,746,236,630 7,253,995,614 5,978,180,253 5,966,870,468 1,388,048,210,562 2,168,786,600,866
Weighting
5.97% 5.89% 5.16% 3.83% 3.47% 3.29% 3.21% 3.11% 2.87% 2.57% 2.57% 2.52% 2.40% 2.36% 2.33% 2.26% 2.14% 2.09% 2.08% 2.03% 1.93% 1.88% 1.82% 1.78% 1.75% 1.74% 1.68% 1.63% 1.59% 1.56% 1.51% 1.49% 1.45% 1.38% 1.37% 1.35% 1.27% 1.19% 1.17% 1.12% 1.04% 0.93% 0.82% 0.81% 0.78% 0.73% 0.70% 0.52% 0.43% 0.43% 100.00%
Performance Performance Beta Factors for Beta Factors for Volatility (month-to-month) (year-to-year) Dow Jones Dow Jones EURO (250 days) STOXX 600 STOXX 50 (250 days) (250 days) 18.69% 1.12% 8.28% 5.31% 9.77% 13.91% 10.59% 28.86% -3.09% 1.00% 12.66% -10.54% 8.35% 14.48% 24.11% 5.44% 11.68% 25.95% 15.10% 5.08% 7.02% 15.85% 13.83% 10.75% 9.87% 5.63% 7.95% 7.01% 5.81% 4.61% 10.29% 4.15% 8.27% 12.52% 7.97% 25.46% 11.65% 17.38% 16.34% 21.90% 14.14% 2.20% 19.41% 11.47% 0.58% 12.83% 14.54% 17.68% 12.35% 14.33% 9.84% 9.37%
-12.68% -21.23% 4.33% -34.93% 1.97% -28.90% -19.83% -2.62% -24.89% -32.09% -22.30% -47.08% -14.04% -36.93% -13.59% -36.70% 8.06% -13.02% -11.43% -23.83% -19.41% -24.72% -27.88% -21.89% -26.98% -23.01% -55.87% -16.45% -33.17% 23.20% -0.66% -31.28% 0.02% -13.07% -28.39% -57.16% -2.16% -10.75% -10.80% -25.51% -9.78% -24.65% -22.12% -5.59% -24.36% -27.27% -33.49% -31.57% -69.80% -44.29% -21.67% -22.77%
1.395248 1.101230 0.711874 1.114184 0.633107 1.323063 1.402855 1.315935 1.167319 1.035047 0.809906 0.999377 0.555250 1.592646 1.234141 1.548861 0.613037 1.508989 0.774183 1.854542 0.749736 1.363868 1.440492 1.910822 0.962694 0.864993 1.948067 0.612231 0.751783 -0.196459 0.900112 1.132002 0.786798 0.833779 0.768524 2.304564 1.361401 1.319112 1.038597 1.039433 0.689256 0.985751 1.576733 0.919886 1.216813 1.525126 1.340991 2.230228 1.236509 1.653846
1.307628 1.046291 0.666276 1.045523 0.610626 1.222525 1.313247 1.224408 1.107182 0.997219 0.761625 0.939928 0.531756 1.492963 1.145581 1.429758 0.584266 1.393320 0.712866 1.713007 0.714587 1.251979 1.344186 1.784008 0.903619 0.804620 1.804013 0.586765 0.713515 -0.013899 0.845718 1.066879 0.747238 0.778162 0.718912 2.119909 1.256202 1.224105 0.968584 0.969962 0.652506 0.924450 1.447800 0.864838 1.129533 1.405512 1.225064 2.068509 1.140027 1.512920
63.15% 50.31% 34.39% 57.13% 44.15% 62.14% 78.17% 58.73% 55.79% 58.18% 45.35% 57.20% 33.74% 83.59% 58.78% 74.32% 39.15% 70.90% 43.60% 91.37% 44.66% 78.88% 70.69% 89.06% 49.63% 45.29% 93.86% 38.76% 39.84% 188.34% 50.97% 52.28% 45.56% 40.94% 39.45% 117.14% 59.88% 61.32% 51.75% 53.26% 38.75% 47.58% 73.66% 50.03% 67.44% 79.44% 68.72% 114.71% 132.37% 80.67% 41.77% 39.19%
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
GB0005405286 GB0007980591 CH0038863350 ES0113900J37 FR0000120271 CH0012005267 CH0012032048 GB00B16GWD56 ES0178430E18 GB0009252882 GB00B03MLX29 DE000ENAG999 FR0000120578 GB0009895292 DE0007236101 FR0000131104 GB0002875804 ES0113211835 GB0000566504 IT0003132476 GB0007188757 GB0008762899 GB0031348658 FR0010208488 CH0012138530 DE0005752000 FI0009000681 GB0008847096 FR0000133308 CH0024899483 IT0000064854 DE0005151005 DE0008404005 GB00B1XZS820 NL0000009355 CH0012221716 DE0007100000 DE0007164600 DE0005140008 GB0002374006 DE0005557508 FR0000130809 IT0000072618 FR0000120628 LU0323134006 ES0144580Y14 SE0000108656 IT0000062072 NL0000303600 NL0000009538
GB GB CH ES FR CH CH GB ES GB GB DE FR GB DE FR GB ES GB IT GB GB GB FR CH DE FI GB FR CH IT DE DE GB NL CH DE DE DE GB DE FR IT FR LU ES SE IT NL NL
8000 0001 3000 8000 0001 4000 4000 6000 6000 4000 0001 7000 4000 4000 2000 8000 3000 8000 1000 0001 1000 0001 8000 7000 8000 1000 9000 5000 6000 8000 8000 1000 8000 1000 3000 2000 3000 9000 8000 3000 6000 8000 8000 8000 1000 7000 9000 8000 8000 3000
8300 0500 3500 8300 0500 4500 4500 6500 6500 4500 0500 7500 4500 4500 2700 8300 3700 8300 1700 0500 1700 0500 8300 7500 8300 1300 9500 5300 6500 8300 8300 1300 8500 1700 3500 2700 3300 9500 8300 3500 6500 8300 8300 8500 1700 7500 9500 8500 8500 3700
8350 0530 3570 8350 0530 4570 4570 6570 6530 4570 0530 7570 4570 4570 2720 8350 3780 8350 1770 0530 1770 0530 8350 7570 8350 1350 9570 5330 6530 8350 8350 1350 8530 1770 3570 2750 3350 9530 8350 3530 6570 8350 8350 8530 1750 7530 9570 8530 8570 3740
8355 0537 3577 8355 0537 4577 4577 6575 6535 4577 0537 7575 4577 4577 2727 8355 3785 8355 1775 0537 1775 0537 8355 7575 8355 1357 9578 5337 6535 8355 8355 1353 8532 1775 3577 2757 3353 9537 8355 3535 6575 8355 8355 8532 1757 7535 9578 8532 8575 3743
Price (in €)
Free Float Factor
Factor (10% cap)
1.0000 0.9081 0.9237 1.0000 0.8862 0.9258 1.0000 0.9070 0.8720 0.9163 1.0000 1.0000 0.7972 1.0000 0.8933 0.8332 1.0000 1.0000 1.0000 0.6084 0.8800 0.9371 1.0000 0.5900 0.9110 1.0000 1.0000 1.0000 0.7266 1.0000 0.9499 1.0000 1.0000 1.0000 0.9056 1.0000 0.8402 0.7129 1.0000 0.9064 0.6831 1.0000 0.8140 0.7992 0.5918 0.6892 1.0000 0.8433 1.0000 1.0000
1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
HSBC BP NESTLE BCO SANTANDER TOTAL NOVARTIS ROCHE HLDG P VODAFONE GRP TELEFONICA GLAXOSMITHKLINE ROYAL DUTCH SHELL A E.ON SANOFI-AVENTIS ASTRAZENECA SIEMENS BNP PARIBAS BRITISH AMERICAN TOBACCO BCO BILBAO VIZCAYA ARGENTARIA BHP BILLITON ENI RIO TINTO BG GRP BARCLAYS GDF SUEZ CREDIT SUISSE GRP BAYER NOKIA TESCO FRANCE TELECOM UBS UNICREDIT BASF ALLIANZ ANGLO AMERICAN UNILEVER NV ABB DAIMLER SAP DEUTSCHE BANK DIAGEO DEUTSCHE TELEKOM GRP SOCIETE GENERALE INTESA SANPAOLO AXA ARCELORMITTAL IBERDROLA ERICSSON LM B ASSICURAZIONI GENERALI ING GRP PHILIPS ELECTRONICS DJ STOXX 50 DJ STOXX 600
7.08 5.81 28.82 10.16 38.91 32.07 110.43 1.43 17.46 13.44 18.44 26.56 45.96 32.78 56.00 51.15 21.73 11.52 18.28 16.33 29.10 11.68 3.53 26.81 33.10 43.06 9.34 4.30 17.51 10.23 2.06 35.16 69.20 22.57 19.17 12.79 32.47 33.00 45.39 10.97 8.99 45.05 2.61 14.83 25.25 6.02 6.85 15.99 9.00 16.00 2291.39 224.91
Page 1 of 4
Free Float Market Capitalization (in €)
121,862,472,446 109,115,636,113 101,973,503,765 82,860,954,146 81,770,797,432 78,502,421,220 77,586,719,284 75,764,384,178 71,613,622,299 70,353,538,224 65,407,343,342 53,146,560,000 48,173,810,717 47,639,257,612 45,732,843,295 44,544,774,036 43,984,311,424 43,176,604,274 40,776,926,008 39,793,929,355 39,216,083,336 39,164,907,688 38,928,338,775 35,728,107,970 35,694,721,793 35,608,372,612 34,977,819,476 33,762,890,272 33,261,749,437 33,002,478,690 32,704,927,545 32,316,259,200 31,302,620,000 30,285,291,456 29,768,276,456 29,716,160,025 28,944,509,874 28,836,942,019 28,180,790,691 27,434,652,302 26,783,167,008 26,161,762,342 25,198,493,978 24,760,426,103 23,324,668,971 20,718,955,824 20,458,362,256 19,014,477,927 18,710,967,808 15,558,588,304 2,223,306,179,310 4,329,079,714,735
Weighting
5.48% 4.91% 4.59% 3.73% 3.68% 3.53% 3.49% 3.41% 3.22% 3.16% 2.94% 2.39% 2.17% 2.14% 2.06% 2.00% 1.98% 1.94% 1.83% 1.79% 1.76% 1.76% 1.75% 1.61% 1.61% 1.60% 1.57% 1.52% 1.50% 1.48% 1.47% 1.45% 1.41% 1.36% 1.34% 1.34% 1.30% 1.30% 1.27% 1.23% 1.20% 1.18% 1.13% 1.11% 1.05% 0.93% 0.92% 0.86% 0.84% 0.70% 100.00%
Performance Performance Beta Factors for (month-to-month) (year-to-year) Dow Jones STOXX 600 (250 days) 20.55% 4.06% 7.48% 18.69% 1.12% 11.13% 14.08% 4.69% 8.28% 7.53% 3.60% 5.31% 9.77% 4.96% 13.91% 10.59% 11.06% 28.86% 14.59% -3.09% 18.24% -1.87% 6.82% 1.00% 1.81% 12.66% -10.54% 3.93% 8.35% 17.46% 14.48% 24.11% 5.44% 9.44% 11.68% 17.23% 25.95% 15.10% 5.08% 7.63% 7.02% 15.85% 13.83% 10.75% 7.95% 4.15% -6.47% 7.97% 25.46% 21.90% 9.20% 9.27%
-17.15% -4.66% -4.56% -12.68% -21.23% -21.63% -13.28% -9.81% 4.33% -2.30% -19.44% -34.93% 1.97% 13.57% -28.90% -19.83% 1.64% -2.62% -7.68% -24.89% -43.58% -12.83% -10.56% -32.09% -4.27% -22.30% -47.08% 1.97% -14.04% -23.41% -36.93% -13.59% -36.70% -33.93% 8.06% -28.08% -13.02% -11.43% -23.83% 6.53% -19.41% -24.72% -27.88% -21.89% -55.87% -31.28% 10.97% -28.39% -57.16% -25.51% -20.48% -20.74%
1.152228 0.949280 0.523162 1.434134 1.143301 0.496746 0.489499 0.804096 0.736007 0.473018 1.087379 1.157037 0.665467 0.499012 1.342612 1.433802 0.551764 1.345841 1.558713 1.206231 1.778386 1.114483 1.919121 1.068310 1.810721 0.818402 1.020738 0.563578 0.571024 1.819406 1.592945 1.242052 1.576526 1.862758 0.643521 1.402079 1.524594 0.790260 1.889363 0.634864 0.787076 1.396205 1.451573 1.936362 1.983993 1.158955 0.866192 0.767023 2.335523 1.060630
Beta Factors for Dow Jones STOXX 50 (250 days) 1.094916 0.913235 0.509916 1.341504 1.097740 0.501316 0.510912 0.781885 0.713457 0.479834 1.047789 1.139538 0.667124 0.502974 1.270242 1.332794 0.526425 1.264043 1.447021 1.175784 1.653740 1.023197 1.765382 1.042616 1.711576 0.793285 0.957500 0.547298 0.563983 1.677161 1.492925 1.172684 1.502370 1.740255 0.630050 1.287240 1.427415 0.757586 1.757331 0.600463 0.796457 1.298216 1.372087 1.794438 1.808536 1.101620 0.796723 0.713308 2.141612 0.988437
Volatility (250 days)
62.66% 45.43% 29.90% 63.15% 50.31% 34.93% 38.72% 45.36% 34.39% 34.68% 48.65% 57.13% 44.15% 38.92% 62.14% 78.17% 41.55% 58.73% 76.94% 55.79% 98.63% 58.41% 132.36% 58.18% 86.41% 45.35% 57.20% 39.22% 33.74% 90.97% 83.59% 58.78% 74.32% 89.91% 39.15% 64.38% 70.90% 43.60% 91.37% 34.71% 44.66% 78.88% 70.69% 89.06% 93.86% 52.28% 54.02% 39.45% 117.14% 53.26% 40.38% 37.95%
Dow Jones STOXX EU Enlarged 15 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
CZ PL PL HU CY HU PL PL SI PL CZ CZ CY HU PL
7000 8000 8000 8000 8000 0001 1000 6000 4000 0001 6000 8000 8000 6000 0001
7500 8300 8300 8300 8300 0500 1700 6500 4500 0500 6500 8300 8300 6500 0500
7530 8350 8350 8350 8350 0530 1750 6530 4570 0530 6530 8350 8350 6530 0530
7535 8355 8355 8355 8355 0537 1755 6535 4577 0537 6535 8355 8355 6535 0537
Price (in €)
Free Float Factor
Factor (15% cap)
0.2940 0.4851 0.4072 0.6747 1.0000 0.5029 0.5821 0.5021 0.8501 0.7248 0.3059 0.3948 0.8151 0.4079 0.1649
0.92685200 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
CEZ PKO BANK PEKAO OTP BANK BANK OF CYPRUS MOL MAGYAR OLAJ-ES GAZIPARI KGHM TELEKOMUNIKACJA POLSKA KRKA PKNORLEN TELEFONICA O2 CZ KOMERCNI BANKA MARFIN POPULAR BANK MAGYAR TELEKOM POLISH OIL AND GAS DJ STOXX EU Enlarged 15 DJ STOXX EU Enlarged TMI
CZ0005112300 PLPKO0000016 PLPEKAO00016 HU0000061726 CY0000100111 HU0000068952 PLKGHM000017 PLTLKPL00017 SI0031102120 PLPKN0000018 CZ0009093209 CZ0008019106 CY0000200119 HU0000073507 PLPGNIG00014
37.60 8.04 35.14 15.00 4.63 51.60 20.88 3.59 71.00 6.86 18.95 119.36 2.27 2.55 1.07 2021.22 187.35
Page 2 of 4
Free Float Market Capitalization (in €)
5,512,860,317 3,900,236,987 3,752,388,911 2,832,880,533 2,716,243,467 2,712,072,382 2,430,685,681 2,410,251,357 2,138,217,867 2,128,047,424 1,866,993,659 1,791,138,058 1,535,962,834 1,084,548,792 1,045,003,604 37,857,531,872 62,959,985,682
Weighting
14.56% 10.30% 9.91% 7.48% 7.17% 7.16% 6.42% 6.37% 5.65% 5.62% 4.93% 4.73% 4.06% 2.86% 2.76% 100.00%
Performance Performance Beta Factors for Beta Factors for Volatility (month-to-month) (year-to-year) Dow Jones Dow Jones STOXX (250 days) STOXX EU EU Enlarged 15 Enlarged TMI (250 days) (250 days) 14.43% 30.63% 27.16% 14.58% 14.89% 15.15% 6.13% -3.12% 1.50% 7.81% 14.66% 18.92% 8.61% 19.09% 9.61% 18.36% 18.17%
-24.45% -36.55% -23.33% -43.07% -45.91% -33.51% 1.94% -35.20% -24.47% -22.72% 2.88% -22.26% -50.44% -17.78% 13.81% -39.11% -37.95%
1.035812 1.105468 1.217903 1.446645 0.959190 1.020417 1.344044 0.433586 0.518159 0.938212 0.506411 1.053113 0.900147 0.614933 0.458834
0.897871 0.956401 1.055915 1.270482 0.846577 0.886277 1.148112 0.387203 0.427698 0.809173 0.447544 0.912255 0.784041 0.540553 0.393211
57.68% 56.38% 66.64% 82.70% 70.56% 67.73% 76.29% 35.69% 42.95% 56.40% 40.13% 62.92% 61.40% 43.13% 38.11% 49.58% 42.52%
Dow Jones STOXX NORDIC 30 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
SE SE FI DK SE NO DK SE SE FI FI SE SE DK SE SE SE SE DK NO DK NO NO SE SE SE FI SE NO FI
9000 5000 9000 4000 8000 0001 0001 6000 8000 7000 8000 2000 8000 8000 8000 2000 2000 3000 3000 6000 2000 3000 1000 2000 2000 2000 1000 3000 1000 1000
9500 5300 9500 4500 8300 0500 0500 6500 8300 7500 8500 2700 8300 8300 8700 2700 2700 3700 3500 6500 2700 3500 1300 2700 2300 2300 1700 3700 1700 1700
9570 5370 9570 4570 8350 0530 0580 6570 8350 7530 8530 2750 8350 8350 8770 2750 2750 3760 3530 6570 2770 3570 1350 2750 2350 2350 1730 3780 1750 1730
9578 5371 9578 4577 8355 0537 0583 6575 8355 7535 8536 2757 8355 8355 8775 2753 2757 3767 3533 6575 2773 3577 1357 2757 2357 2353 1737 3785 1753 1737
Price (in €)
Free Float Factor
Factor (10% cap)
1.0000 0.6696 1.0000 0.8921 0.6400 0.3358 1.0000 0.4900 0.7828 0.4919 0.8611 0.8850 0.7957 0.6592 1.0000 0.7347 0.7681 1.0000 0.8779 0.4603 0.4921 0.7766 0.6380 0.9250 1.0000 0.9439 0.9490 1.0000 0.5618 0.9323
1.00000000 1.00000000 0.55514950 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
ERICSSON LM B HENNES & MAURITZ B NOKIA NOVO NORDISK B NORDEA BANK STATOILHYDRO VESTAS WIND SYSTEMS TELIASONERA SVENSKA HANDELSBANKEN A FORTUM SAMPO SANDVIK SKANDINAVISKA ENSKILDA BK A DANSKE BANK INVESTOR B VOLVO B ATLAS COPCO A SVENSKA CELLULOSA B CARLSBERG B TELENOR A.P.MOLLER-MAERSK B ORKLA A YARA SKF B SKANSKA B ASSA ABLOY UPM KYMMENE SWEDISH MATCH NORSK HYDRO STORA ENSO R DJ STOXX Nordic 30 DJ STOXX Nordic
SE0000108656 SE0000106270 FI0009000681 DK0060102614 SE0000427361 NO0010096985 DK0010268606 SE0000667925 SE0000193120 FI0009007132 FI0009003305 SE0000667891 SE0000148884 DK0010274414 SE0000107419 SE0000115446 SE0000101032 SE0000112724 DK0010181759 NO0010063308 DK0010244508 NO0003733800 NO0010208051 SE0000108227 SE0000113250 SE0000255648 FI0009005987 SE0000310336 NO0005052605 FI0009005961
6.85 41.53 9.34 41.30 6.78 15.01 49.42 4.48 17.09 16.25 14.65 6.66 3.90 14.61 12.44 5.11 8.33 8.98 48.68 6.48 4364.85 5.56 21.77 10.48 9.80 11.52 7.35 13.34 4.12 4.46 5390.06 304.02
Page 3 of 4
Free Float Market Capitalization (in €)
20,458,362,256 20,311,758,146 19,417,918,993 19,397,846,325 17,461,111,930 16,072,403,165 10,067,770,549 9,863,242,927 8,182,754,926 7,091,653,901 7,081,777,258 6,988,080,558 6,751,441,865 6,728,026,982 5,666,677,392 5,443,743,871 5,368,268,351 5,317,873,153 5,080,021,693 5,010,572,841 4,720,745,729 4,498,192,227 4,049,817,286 3,946,646,034 3,882,747,459 3,770,790,129 3,626,855,409 3,400,821,780 2,891,972,408 2,545,703,184 245,095,598,727 357,342,916,256
Weighting
8.35% 8.29% 7.92% 7.91% 7.12% 6.56% 4.11% 4.02% 3.34% 2.89% 2.89% 2.85% 2.75% 2.75% 2.31% 2.22% 2.19% 2.17% 2.07% 2.04% 1.93% 1.84% 1.65% 1.61% 1.58% 1.54% 1.48% 1.39% 1.18% 1.04% 100.00%
Performance Performance Beta Factors for Beta Factors for Volatility (month-to-month) (year-to-year) Dow Jones Dow Jones STOXX (250 days) STOXX 600 Nordic 30 (250 days) (250 days) -6.47% 11.43% -10.54% 7.14% 14.57% 3.48% -3.29% 14.32% 21.10% 0.18% 8.92% 20.09% 18.88% 18.85% 7.98% 10.82% 11.33% 14.51% 6.46% 14.34% 2.20% 3.94% 5.56% 13.95% 17.39% 10.70% 18.36% 9.98% 9.09% 24.17% 9.87% 9.89%
10.97% 32.00% -47.08% 0.65% 1.95% -21.17% -41.77% 0.00% 14.24% -42.82% -9.68% -13.79% -37.10% -20.48% -3.20% -28.23% -8.99% 34.42% -7.17% -27.51% -42.17% -26.12% -48.65% 4.84% 28.57% 42.94% -28.01% 14.08% -44.62% -20.05% -19.01% -24.34%
0.809692 0.593133 0.957655 0.366516 1.191975 0.916516 1.454532 0.602836 1.089752 0.789547 0.747366 1.085216 1.587845 0.959418 0.848260 1.169260 1.176699 0.751643 0.977579 0.645395 0.906578 1.053136 1.246867 1.014165 0.951344 0.833520 0.888034 0.357457 1.294072 0.998746
0.824348 0.593035 0.916016 0.384566 1.205039 0.904486 1.433873 0.604112 1.095377 0.780352 0.740128 1.073642 1.581417 0.942997 0.843499 1.152442 1.154395 0.746040 0.934260 0.640511 0.886675 1.044271 1.215381 0.996783 0.948152 0.827295 0.892980 0.369727 1.274285 1.005072
54.02% 37.31% 57.20% 40.38% 69.56% 57.01% 89.47% 39.16% 63.79% 54.40% 52.96% 62.51% 97.29% 65.27% 46.15% 65.16% 66.21% 47.00% 69.72% 60.64% 59.09% 62.23% 82.21% 57.28% 54.35% 52.69% 58.43% 37.80% 77.53% 66.77% 45.91% 45.42%
Dow Jones EURO STOXX 50 Company Name
ISIN
Country
Industry
Superse ctor
Sector
Subse ctor
ES FR ES DE FR DE FR ES IT FR DE FI FR IT DE DE NL DE DE DE DE FR IT FR IT DE LU FR FR DE DE ES FR FR IT NL FR FR FR NL FR ES FR IT DE FR FR NL NL FR
8000 0001 6000 7000 4000 2000 8000 8000 0001 7000 1000 9000 6000 8000 1000 8000 3000 3000 9000 8000 6000 8000 8000 8000 7000 7000 1000 3000 5000 3000 8000 7000 5000 1000 8000 8000 2000 2000 3000 3000 3000 0001 2000 6000 8000 8000 2000 8000 8000 3000
8300 0500 6500 7500 4500 2700 8300 8300 0500 7500 1300 9500 6500 8300 1300 8500 3500 3300 9500 8300 6500 8300 8300 8500 7500 7500 1700 3500 5500 3300 8500 7500 5300 1300 8500 8500 2300 2700 3700 3700 3700 0500 2300 6500 8700 8300 2700 8500 8500 3300
8350 0530 6530 7570 4570 2720 8350 8350 0530 7570 1350 9570 6530 8350 1350 8530 3570 3350 9530 8350 6570 8350 8350 8530 7530 7570 1750 3570 5550 3350 8530 7530 5330 1350 8530 8570 2350 2730 3760 3740 3760 0530 2350 6530 8770 8350 2750 8570 8570 3350
8355 0537 6535 7575 4577 2727 8355 8355 0537 7575 1357 9578 6535 8355 1353 8532 3577 3353 9537 8355 6575 8355 8355 8532 7535 7575 1757 3577 5553 3353 8538 7535 5337 1353 8532 8575 2357 2733 3763 3743 3767 0537 2353 6535 8777 8355 2757 8575 8575 3353
Price (in €)
Free Float Factor
Factor (10% cap)
1.0000 0.8862 0.8720 1.0000 0.7972 0.8933 0.8332 1.0000 0.6084 0.5900 1.0000 1.0000 0.7266 0.9499 1.0000 1.0000 0.9056 0.8402 0.7129 1.0000 0.6831 1.0000 0.8140 0.7992 0.6778 0.7785 0.5918 0.9293 1.0000 0.2923 1.0000 0.6892 0.8645 1.0000 0.8433 1.0000 1.0000 1.0000 0.5258 1.0000 0.3957 0.6480 0.8169 0.7640 1.0000 0.4554 0.7006 0.8911 0.9312 0.6999
1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
[data as of 31.07.2009]
BCO SANTANDER TOTAL TELEFONICA E.ON SANOFI-AVENTIS SIEMENS BNP PARIBAS BCO BILBAO VIZCAYA ARGENTARIA ENI GDF SUEZ BAYER NOKIA FRANCE TELECOM UNICREDIT BASF ALLIANZ UNILEVER NV DAIMLER SAP DEUTSCHE BANK DEUTSCHE TELEKOM GRP SOCIETE GENERALE INTESA SANPAOLO AXA ENEL RWE ARCELORMITTAL DANONE VIVENDI VOLKSWAGEN MUENCHENER RUECK IBERDROLA CARREFOUR SUPERMARCHE AIR LIQUIDE ASSICURAZIONI GENERALI ING GRP VINCI SCHNEIDER ELECTRIC LVMH MOET HENNESSY PHILIPS ELECTRONICS L'OREAL REPSOL YPF SAINT GOBAIN TELECOM ITALIA DEUTSCHE BOERSE CREDIT AGRICOLE ALSTOM AEGON FORTIS RENAULT DJ Euro STOXX 50 DJ Euro STOXX
ES0113900J37 FR0000120271 ES0178430E18 DE000ENAG999 FR0000120578 DE0007236101 FR0000131104 ES0113211835 IT0003132476 FR0010208488 DE0005752000 FI0009000681 FR0000133308 IT0000064854 DE0005151005 DE0008404005 NL0000009355 DE0007100000 DE0007164600 DE0005140008 DE0005557508 FR0000130809 IT0000072618 FR0000120628 IT0003128367 DE0007037129 LU0323134006 FR0000120644 FR0000127771 DE0007664005 DE0008430026 ES0144580Y14 FR0000120172 FR0000120073 IT0000062072 NL0000303600 FR0000125486 FR0000121972 FR0000121014 NL0000009538 FR0000120321 ES0173516115 FR0000125007 IT0003497168 DE0005810055 FR0000045072 FR0010220475 NL0000303709 BE0003801181 FR0000131906
10.16 38.91 17.46 26.56 45.96 56.00 51.15 11.52 16.33 26.81 43.06 9.34 17.51 2.06 35.16 69.20 19.17 32.47 33.00 45.39 8.99 45.05 2.61 14.83 3.81 59.25 25.25 37.65 18.03 252.26 106.09 6.02 32.94 73.26 15.99 9.00 35.71 63.74 63.29 16.00 60.81 16.29 28.45 1.10 55.60 10.02 48.17 5.16 2.73 29.92 2638.13 243.92
Page 4 of 4
Free Float Market Capitalization (in €)
82,860,954,146 81,770,797,432 71,613,622,299 53,146,560,000 48,173,810,717 45,732,843,295 44,544,774,036 43,176,604,274 39,793,929,355 35,728,107,970 35,608,372,612 34,977,819,476 33,261,749,437 32,704,927,545 32,316,259,200 31,302,620,000 29,768,276,456 28,944,509,874 28,836,942,019 28,180,790,691 26,783,167,008 26,161,762,342 25,198,493,978 24,760,426,103 24,296,616,861 24,142,644,456 23,324,668,971 22,634,003,430 22,059,618,341 21,677,946,316 20,942,338,290 20,718,955,824 20,070,206,888 19,102,959,798 19,014,477,927 18,710,967,808 17,627,617,718 16,533,724,990 16,304,202,446 15,558,588,304 14,495,568,482 12,887,337,046 11,431,617,743 11,224,773,823 10,842,000,000 10,153,971,872 9,746,236,630 7,253,995,614 5,978,180,253 5,966,870,468 1,388,048,210,562 2,168,786,600,866
Weighting
5.97% 5.89% 5.16% 3.83% 3.47% 3.29% 3.21% 3.11% 2.87% 2.57% 2.57% 2.52% 2.40% 2.36% 2.33% 2.26% 2.14% 2.09% 2.08% 2.03% 1.93% 1.88% 1.82% 1.78% 1.75% 1.74% 1.68% 1.63% 1.59% 1.56% 1.51% 1.49% 1.45% 1.38% 1.37% 1.35% 1.27% 1.19% 1.17% 1.12% 1.04% 0.93% 0.82% 0.81% 0.78% 0.73% 0.70% 0.52% 0.43% 0.43% 100.00%
Performance Performance Beta Factors for Beta Factors for Volatility (month-to-month) (year-to-year) Dow Jones Dow Jones EURO (250 days) STOXX 600 STOXX 50 (250 days) (250 days) 18.69% 1.12% 8.28% 5.31% 9.77% 13.91% 10.59% 28.86% -3.09% 1.00% 12.66% -10.54% 8.35% 14.48% 24.11% 5.44% 11.68% 25.95% 15.10% 5.08% 7.02% 15.85% 13.83% 10.75% 9.87% 5.63% 7.95% 7.01% 5.81% 4.61% 10.29% 4.15% 8.27% 12.52% 7.97% 25.46% 11.65% 17.38% 16.34% 21.90% 14.14% 2.20% 19.41% 11.47% 0.58% 12.83% 14.54% 17.68% 12.35% 14.33% 9.84% 9.37%
-12.68% -21.23% 4.33% -34.93% 1.97% -28.90% -19.83% -2.62% -24.89% -32.09% -22.30% -47.08% -14.04% -36.93% -13.59% -36.70% 8.06% -13.02% -11.43% -23.83% -19.41% -24.72% -27.88% -21.89% -26.98% -23.01% -55.87% -16.45% -33.17% 23.20% -0.66% -31.28% 0.02% -13.07% -28.39% -57.16% -2.16% -10.75% -10.80% -25.51% -9.78% -24.65% -22.12% -5.59% -24.36% -27.27% -33.49% -31.57% -69.80% -44.29% -21.67% -22.77%
1.395248 1.101230 0.711874 1.114184 0.633107 1.323063 1.402855 1.315935 1.167319 1.035047 0.809906 0.999377 0.555250 1.592646 1.234141 1.548861 0.613037 1.508989 0.774183 1.854542 0.749736 1.363868 1.440492 1.910822 0.962694 0.864993 1.948067 0.612231 0.751783 -0.196459 0.900112 1.132002 0.786798 0.833779 0.768524 2.304564 1.361401 1.319112 1.038597 1.039433 0.689256 0.985751 1.576733 0.919886 1.216813 1.525126 1.340991 2.230228 1.236509 1.653846
1.307628 1.046291 0.666276 1.045523 0.610626 1.222525 1.313247 1.224408 1.107182 0.997219 0.761625 0.939928 0.531756 1.492963 1.145581 1.429758 0.584266 1.393320 0.712866 1.713007 0.714587 1.251979 1.344186 1.784008 0.903619 0.804620 1.804013 0.586765 0.713515 -0.013899 0.845718 1.066879 0.747238 0.778162 0.718912 2.119909 1.256202 1.224105 0.968584 0.969962 0.652506 0.924450 1.447800 0.864838 1.129533 1.405512 1.225064 2.068509 1.140027 1.512920
63.15% 50.31% 34.39% 57.13% 44.15% 62.14% 78.17% 58.73% 55.79% 58.18% 45.35% 57.20% 33.74% 83.59% 58.78% 74.32% 39.15% 70.90% 43.60% 91.37% 44.66% 78.88% 70.69% 89.06% 49.63% 45.29% 93.86% 38.76% 39.84% 188.34% 50.97% 52.28% 45.56% 40.94% 39.45% 117.14% 59.88% 61.32% 51.75% 53.26% 38.75% 47.58% 73.66% 50.03% 67.44% 79.44% 68.72% 114.71% 132.37% 80.67% 41.77% 39.19%
Related Documents
Mr Component Bluechip 200907
June 2020 1
200907
May 2020 8
Component
November 2019 36
200907 Newsletter
May 2020 6
200907-18-24
May 2020 4