富时金砖四国50股指
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富时金砖四国50股指数（FTSE BRIC 50 Index）
目录
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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
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 DEPOSITARY RECEIPTS AND H SHARES
Depositary Receipts A 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 Shares Securities 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
Rank Constituent Country ICB Supersector Net Mkt Cap (USDm) Index Weight (%) 1 Petroleo Brasileiro S/A ADS Brazil Oil & Gas 70,342 17.06 2 Companhia Vale do Rio Doce ADS Brazil Basic Resources 41,979 10.18% 3 OAO GAZPROM Russia Oil & Gas 30,752 7.46% 4 China Life Insurance (H) China Insurance 20,918 5.07% 5 LUKOIL (OAO) Russia Oil & Gas 20,439 4.96% 6 Industrial and Commercial Bank of China (H) China Banks 17,029 4.13% 7 Bank of China (H) China Banks 15,954 3.87% 8 Petrochina (H) China Oil & Gas 15,046 3.65% 9 China Construction Bank (H) China Banks 14,878 3.61% 10 Banco Itau Holding Financiera S.A. ADS Brazil Banks 13,495 3.27% Totals 260,832 63.27% Source: FTSE Group, data as at 27 February 2009
FTSE BRIC 50 INDEX COUNTRY BREAKDOWN
FTSE BRIC 50 INDEX FTSE ALL-WORLD BRIC INDEX Country Net Mkt Cap (USDm) Index Weight (%) Net Mkt Cap (USDm) Index Weight (%) Brazil 185,074 44.90 260,058 37.65 Russia 70,178 17.02 92,514 13.39 India 20,124 4.88 156,164 22.61 China 136,858 33.20 181,943 26.34 Totals 412,234 100.00 690,679 100.00
Source: FTSE Group, data as at 27 February 2009
FTSE BRIC 50 INDEX ICB SUPERSECTOR COUNTRY BREAKDOWN
ICB Code ICB Supersector Brazil(%) Russia(%) India(%) China(%) Total(%) 500 Oil & Gas 38.01 83.58 - 17.40 37.07 1300 Chemicals - - - - - 1700 Basic Resources 30.40 9.70 6.48 6.79 17.87 2300 Construction & Materials - - - 6.13 2.04 2700 Industrial Goods & Services 1.08 - - 1.90 1.12 3300 Automobiles & Parts - - - - - 3500 Food & Beverage 7.23 - - - 3.25 3700 Personal & Household Goods - - - - - 4500 Health Care - - - - - 5300 Retail - - - - - 5500 Media - - - - - 5700 Travel & Leisure - - - - - 6500 Telecommunications 2.93 6.73 - 4.04 3.80 7500 Utilities 5.82 - - - 2.61 8300 Banks 14.52 - 83.09 43.39 24.98 8500 Insurance - - - 19.09 6.34 8700 Financial Services - - - 0.54 0.18 9500 Technology - - 10.43 0.72 0.75 Totals(%) 100.00 100.00 100.00 100.00 100.00
FTSE BRIC 50 INDEX PERFORMANCE AND VOLATILITY TABLE (USD TOTAL RETURN)
PERFORMANCE VOLATILITY 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 -23.8 66.2 -8.7 10.7 65.9 36.7 32.3 FTSE All-World BRIC Index -3.4 -50.6 -6.2 -59.3 -23.2 60.4 -8.4 9.9 50.2 35.9 32.0 FTSE Emerging Index -5.3 -47.7 -12.0 -56.1 -30.6 22.1 -11.5 4.1 40.8 30.4 26.7 FTSE All-World Index -14.4 -43.7 -17.5 -47.8 -36.9 -17.3 -14.2 -3.7 33.8 20.4 17.1
- 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
Attribute FTSE BRIC 50 Index Number of Constituents 50 Net Market Cap (USDm) 412,234 Constituent Sizes (Net Market Cap USDm) Average 8,245 Largest 70,342 Smallest 434 Median 3,759 Weight of Largest Constituent (%) 17.06 Top 10 Holdings (% Index Market Cap) 63.27
Source: FTSE Group, data as at 27 February 2009
参考文献
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