methodology low volatility emerging markets dividend index
TRANSCRIPT
www.indxx.com
Indxx Low Volatility Emerging Markets Dividend Index Methodology
April 2012
2
Table of Contents
........................................................................ 3
.................................................................................................................................... 3
.......................................................................................................................... 3
......................................................................................................................... 5
....................................................................................................................................... 6
................................................................................................................................................. 6
................................................................................................................................................ 8
.......................................................................................................................... 9
........................................................................................................................................... 10
.................................................................................................................................................. 11
................................................................................................................................................. 13
............................................................................................................................................. 14
.................................................................................................................................................... 15
............................................................................................................................................ 16
..................................................................... 17
................................................................................................................................................. 18
............................................................................................................................................... 19
.................................................................................................................................................. 20
3
Indxx Low Volatility Emerging Markets Dividend Index
Index Description
Index Eligibility Criteria
Market Capitalization
Liquidity
Domicile
Stock Preference
Public Float
Beta
4
Correlation
Dividend Yield
Weighting
Rebalancing
•
•
•
•
•
•
5
Index Creation Process
6
Corporate Actions
Dividends
Meaning
Declaration Date:
In-dividend Date:
Ex-dividend Date:
Payment Date:
Impact on Index
Adjustment in the Index
7
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
8
Stock Split
Meaning
Impact on Index
Adjustment in the Index
9
Bonus Issue of Shares
Meaning
Impact on Index
Adjustment in the Index
10
Rights Issue
Meaning
Impact on Index
Adjustment in the Index
11
Spin Off
Meaning
Impact on Index
Adjustment in the Index
12
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
13
Delisting
Meaning
Impact on Index
Adjustment in the Index
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
14
Acquisition
Meaning
Impact on Index
Adjustment in the Index
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
15
Merger
Meaning
Impact on Index
Adjustment in the Index
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
16
Bankruptcy
Meaning
Impact on Index
Adjustment in the Index
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
17
Temporary Delisting/Prolonged Trading Suspension
Meaning
Impact on Index
Adjustment in the Index
Previous Index Divisor : Index divisor prior to the ex-dividend date
Total Dividends : Sum of all dividends for all the stocks
Current Index Value : Dollar market value of the Index/Previous Index Divisor
18
Index Data
Total Return Index
Price Return Index
19
Index Policy
Index Committee Policy
Announcements
Holiday Schedule
20
Disclaimer