FTSE MIB Index

FTSE FACTSHEET
FTSE MIB Index
Data as at: 30 December 2016
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The FTSE MIB Index is the primary benchmark index for the Italian equity market and
FEATURES
represents the large cap component of the FTSE Italia All-Share Index. Capturing approximately
80% of the domestic market capitalisation, the FTSE MIB Index measures the performance of
Coverage
the 40 most liquid and capitalised Italian shares and seeks to replicate the broad sector weights
The FTSE MIB Index consists of the 40 most
of the Italian stock market.
liquid and capitalised stocks selected by
1-Year Performance - Capital Return
FTSE Italia Index Policy Committee that are
listed on Borsa Italiana's (BIt) MTA and MIV
(EUR)
markets.
100
95
Objective
90
The index is designed for use in the creation
85
of index tracking funds, derivatives and as a
performance benchmark.
80
Investability
75
Dec-2015
Feb-2016
Apr-2016
Jun-2016
Aug-2016
Oct-2016
Dec-2016
Data as at month end
Stocks are free-float weighted to ensure that
only the investable opportunity set is
included within the indices.
FTSE MIB
Capping
Constituents are capped at 15% to avoid
5-Year Performance - Capital Return
over-concentration.
(EUR)
160
Liquidity
150
140
Stocks are screened to ensure that the index
130
is tradable. Foreign shares are eligible for
120
inclusion, although secondary lines are
110
excluded.
100
90
Transparency
80
Dec-2011
Dec-2012
Dec-2013
Dec-2014
Dec-2015
Dec-2016
Data as at month end
The index uses a transparent, rules-based
construction process. Index Rules are freely
available on the FTSE website.
FTSE MIB
Availability
The index is calculated based on price and
Performance and Volatility - Capital Return
Index (EUR)
Return %
FTSE MIB
Return pa %*
total return methodologies, both real time
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
17.3
18.7
-10.2
-10.2
1.4
27.5
0.5
5.0
30.7
24.6
20.5
accordance with the Industry Classification
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
Benchmark (ICB), the global standard for
Year-on-Year Performance - Capital Return
FTSE MIB
Industry Classification Benchmark
Index constituents are categorized in
* Compound annual returns measured over 3 and 5 years respectively
Index % (EUR)
intra-second and end-of-day.
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
-7.0
-49.5
19.5
-13.2
-25.2
7.8
16.6
0.2
12.7
-10.2
industry sector analysis.
Source: FTSE Russell as at 30 December 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information.
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Data as at: 30 December 2016
FTSE MIB Index
Return/Risk Ratio and Drawdown - Capital Return
Index (EUR)
INFORMATION
Return/Risk Ratio
FTSE MIB
Drawdown (%)
Index Universe
1YR
3YR
5YR
10YR
1YR
3YR
5YR
10YR
-0.3
0.0
0.2
-0.3
-29.5
-37.2
-37.2
-72.1
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
All stocks listed on BIt's MTA and MIV
markets
Index Launch
Drawdown - based on daily data
Q2 2009
Top 10 Constituents
Constituent
ICB Sector
Eni
Oil & Gas Producers
Base Date
Net MCap (EURm)
Wgt %
38,107
13.63
31 December 1997
Enel
Electricity
31,902
11.41
Base Value
Intesa Sanpaolo
Banks
29,204
10.44
24,401.54
Generali
Nonlife Insurance
17,801
6.37
Unicredit
Banks
15,877
5.68
Atlantia
Industrial Transportation
11,907
4.26
Snam
Gas Water & Multiutilities
9,583
3.43
Index Calculation
Telecom Italia
Fixed Line Telecommunications
9,393
3.36
End-of-day and real-time indices available
Fiat Chrysler Automobiles NV
Automobiles & Parts
9,268
3.31
End-of-Day Distribution
Luxottica Group
Personal Goods
8,100
2.90
181,141
64.78
Totals
Investability Screen
Free-float adjusted and liquidity screened
Via FTP and email
Currency
ICB Supersector Breakdown
ICB Code
ICB Supersector
0500
EUR
No. of Cons
Net MCap (EURm)
Wgt %
Oil & Gas
2
41,190
14.73
1700
Basic Resources
1
8,013
2.87
2300
Construction & Materials
1
1,633
0.58
2700
Industrial Goods & Services
4
30,123
10.77
3300
Automobiles & Parts
2
16,581
5.93
3500
Food & Beverage
1
2,627
0.94
3700
Personal & Household Goods
3
12,142
4.34
4500
Health Care
1
2,746
0.98
5300
Retail
1
1,590
0.57
5500
Media
1
2,709
0.97
6500
Telecommunications
1
9,393
3.36
7500
Utilities
5
51,453
18.40
8300
Banks
9
60,051
21.47
8500
Insurance
5
26,179
9.36
8700
Financial Services
2
6,411
2.29
9500
Technology
Totals
1
6,792
2.43
40
279,632
100.00
Index Characteristics
Attributes
FTSE MIB
Number of constituents
Net MCap (EURm)
Dividend Yield %
40
279,632
3.59
Constituent Sizes (Net MCap EURm)
Review Dates
Quarterly in March, June, September and
December
Data definitions available from
[email protected]
To learn more, visit www.ftserussell.com;
email [email protected]; or
call your regional Client Services Team office:
EMEA
+44 (0) 20 7866 1810
Average
6,991
North America
Largest
38,107
+1 877 503 6437
Smallest
Median
411
2,982
Weight of Largest Constituent (%)
13.63
Top 10 Holdings (% Index MCap)
64.78
Asia-Pacific
Hong Kong +852 2164 3333
Tokyo +81 3 3581 2764
Sydney +61 (0) 2 8823 3521
30 December 2016
Source: FTSE Russell as at 30 December 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information.
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Data as at: 30 December 2016
FTSE MIB Index
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(“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited
(together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved.
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FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE ”, “Russell ”, “FTSE Russell ” “MTS ”, “FTSE TMX ”,
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“FTSE4Good ” and “ICB ” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service
marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell,
MTSNext, or FTSE TMX.
All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no
responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any
errors or for any loss from use of this publication or any of the information or data contained herein.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation
whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE MIB or the fitness or suitability of the FTSE MIB for any
particular purpose to which they might be put.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this
document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees,
partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made
in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold
that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a
licensed professional.
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical,
photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group
index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors.
Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent
the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the
index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are
based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the
index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the
underlying economic data used in the calculation of the index.
Source: FTSE Russell as at 30 December 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information.
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