FACTSHEET - Solactive European Buyback Index 30.1.2015

FACTSHEET - 5.2.2015
Solactive European Buyback Index
DESCRIPTION
The Solactive European Buyback Index tracks the price movements in shares of companies, which have
announced a stock buyback in the last two months. The Index is calculated as a total return index in EUR and the
components are weighted according to their buyback ratio. The Solactive European Buyback Index is rebalanced
every 2 months.
HISTORICAL PERFORMANCE*
CHARACTERISTICS
ISIN / WKN
Bloomberg / Reuters
DE000SLA0021 / SLA002
Base Value / Base Date
- / 28.11.2008
BUYEU Index / .BUYEU
Last Price
3650.26
Index Calculator
Solactive AG
52W High
3,650.26
Index Type
Total Return
52W Low
Index Currency
Index Members
Dividends
EUR
51
Included (Total Return Index)
Calculation
History
2,942.16
08:00am to 09:30pm (CET), every 15 seconds
Available daily back to 28.11.2008
FACTSHEET - 5.2.2015
Solactive European Buyback Index
STATISTICS
in EUR
Performance
Performance (p.a.)
Volatility (p.a.)
YTD
Since
Inception
21.5%
8.4%
265.0%
21.8%
127.3%
23.3%
30D
90D
180D
360D
12.2%
12.3%
18.5%
306.6%
60.3%
40.9%
13.3%
14.9%
15.2%
13.3%
15.3%
17.4%
High
3,650.26
3,650.26
3,650.26
3,650.26
3,650.26
3,650.26
Low
3,252.77
3,122.03
2,942.16
2,942.16
3,252.77
820.55
Sharpe Ratio
22.98
4.03
2.68
1.63
8.29
1.29
Max. Drawdown
-1.3%
-7.0%
-11.4%
-11.4%
-3.4%
VaR 95 \ 99
CVaR 95 \ 99
CURRENCY EXPOSURE
-23.6%
-0.0% \ -9.1%
-5.3% \ -17.2%
-5.6% \ -13.6%
-12.6% \ -23.1%
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
SAL IM Equity
EUR
IT
SALINI IMPREGILO SPA
5.26%
GN DC Equity
DKK
DK
GN STORE NORD A/S
5.05%
HOT GY Equity
EUR
DE
HOCHTIEF
4.86%
ASM NA Equity
EUR
NL
ASM INTERNATIONAL NV
4.84%
ADEN VX Equity
CHF
CH
ADECCO SA
4.62%
DSV DC Equity
DKK
DK
DSV A/S
4.59%
WOS LN Equity
GBP
JE
WOLSELEY PLC
4.40%
LRE LN Equity
GBP
BM
LANCASHIRE HOLDINGS LTD
4.38%
GTO NA Equity
EUR
NL
GEMALTO
4.37%
SVI LN Equity
GBP
GB
SVG CAPITAL PLC
3.25%
ICP LN Equity
GBP
GB
INTERMEDIATE CAPITAL GROUP
3.20%
MAERSKB DC Equity
DKK
DK
AP MOELLER MAERSK A/S
2.59%
OPHR LN Equity
GBP
GB
OPHIR ENERGY PLC
2.59%
AH NA Equity
EUR
NL
KONINKLIJKE AHOLD NV
2.48%
PMO LN Equity
GBP
GB
PREMIER OIL PLC
2.40%
FACTSHEET - 5.2.2015
Solactive European Buyback Index
For more information, please visit www.solactive.com.
* Past performance is no guarantee of future results and may be lower or higher than current performance. Index returns are no guarantee for any returns of financial products linked to the
index. Any performance information regarding financial products linked to the index can reflect temporary waivers of expenses and/or fees and does not include insurance/annuity fees and
expenses.
This info service is offered exclusivley by Solactive AG, Guiollettstr. 54, D-60325 Frankfurt am Main, E-Mail indexing@solactive.com | Disclaimer: All our activities as an aquisition agent and
investment adviser (in accordance with § 1 Article 1a No. 1, 1a and 2 of the German Banking Act / KWG) in the capacity of a "contractbound agent" are subject to the liability of Exclusive
Private Finance GmbH, Gaisbergstrasse 40, 69115 Heidelberg, Germany (§ 2 Article 10 German Banking Act / KWG). This document is for the information and use of professional advisers
only. Remember, the information in this document does not constitute tax, legal or investment advice and is not intended as a recommendation for buying or selling securities. The information
and opinions contained in this document have been obtained from public sources believed to be reliable, but no representation or warranty, express or implied, is made that such information is
accurate or complete and it should not be relied upon as such. Solactive AG and all other companies mentioned in this document will not be responsible for the consequences of reliance upon
any opinion or statement contained herein or for any omission. | © Solactive AG, 2013. All rights reserved.