Dow Jones Sustainability Europe 40 Index and Dow Jones Sustainability Eurozone 40 Index
METHODOLOGY
Overview
The Dow Jones Sustainability Europe 40 Index (DJSI Europe 40) and Dow Jones Sustainability Eurozone 40 Index (DJSI Eurozone 40) track the
performance of the largest companies in Europe and the Eurozone
which have been included in the Dow Jones Sustainability Europe Index (DJSI Europe). The annual reviews of the DJSI Europe 40 and DJSI Eurozone 40 are based on the annual
review of the DJSI Europe.
Annual Review
Dow Jones Sustainability Europe 40 Index (DJSI Europe 40)
The annual review of the DJSI Europe 40 is based on the annual
review of the DJSI Europe (see
annual review DJSI Europe).
1. Universe
The universe for the annual review of the DJSI Europe 40
is the reviewed DJSI Europe as it will
be implemented upon the next annual review date.
2. Ranking List
Each company in this universe is ranked according to its
free float market capitalization on 31 July.
3. Selection
The target number of components for the DJSI Europe 40
is 40. To reach this number, the 30 biggest companies by
free float market capitalization are selected in a first
step, provided, however, that from each super sector a maximum of five companies can be selected.
This restriction also applies for the two following steps.
In a second step, all current components of the DJSI Europe 40 between ranks 31 and 50 are selected in descending order
until a total number of 40 components is reached. Third,
provided that 40 components are not yet selected, additional
companies which are not yet components of the DJSI Europe 40 are selected in descending order as new components until
the total number of 40 components has been reached.
Dow Jones Sustainability Eurozone 40 Index (DJSI Eurozone 40)
The annual review of the DJSI Eurozone 40 is based on the
annual review of the DJSI Eurozone (see
annual review DJSI Europe).
1. Universe
The annual review of the DJSI Eurozone 40 is based on
the annual review of the DJSI Eurozone
2. Ranking List
Each company in this universe is ranked according to its
free float market capitalization on 31 July.
3. Selection
The target number of components for the DJSI Eurozone 40 is 40. To reach this number, the 30 biggest companies
by free float market capitalization are selected in a first
step, provided, however, that from each super sector a maximum
of five companies can be selected. This restriction also
applies for the two following steps. In a second step, all
current components of the DJSI Eurozone 40 between ranks
31 and 50 are selected in descending order until a total
number of 40 components is reached. Third, provided that
40 components are not yet selected, additional companies
which are not yet components of the DJSI Eurozone 40 are
selected in descending order as new components until the
total number of 40 components has been reached.
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