DJSI NEWS
SAM kicks off this year’s Corporate Sustainability Assessment
Olympus to be removed from regional Dow Jones Sustainability Index
SAM and Dow Jones Indexes announce the 2011 results of the Dow Jones Sustainability Indexes Annual Review
Largest additions and deletions resulting from the 2011 DJSI Review
TEPCO removed from regional Dow Jones Sustainability Indexes
Dow Jones Indexes and SAM license two sustainability equity indexes to iShares
SAM and Dow Jones Indexes launch DJSI Nordic Index
SAM and Dow Jones Indexes launch DJSI World Enlarged Index
 

DJSI WORLD 80 AND DJSI WORLD EX US 80 – METHODOLOGY


Overview
DJSI World 80
DJSI World ex US 80


Overview

The DJSI World 80 and DJSI World ex US 80 track the performance of the largest companies globally and outside the US which have been included in the DJSI World. The annual review of the DJSI World 80 and DJSI World ex US is based on the annual review of the DJSI World.


DJSI World 80
The annual review of the DJSI World 80 is based on the annual review of the DJSI World (see annual review DJSI World).

  1. Universe
    The universe for the annual review of the DJSI World 80 is the reviewed DJSI World, i.e. the DJSI World 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 World 80 is 80. To reach this number, the 60 biggest companies by free float market capitalization are selected in a first step, provided, however, that from each super sector a maximum of ten companies can be selected. This restriction also applies for the two following steps. In a second step, all current components of the DJSI World 80 between ranks 61 and 100 are selected in descending order until a total number of 80 components is reached. Third, provided that 80 components are not yet selected, additional companies which are not yet components of the DJSI World 80 are selected in descending order as new components until the total number of 80 components has been reached.


DJSI World ex US 80
The annual review of the DJSI World ex US 80 is based on the annual review of the DJSI World (see annual review DJSI World).

  1. Universe
    The universe for the annual review of the DJSI World ex 80 is the reviewed DJSI World ex US, i.e. the DJSI World ex US 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 World ex US 80 is 80. To reach this number, the 60 biggest companies by free float market capitalization are selected in a first step, provided, however, that from each super sector a maximum of ten companies can be selected. This restriction also applies for the two following steps. In a second step, all current components of the DJSI World ex US 80 between ranks 61 and 100 are selected in descending order until a total number of 80 components is reached. Third, provided that 80 components are not yet selected, additional companies which are not yet components of the DJSI World ex US 80 are selected in descending order as new components until the total number of 80 components has been reached.

 

 

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