Document properties  Print this page
Document propertiesX
Title:Ethibel Sustainability Index Excellence Europe
Date of publishing:September 20, 2011
Hits:17797
Category:Other content
Language:English
Also available in the following languages:Dutch, French

Ethibel Sustainability Index Excellence Europe

The Ethibel Sustainability Index (ESI) Excellence Europe contains 200 shares of European companies that are included in the Russell Global Index that display the best  performance in terms of corporate social responsibility (CSR).

The ESI Excellence Europe is composed on the basis of a basket of companies included in the Investment Register which meet a number of technical-financial requirements, summarised in the specifications.

The methodology can be summarised as follows:

  • The Russell Global Index serves as the selection universe for the index components.
  • Members are chosen among shares included in the Ethibel Excellence Investment Register, but in descending order of the ratings assigned to them (so first from the A ratings, then the B ratings and finally, the C ratings) until 200 have been selected.
  • A share is not eligible if the market capitalisation is too small (less than 0.05% of the index market capitalisation).
  • For the composition account is also taken of an adequate balance between the industries.

In the list of shares which are constituents of the Investment Register, the column ‘Constituent of Ethibel Sustainability Index (ESI) Europe’ indicates whether the share does or does not form part of the index.

 

Also read: