Download PSI 20®

PSI20
PSI 20
Factsheet 1/3
®
Objective
The PSI 20® is a free float market capitalization weighted index that reflects the performance of the maximal 20 most actively
traded shares listed on Euronext Lisbon, and is the most widely used indicator of the Portuguese stock market. The index
serves as an underlying for structured products, funds, exchange traded funds and futures.
Investability
Stocks are screened to ensure liquidity and selected and free float weighted to ensure that the index is investable.
Transparency
The index rules, that are available on our website, are overseen by the independent PSI committee that acts as Supervisor. All
our rulebooks can be found on the following webpage: www.euronext.com/en/indices/index-rules.
Statistics
Market Capitalization
March 31, 2016
EUR Bil
Performance
(%)
Full
50.34
Last Quarter
-5.51
P/E Incl. Neg LTM
49.58
Free float / Capping
26.08
Year to Date
-5.51
P/E Incl. Neg FY1
14.42
% of PSI All-Share
91.62
2015
10.71
P/E excl. Neg LTM
16.13
2014
-26.83
P/E excl. Neg FY1
14.42
EUR Bil
2013
15.98
Components (full)
Average
2.80
Median
1.53
Annualized
Largest
9.65
2 Year
-18.76
Smallest
0.12
3 Years
-4.82
5 Years
-8.32
Component Weights
Largest
(%)
Since Inception (31-12-92)
(%)
2.26
12.66
Smallest
0.36
Top ten
88.57
Tracking error vs. (YTD)
PSI All-Share
Fundementals
Price/Book
1.22
Price/Sales
0.82
Price/Cash Flow
Dividend Yield (%)
16.11
2.90
Risk
Sharpe Ratio 1 Year
-0.93
Volatility 30 Day
20.33
(%)
-3.18
Performance others
PSI 20 NR
Last Quarter
(%)
PSI 20 GR
(%)
PSI All-Share
(%)
-5.51
Last Quarter
-2.32
-5.51
Last Quarter
Year to Date
-5.51
Year to Date
-5.51
Year to Date
-2.32
2015
13.73
2015
14.75
2015
14.29
2014
-25.44
2014
-24.98
2014
-23.12
2013
19.14
2013
20.22
2013
11.81
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PSI20
Factsheet 2/3
PSI 20
®
Index Facts
Categories
Weighting
Facts
Free float market capitalization subject to 12% weighting cap
Component Number
Review Frequency
Maximum 20, Minimum 18
Annual review each March with quarterly fast entry or replacement. Effective after the
third Fridays of March, June, September, and December
Calculation and Distribution
Price, Net Return and Gross Return in EUR; Every 15 seconds during Euronext regulated
trading hours
Isin code / Base Value / Base Date
PSI 20 (PTING0200002) 3,000 as of 31 December 1992
PSI 20 NR (QS0011211180) 11,986.60 as of 2 November 1999
PSI 20 GR (PTING0210001) 3,000 as of 31 December 1992
The PSI 20 was introduced on 31 December 1992
Date Introduced
The PSI 20 NR was introduced on 29 December 2010
The PSI 20 GR was introduced on 31 December 1992
The cash market closing price of the Index at 16.40 Lisbon time
Settlement Procedure
Sector Allocation
Financial Services
Telecommunications
Construction & Materials
Food & Beverage
Basic Resources
Industrial Goods & Services
Media
Oil & Gas
Banks
Retail
Utilities
0
5
10
15
20
25
30
Percentage
indices.euronext.com
Euronext
Factsheet 3/3
PSI 20
P
®
Components
Company
MNEMO Cnty Sector (ICB)
ALTRI SGPS
ALTR
PT
Industrial Goods & Services
Weight (%) Index Cap
1.85
0.28
Float
0.35
B.COM.PORTUGUES
BCP
PT
Banks
9.90
1.48
0.8
BANCO BPI
BPI
PT
Banks
3.67
0.55
0.3
CORTICEIRA AMORIM
COR
PT
Food & Beverage
1.20
0.18
0.2
CTT CORREIOS PORT
CTT
PT
Industrial Goods & Services
7.90
1.18
0.95
EDP
EDP
PT
Utilities
12.66
1.89
0.85
EDP RENOVAVEIS
EDPR
PT
Utilities
9.81
1.46
0.25
GALP ENERGIA-NOM
GALP
PT
Oil & Gas
12.09
1.80
0.55
J.MARTINS,SGPS
JMT
PT
Retail
12.47
1.86
0.4
MONTEPIO
MPIO
PT
Banks
0.70
0.10
0.45
MOTA ENGIL
EGL
PT
Construction & Materials
1.19
0.18
0.4
NOS, SGPS
NOS
PT
Media
10.12
1.51
0.5
PHAROL
PHR
PT
Telecommunications
0.56
0.08
0.7
PORTUCEL
PTI
PT
Basic Resources
4.94
0.74
0.3
REN
RENE
PT
Utilities
3.71
0.55
0.6
SEMAPA
SEM
PT
Basic Resources
1.90
0.28
0.3
SONAE
SON
PT
Retail
4.97
0.74
0.35
SONAE CAPITAL
SONC
PT
Financial Services
0.36
0.05
0.35
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