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Solactive Tradable European Indices

The Solactive Tradable European Value Factor Gross Total Return Index is an index from the Solactive Tradable European Factor Family offering exposure to the Value factor. This index selects stocks that score highly on three traditional measures of value: earnings-to-price ratio, book-to-price ratio, and dividend yield. Each index in the Solactive Tradable European Factor Index Series is composed of 50 European-listed companies chosen from a starting universe of 675 stocks. The selected companies have a high degree of exposure to the equity risk factor specified for that index, and are subject to certain liquidity requirements, and sector caps in order to avoid industry concentration. The weight of each component is assigned depending on how its liquidity compares with that of other stocks in the same index. In this way, the index methodology allows investors to gain exposure to factors, while tilting the composition towards more liquid companies.

Key Features and Coverage on RIMES

For this data source, RIMES hosts 1 index and 50 companies. The index is the Solactive Tradable European Value Factor Index. Some of the data items available include:

  • Price Return
  • Net Total Return
  • Return Type
  • ISIN code
  • Reuters and Bloomberg identifiers
  • Number of Index Shares
  • Foreign exchange rate
  • Divisor on Trading Day
  • Earnings to Price Ratio
  • Dividend Yield
  • Return on assets

 

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