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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.

The indices in the Series are rebalanced monthly to ensure that the risk factor exposures remain current and the constituent weights near to their target weights. All indices, in both the price and net total return versions, are published in Euros

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 260 companies and 5 indices, including:

  • Solactive Tradable European: Earnings Momentum Factor Index, Low Beta Factor Index, Price Momentum Factor Index, Quality Factor Index, and Value Factor Index

Some of the data items available include:

  • Bloomberg Id, Dividend Correction Factor, Dividend Yield, Divisor, Earnings to Price Ratio, Foreign Exchange Rate, ISIN code, Market Capitalization, Net Total Return, Number of Index, Shares Adjustment, Percentage Weight, Price Return, Return on Assets, Return Type, etc.

 

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