Index profile

DJSI US

Index family

Principles

The Dow Jones Sustainability Indexes (DJSI) family is derived from and fully integrated with the Dow Jones Global Indexes. The DJSI North America with the indexes DJSI North America, DJSI North America 40, DJSI US and DJSI US 40 tracks the financial performance of the top 20% in terms of sustainability of the 600 biggest North American companies in the Dow Jones World Index. The DJSI United States is the US subset of the DJSI North America.

The analysis consists of general as well as industry specific criteria. The index provider believes that corporate sustainability increases shareholder value in the long run. In addition to the composite DJSI North America, a regional subset - the DJSI United States - derived from this benchmark covers the sustainability leaders in the US. Furthermore, for both indexes specialized subsets are available that exclude companies with an exposure to tobacco, alcohol, gambling, armaments and the firearms industry.

Excluding criteria

Excluding criteria are only considered in the specialized indexes. These exclude companies which are active in certain industries e.g. alcohol, gambling, tobacco, armaments and firearms.

Positive criteria

The company selection process for the indexes is done based on a corporate sustainability assessment and is carried out by SAM. According to SAM this assessment allows the calculation of a sustainability performance key-figure for each company. The sustainability performance reflects the company's ability to create economic, social and ecological added value and is the result of a process to analyze and assess sustainability. The Corporate Sustainability Assessment can be divided into three levels:

- questionnaire analisis
- quality and publicly accessibility of documents
- verification

The criteria for the sustainability assessment of a company cover for example the following areas:

- strategic planning
- organisational learning
- environmental performance
- external stakeholders
- corporate governance

The sustainability performance key-figure of a company is calculated using SAM Information Management System (SIMS)The answers to the questionnaire along with the results of the quality of the publicly accessible information and the verification factor are evaluated along well defined rating and weighting parameters. The result, the so called Corporate Sustainability Score, is the key-figure for the company's sustainability performance. It can be corrected at any time should a test reveal any engagement into critical activities.

Research done by

SAM Research

 
Funds based on the index n.s.
Finance-/tech. - support by Dow Jones Indexes
Benchmark Dow Jones Global Index
Company profiles n.s.
 

This indice profile is aligned with the index provider.

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