Index |
Dow Jones STOXX Sustainability Indexes |
| Principles |
The Dow Jones STOXX Sustainability Indexes (DJSI STOXX)track the financial performance of the leading European companies in terms of economic, environmental and social criteria in Europe. The DJSI STOXX cover the top 20% of the DJ STOXX 600.
From this benchmark another regional index is calculated for the sustainability leaders in the Euro-zone (DJSI EURO STOXX).
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| Excluding criteria |
The indexes are also available excluding alcohol, tobacco, gambling, armament and firearms.
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| 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 figure is calculated for every company within the investment universe of the DJSI STOXX.
The Corporate Sustainability Assessment can be divided into three levels:
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questionnaire |
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quality and publicly accessibility of documents |
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verification |
The criteria for the sustainability assessment of a company cover for example the following areas:
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strategic planning |
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organisational learning |
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environmental performance |
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external stakeholders |
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corporate governance |
The questionnaire's general part can be viewed as an example under:
www.sustainability-indexes.com/htmle/assessment/infosources.html
The sustainability performance key-figure 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.
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Research done by
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SAM Research | |
Funds based on the index
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According to the index provider 9 licenses have been issued since the launch of the DJSI STOXX (Date 12/31/2003).
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| Finance-/tech. - support by |
STOXX Ltd.
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| Benchmark |
DJ STOXX 600, DJ EURO STOXX
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| Company profiles |
Profiles of the market leaders can be found under:
www.sustainability-indexes.com/htmle/djsi_stoxx/msectorleaders.html
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