STOXX Limited is the Benchmark Administrator of the Omnient Indices. As such, wherever STOXX is mentioned on this page and across the Omnient website, it refers to STOXX Limited as the Benchmark Administrator of the Omnient Indices.
Dividend payments are included in the appropriate indices as net dividends:
Net dividend = declared dividend less withholding tax as indicated below
The STOXX indices are disseminated Monday through Friday between 0:00 and 22:15 CET, according to the following calendars:
» STOXX Europe Calendar: every weekday except January 1st, Good Friday, Easter Monday, December 25th and December 26th. This is the default calendar for any index, unless differently specified in the index guide.
» STOXX US Calendar: every weekday except January 1st, Good Friday and December 25th.
» STOXX Japan Calendar: every weekday except January 1st.
» STOXX Target Calendar: every weekday except January 1st, Good Friday, Easter Monday, May 1st, December 25th and December 26th.
» STOXX Eurex Calendar: every weekday except January 1st, Good Friday, Easter Monday, May 1st, December 24th, December 25th and December 26th.
» STOXX Specific Calendar: Index specific calendars which cannot be associated to any of the above defined STOXX Calendars. In this case the dissemination days are specified in the relevant index methodology and are subject to STOXX approval.
The Dissemination calendar per index can be found in the Vendor Code sheet available in the Data Vendor Codes section of Omnient Website.
- Jan 01, 2017
- Apr. 14, 2017 - Good Friday
- Apr. 17, 2017 - Easter Monday
- Dec. 25, 2017
- Dec. 26, 2017 – Boxing day
The complete list of non-trading days by Exchange for 2017 is available in PDF format.
- Jan 01, 2018
- Mar. 30, 2018 - Good Friday
- Apr. 02, 2018 - Easter Monday
- Dec. 25, 2017
- Dec. 26, 2017 – Boxing day
Sector Classification ICB
The Industry Classification Benchmark groups companies that have similar primary revenue sources.
There are ten industries, and derived from these – in increasingly finer classifications – there are 19 supersectors, 41 sectors and 114 subsectors.
Each stock in the investable stock universe is uniquely classified, based on the company's primary revenue source, in one of the 114 subsectors. Consequently, it is automatically and uniquely classified into one of the 41 sectors, one of the 19 supersectors and one of the ten industries.
The STOXX Country Classification Model is rules-based and transparent. The model is the first in the industry to exclude any subjectivity from the process. Our five criteria for the classification of a country as a developed or emerging market include macroeconomic data, market cap, market liquidity, free currency convertibility on onshore and offshore markets and restrictions on capital flows. The data sources for these diverse criteria are well known and independent global organizations (International Monetary Fund, World Bank and PricewaterhouseCoopers).
STOXX continuously monitors countries throughout the year. Countries may be added or removed at any time from the watch list based on several factors, including economic, infrastructure and political events.
A formal reassessment of all country classifications is done annually in Q1, when a final classification assignment decision is made for each country. A public announcement of any classification changes resulting from the annual reassessment is released latest by April of each year. Implementation of the classification changes occurs with the quarterly index review in Q3 of the same year.
|Results of the STOXX Country Classification Review 2018-Q1|
|STOXX Regional Classification effective Sep. 24, 2018|
|Results of the STOXX Country Classification Review 2017-Q1|
|STOXX Regional Classification effective Sep. 18, 2017|
The consistently high-quality standard of our indices is based on the STOXX Index Guides. They set clear and binding rules for the development, calculation, regular review and adjustment of the STOXX index family. The STOXX Index Guides guarantee objective operation and provide transparency and reliability – typical STOXX qualities that support investors and simplify investment decisions.
|Omnient General Principles and Calculation Guide|
|Individual Guides will be published shortly|
End of the Day Data
STOXX provides index composition data in a standardized format for each index. The information is divided as two files for closing data and opening data. Closing data files contain both index and composition information based on market closing values. Opening data files provide index and composition information based on index adjustments to be effective the next index dissemination day.
Filename Convention Closing File
Filename Convention Opening File
File name conventions for historical composition files from earlier dates
(available for the past 90 days)
(Please note: xxxx is a placeholder for the index symbol. Index symbols need to be in lower case)
From 09:00 to 17:30 CET, the middle of the latest bid and ask prices is used as the currency rate for index calculation. The intraday currency rate updates are triggered when the first opening stock price in the respective index is received. From 17:30 CET, FIXED foreign exchange rates are used for the calculation of the indices (using FIXED rates from 17:00). The FIXED foreign exchange rates are provided by the WM-Company – see Reuters: page WMRSPOT01 & ff. or Bloomberg: page WMCO & ff. as reference.
The corporate actions are available in MS-Excel, PDF and plain text format in the following table:
|Description||TXT||XLS / XLSX / PDF|
|All corporate action forecasts|
|All dividend forecasts|
Data Vendor Codes
Data vendor codes of OMNIENT indices are available in CSV and XLS formats in the following table
|Description||CSV||XLS / XLSX / PDF|
|Data Vendor Codes|
Note: STOXX is not responsible for third-party identifiers (tickers). STOXX provides information about tickers that are confirmed by Bloomberg on a best-effort basis. In case you identify issues with Bloomberg tickers, please contact Bloomberg directly. The number of indices and iNAVs will increase further and STOXX does not expect Bloomberg to provide full coverage of indices and iNAVs under its new ticker policy. The primary sources for STOXX index data are the STOXX Website (www.stoxx.com) and the realtime platform (CEF) of Deutsche Boerse AG, where you will find full coverage of all indices and iNAVs.