ATX TR® - ATX Total Return
Indexlaunch: 30.04.2008
Main Features of the ATX Total Return:
The ATX Total Return (ATX TR) is a capitalization-weighted performance index, which is
calculated and disseminated in real-time in Euro by Wiener Börse AG. The composition of ATX TR
corresponds to that of ATX. Due to the consideration of dividend payment the index reflects the
total return of the portfolio underlying ATX. The ATX TR can be used as underlying for structured
products and standardized derivatives (futures and options) tradable at Wiener Börse.
| Short Code | ISIN | Bloomberg | Reuters | Calculation Time |
|---|---|---|---|---|
| ATX TR | ATXTR <Index> | .ATXTR | CET 9:00 - 17:45 |
Main Features of the ATX Total Return:
- The gross dividend payments of the index constituents are reinvested into the index effective on the ex-dividend date.
- The effective free float factors of a company is tracked by free float factor: 0.10 - 0.20 – 0.30 - 0.40 - 0.50 – 0.60 - 0.70 - 0.80 - 0.90 - 1.00.
- Representation factors can take values between 0.01 and 1.00 and are used to avoid that an index member exceeds a maximum weighting cap of 20%.
- ATX TR is calculated on every trading day at Wiener Börse.
- New index values are triggered by price updates in the index stocks.
- Changes to the index composition are decided by the ATX Committee on a be-annual basis and correspond to that of ATX.
- Free float and representation factors are reviewed on a quarterly basis by the ATX Index Committee.