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Index Matrix

Austrian Indices
AT | Sector Indices
CEE | Regional Indices
CEE | Country Indices
CEE | Sector Indices
CIS | Country Indices
CIS | Sector Indices
Asian | Country Indices
Theme- & Style Indices
Customized Indices

ATX® FND - ATX Fundamental

Indexlaunch: 16.06.2009

The ATX Fundamental is weighted according to certain fundamental ratios and made up of the companies in the Austrian Traded Index (ATX). The weighting of the companies in the ATX Fundamental is based on a factor computed by the Vienna Stock Exchange taking into account three fundamental ratios: Return on Assets, Net Dividend Yield and Price-to-Book Ratio.

 

Short Code ISIN Bloomberg Reuters Calculation Time
ATX FND

AT0000A0DRM3

ATXFND <Index> .ATXFND CET 9:00 - 17:45

 
Main Features of the ATX Fundamental:


  • Dividend payments are not considered.
  • The index weighting is derived from the relative average of the financial ratios Return on Assets, Net Dividend Yield and Price-to-Book Ratio.
  • Stocks are weighted according to their market capitalization in free float corrected by the fundamental factor (FUF).
  • The index composition is revised in March and September.
  • The calculation parameters are reviewed by the Index Committee in March, June, September and December.
  • Each company included in the ATX is represented in the ATX Fundamental by a weight of at least 0.10%.