FEAS Yearbook FEAS Yearbook 2022 | Page 34

180 160 140 120 100 80
DOW JONES FEAS COMPOSITE INDEX ( USD )
Quick Facts
Weighting Method
Rebalancing Frequency
Calculation Frequency Calculation Currencies
Float-adjusted market cap weighted Annually in March for frontier markets and in September for developed and emerging markets EOD
USD , EUR First Value Date Dec 31 , 2004 Launch Date Jun 04 , 2009
Characteristics
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Number of Constituents
278
278
284
283
283
282
283
282
261
263
263
260
Constituent Total Market Cap USD mln
Mean Market Cap
1834.75
1868.1
1958.37
1961.1
1849.59 1702.24
1761.08
1753.48
1883.89
1972.9
1972.9
2018.41
Max Market Cap
78371.53
82822.85 87510.83
82870.2 71835.65 61796.65
66059.39
60897.76
55309.94
61087.18
61087.18 54131.97
Min Market Cap
7.36
4.63
4.67
4.92
4.48
4.44
5.99
7.32
22.31
14.04
14.04
15.88
Median Market Cap
382.7
372.58
339.46
353.56
323.06
312.92
313.96
335.14
372.86
373.49
373.49
424.16
ESG Characteristics
Carbon to Value Invested ( metric tons CO2e /$ 1M invested )* Carbon to Revenue ( metric tons CO2e /$ 1M revenues )* Weighted Average Carbon Intensity ( metric tons CO2e /$ 1M revenues )* Fossil Fuel Reserve Emissions ( metric tons CO2 /$ 1M invested )
114 112 96.43 100.6 110.98 107.47 110.11 108 .. 9 125.36 118.67 118.67 124.45 421.06 421.29 426.42 399.22 412.47 415.15 440.31 443.13 443.13 444.51
164 160 149.12 152.61 150.44 145.29 144.45 150.67 153.36 156.85 156.85 186.41
1995 1972 1676.06 1650.09 1888.38 2131.73 2041.67 2094.59 2284.5 2257.61 2257.61 2041.19
Sector Breakdown
Index Weight Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Financials
63.5 %
63.7 %
60.4 %
60.1 %
60.8 %
61.5 %
61.5 %
62.4 %
59.0 %
59.9 %
59.9 %
60.5 %
Telecommunications
13.4 %
13.9 %
19.7 %
19.4 %
18.2 %
17.6 %
17.7 %
16.9 %
15.7 %
15.7 %
15.7 %
14.2 %
Industrials
5.6 %
5.5 %
5.0 %
5.4 %
5.4 %
5.1 %
5.2 %
5.1 %
8.3 %
8.5 %
8.5 %
8.9 %
Consumer Services
4.2 %
4.2 %
3.6 %
3.7 %
3.8 %
4.1 %
4.0 %
4.1 %
3.9 %
3.7 %
3.7 %
3.9 %
Oil & Gas
2.8 %
2.7 %
2.4 %
2.5 %
2.6 %
3.0 %
3.0 %
3.0 %
3.8 %
3.6 %
3.6 %
3.7 %
Basic Materials
3.8 %
3.7 %
3.0 %
3.1 %
3.2 %
2.8 %
2.9 %
3.0 %
3.9 %
3.4 %
3.4 %
3.4 %
Consumer Goods
2.4 %
2.2 %
2.2 %
2.3 %
2.4 %
2.3 %
2.3 %
2.3 %
2.2 %
2.0 %
2.0 %
2.0 %
Utilities
3.2 %
3.1 %
2.7 %
2.7 %
2.7 %
2.7 %
2.6 %
2.6 %
2.2 %
2.2 %
2.2 %
2.4 %
Health Care
0.8 %
0.7 %
0.6 %
0.6 %
0.6 %
0.6 %
0.6 %
0.8 %
0.5 %
0.5 %
0.5 %
0.5 %
Technology
0.3 %
0.3 %
0.2 %
0.2 %
0.2 %
0.2 %
0.2 %
0.2 %
0.5 %
0.5 %
0.5 %
0.5 %