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January 2016
Return (%) Annualised volatility (%) Sharpe Ratio1
1M 3M YTD 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y
Price -8.9 -16.4 -8.9 -33.2 -18.8 -19.1 -6.6 25.8 19.5 22.7 29.4 -1.4 -1.0 -0.8 -0.1
Net TR -8.9 -16.2 -8.9 -31.8 -17.4 -17.7 -4.9 25.6 19.5 22.6 29.3 -1.4 -0.9 -0.8 -0.1
Gross TR -8.9 -16.1 -8.9 -31.5 -17.0 -17.4 -4.6 25.5 19.5 22.6 29.3 -1.3 -0.9 -0.7 -0.1
1. Based on BBA USD LIBOR 1M
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006
Price -8.93 -30.48 -19.50 7.06 -0.50 -37.46 4.41 77.38 -62.75 57.34 58.00
Net TR -8.91 -29.04 -17.96 8.61 1.35 -36.42 5.58 80.16 -61.82 60.08 61.83
Gross TR -8.91 -28.72 -17.62 8.96 1.73 -36.22 5.81 80.88 -61.64 60.59 62.51
Index Features
Factsheet date 31 January 2016
Number of constituents 109
Number of markets 28
Index base currency USD
Free-float market cap (USD) 147,563
Largest weight (%) 11.3077
Smallest weight (%) 0.0109
Mean weight (%) 0.9174
Median weight (%) 0.2555
Index returns from 31 December 1985
Net total returns from 01 January 2002
Gross total returns from 01 January 2002
Frequency of review Quarterly
Bloomberg JCGSOBST
Reuters
Index performance since inception
0
200
400
600
800
1000
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1400
Price Net TR Gross TR
Euromoney Global Steel Index (USD)
The Euromoney Global Steel Indices measure the returns of companies in the steel industry. The Euromoney Global Steel indices are market capitalisation weighted, free float adjusted and cover both Emerging and Developed Markets. Indices are calculated both at regional and sector level.
Index risk and return statistics
Annual performance (%)
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Constituent Country Industry Group
Industry Sector
Index cap (USD m) Weight (%)
NIPPON STEEL Japan Global Steel Finished/Semi Finished Steel 16,686 11.3077
Posco South Korea Global Steel Finished/Semi Finished Steel 12,983 8.7984
Nucor USA Global Steel Finished/Semi Finished Steel 9,990 6.7699
ThyssenKrupp Germany Global Steel Steel Products 6,974 4.7258
China Steel Taiwan Global Steel Finished/Semi Finished Steel 6,704 4.5433
JFE Holdings Japan Global Steel Finished/Semi Finished Steel 6,520 4.4183
Tenaris Italy Global Steel Finished/Semi Finished Steel 4,844 3.2825
Fosun Intl Hong Kong Global Steel Steel Products 4,522 3.0647
Steel Dynamics USA Global Steel Mini Mills 4,443 3.0109
Hyundai Stl South Korea Global Steel Mini Mills 4,351 2.9483
Total 78,017 52.8699
Country Number of
constituents Index cap
(USD m) Weight
(%)
Japan 20 40,883 27.71
USA 13 25,533 17.30
South Korea 9 18,656 12.64
Taiwan 8 9,349 6.34
Germany 2 7,997 5.42
India 9 5,779 3.92
Netherlands 2 5,531 3.75
Russia 6 5,088 3.45
Italy 1 4,844 3.28
Other Markets 39 23,904 16.20
Total 109 147,563 100.00
Industry group Number of
constituents Index cap
(USD m) Weight
(%)
Global Steel 109 147,563 100.00
Total 109 147,563 100.00
Euromoney Global Steel Index (USD)
Top 10 constituents
Market weightings Industry group weightings
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