Methodology Change | Solactive Deep Value Indices | Effective Date 29th May 2019
Today, on 29th of May, 2019, Solactive announces the following changes to the methodology of the following indices:
|SOLACTIVE EUROPEAN DEEP VALUE SELECT 50 GROSS TOTAL RETURN INDEX||.SOLEDVSG||DE000SLA1C26|
|SOLACTIVE EUROPEAN DEEP VALUE SELECT 50 NET TOTAL RETURN INDEX||.SOLEDVSN||DE000SLA1C34|
|SOLACTIVE EUROPEAN DEEP VALUE SELECT 50 INDEX||.SOLEDVSP||DE000SLA0252|
|SOLACTIVE US DEEP VALUE SELECT 50 GROSS TOTAL RETURN INDEX||.SOLUDVSG||DE000SLA3J84|
|SOLACTIVE US DEEP VALUE SELECT 50 NET TOTAL RETURN INDEX||.SOLUDVSN||DE000SLA3J76|
|SOLACTIVE US DEEP VALUE SELECT 50 INDEX||.SOLUDVSP||DE000SLA3J68|
|Solactive Deep Value World MV ex-DA GTR Index||.SOWDEEXG||DE000SLA5WT6|
|Solactive Deep Value World MV ex-DA NTR Index||.SOWDEEXN||DE000SLA5WU4|
|Solactive Deep Value World MV ex-DA PR Index||.SOWDEEXP||DE000SLA5WV2|
|SOLACTIVE DEEP VALUE WORLD MV GTR INDEX||.SOLWDVG||DE000SLA2ZA6|
|SOLACTIVE DEEP VALUE WORLD MV NTR INDEX||.SOLWDVN||DE000SLA2Y94|
|SOLACTIVE DEEP VALUE WORLD MV PR INDEX||.SOLWDEEP||DE000SLA2Y86|
Thomson Worldscope is used for the computation of the Deep Value Filter for the above Indices. Due to licensing restrictions, this data source (Thomson Worldscope) will no longer be available for use in the future.
Henceforth, the data source Thomson Worldscope have been replaced by ‘Factset’.
The index guidelines for the above listed Indices explicitly mention Thompson Worldscope as the data source in the definitions for the respective Deep Value Filters. Accordingly, the index guidelines have been amended to reflect such replacement of the data source.