Measuring the Impact of Brexit on UK Companies

The Brexit 50/50 Indices are designed to act as barometers for assessing how Brexit is impacting UK companies by analysing the difference in performance between those companies that generate a large portion of their revenues from the UK compared to those that have less revenue exposure to the UK.

— View Live Index Data:  Bats UK Brexit High 50  |  Bats UK Brexit Low 50 —

 

Analysing Performance by UK Revenue Exposure

We partnered with FactSet, a global provider of integrated financial information, analytical applications, and industry-leading services, to create the new Brexit 50/50 indices. The indices, which are calculated in real-time, utilise FactSet’s Geographic Revenue Exposure (GeoRev™) data to normalise and geographically analyse where UK-listed companies generate their revenues.

To create the indices, the constituents of the Bats UK 100 Index (BUK 100), which tracks the top 100 UK-listed companies based on market capitalisation, were split into two groups – those with the largest and smallest proportion of GBP revenues.

Index name Description BBG Ticker RIC ISIN FactSet ticker
Bats UK Brexit High 50 Comprised of the 50 companies in the Bats 100 UK Index that derive the largest portions of their revenues from the UK. BUKHI50P .BUKHI50P DE000SLA3F88 BUKHI50P00000
Bats UK Brexit Low 50 Comprised of the 50 companies in the Bats 100 UK Index that derive the smallest portions of their revenues from the UK. BUKLO50P .BUKLO50P DE000SLA3GA4 BUKLO50P00000

Standardised Format with Benchmarks

The Brexit 50/50 Indices are managed under the same rules and methodologies used for all the benchmark indices so can be compared accurately with all of Bats national market and sector indices.


Resources

Comprehensive Product Overview

Our pan-European approach allows for comparable benchmarks across Europe for the first time. Unlike current benchmarks, all Bats Indices will be created with the same methodology and rules. For a more detailed look, visit the pages linked below.

Rules, Pricing and Methodology

About Bats Indices