MSCI Greece IMI + Coca-Cola 20/35 Index

The MSCI Greece IMI Coca-Cola 20/35 Index is designed to measure the performance of the large, mid and small-cap segments of the Greece market. The index also includes Coca-Cola HBC CDI. The weight of the largest group entity in the index is constrained to 35% and the weights of all other entities are constrained to a maximum of 20%. The index covers approximately 99% of the free float-adjusted market capitalization in Greece.

Index code	714828
Inception date	Aug. 23, 2018
Div Yld (%)	4.16
P/E	7.71
P/E Fwd	7.51
P/BV	1.18

Number of constituents	26
Index Market Cap	$56.33 B
Largest constituent Market Cap	$7.80 B
Smallest constituent Market Cap	$190.02 M
Average constituent Market Cap	$2.16 B
Median constituent Market Cap	$1.19 B

Data as of Sept. 30, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI Greece IMI + Coca-Cola 20/35 Index	4.98	20.98	29.49	31.20	0.81	0.49	0.12	79.90	2016-02-11 - 2014-03-18
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Ticker	Provider	Name	Product type	Index name	Currency
GRE FP	Amundi	Lyxor MSCI Greece UCITS ETF - Dist	ETF	MSCI Greece IMI + Coca-Cola 20/35 Index	EUR

ESG metrics

Summary

MSCI Greece IMI + Coca-Cola 20/35 Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

84.62% coverage

MSCI ACWI IMI

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.69% coverage

MSCI Greece IMI + Coca-Cola 20/35 Index	Score	Coverage
ESG Score	6.83	65.38%
UN Global Compact Violations % (*)	0.00%	92.31%
Red Flag ESG Controversies % (*)	0.00%	92.31%

MSCI ACWI IMI	Score	Coverage
ESG Score	6.72	88.49%
UN Global Compact Violations % (*)	0.15%	97.03%
Red Flag ESG Controversies % (*)	0.16%	97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

Consolidated environmental rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

MSCI Greece IMI + Coca-Cola 20/35 Index	Score	Coverage
Environmental Pillar Score	5.52	65.38%
Aggregated Climate VaR %	-37.20%	--
Policy Risk Climate VaR %	-31.36%	88.46%
Technology Opportunities Climate VaR %	5.63%	65.38%
Physical Risk Climate VaR %	-11.46%	76.92%
Fossil Fuel-Based Sector Exposure (NACE) %	6.84%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	929.60	92.31%
Reported Emissions %	97.06%	--
Estimated Emissions %	0.42%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	1394.82	92.31%
High Climate Impact Sector Exposure %	41.27%	100.00%
Fossil Fuel Reserves % (*)	5.01%	92.31%
Green Revenue	2.90	100.00%
Green Capex %	4.22%	19.23%
Green Bonds % (**)	--	--

MSCI ACWI IMI	Score	Coverage
Environmental Pillar Score	5.90	88.49%
Aggregated Climate VaR %	-20.29%	--
Policy Risk Climate VaR %	-12.90%	95.68%
Technology Opportunities Climate VaR %	1.97%	63.31%
Physical Risk Climate VaR %	-9.35%	80.58%
Fossil Fuel-Based Sector Exposure (NACE) %	7.36%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	367.13	96.17%
Reported Emissions %	83.09%	--
Estimated Emissions %	16.46%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	845.72	96.11%
High Climate Impact Sector Exposure %	60.11%	99.98%
Fossil Fuel Reserves % (*)	5.31%	97.10%
Green Revenue	7.67	99.70%
Green Capex %	0.53%	4.58%
Green Bonds % (**)	--	--

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

MSCI Greece IMI + Coca-Cola 20/35 Index	Score	Coverage
Social Pillar Score	5.25	65.38%
Controversial Weapons %	0.00%	100.00%
Tobacco Involvement - Highly Restrictive %	0.00%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.00%	100.00%
Social Violations (Count)	0.00	92.31%
Social Violations (% of Constituents)	0.00%	92.31%
Lack of Due Diligence Policy (ILO) %	0.00%	92.31%
Gender Pay Gap	8.34	61.54%
Female:Male Board Diversity Ratio	42.03	88.46%
Total Recordable Injury Rate	2.85	73.08%
Bribery and Corruption Controversies (Sum)	0.00	92.31%

MSCI ACWI IMI	Score	Coverage
Social Pillar Score	5.05	88.49%
Controversial Weapons %	0.43%	99.87%
Tobacco Involvement - Highly Restrictive %	0.71%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.53%	99.87%
Social Violations (Count)	18.00	97.03%
Social Violations (% of Constituents)	0.20%	97.03%
Lack of Due Diligence Policy (ILO) %	0.00%	97.32%
Gender Pay Gap	14.41	63.30%
Female:Male Board Diversity Ratio	55.66	95.45%
Total Recordable Injury Rate	4.24	73.50%
Bribery and Corruption Controversies (Sum)	187.00	97.02%

MSCI Greece IMI + Coca-Cola 20/35 Index	Score	Coverage
Governance Pillar Score	5.73	65.38%
Board Independence	61.73	92.31%
Board Gender Diversity	29.00	92.31%

MSCI ACWI IMI	Score	Coverage
Governance Pillar Score	5.70	88.49%
Board Independence	78.49	97.01%
Board Gender Diversity	33.80	97.01%

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COCA-COLA HBC CDI	13.85%
NATIONAL BANK OF GREECE	11.82%
EUROBANK HOLDINGS	10.61%
PIRAEUS FINANCIAL HLDGS	8.06%
METLEN ENERGY & METALS	7.51%
ALPHA SERVICES AND HLDGS	6.90%
JUMBO	5.89%
OPAP	5.85%
OTE HELLENIC TELECOM	5.77%
PUBLIC POWER CORP	5.01%

Index categories

Products for indexes

Direct Indexing

MSCI Greece IMI + Coca-Cola 20/35 Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?
Get in touch.

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI Greece IMI + Coca-Cola 20/35 Index	4.98	20.98	29.49	31.20	0.81	0.49	0.12	79.90	2016-02-11 - 2014-03-18
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

MSCI Greece IMI + Coca-Cola 20/35 Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI Greece IMI + Coca-Cola 20/35 Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?Get in touch.

Want to learn more about MSCI indexes?
Get in touch.