Brexit 50/50 Indices

Cboe Europe Indices

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: Cboe UK Brexit High 50 | Cboe 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 Geographic Revenue Exposure (GeoRevā„¢) data to normalise and geographically analyse where UK-listed companies generate their revenues.

To create the indices, the constituents of the Cboe 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.

NameDescriptionBBG TickerRICISINFactSet Ticker
Cboe UK Brexit High 50Comprised of the 50 companies in the Cboe 100 UK Index that derive the largest portions of their revenues from the UK.BUKHI50PBUKHI50PDE000SLA3F88BUKHI50P00000
Cboe UK Brexit Low 50Top 50 Cboe UK 100 companies with the smallest proportion of GBP revenues.BUKLO50PBUKLO50PDE000SLA3GA4BUKLO50P00000

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 Cboe Europe national market and sector benchmarks.

Looking for real-time index data? Contact us: [email protected] | +44 (0) 20 7131 3469.