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STRATEGY INDICES

iSTOXX Inverse Leveraged -1X PLUG

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Index Description

The iSTOXX Single Stock Leveraged indices aim to provide a leveraged exposure to a set of underlying stocks by levering their returns on a daily basis.

Key facts

  • Provides an exposure that reflects a bearish conviction on the underlying stock
  • Is calculated net of brokerage margin fee, return on cash and stock borrowing fee
  • Serves as an underlying for Exchange-Traded Products

Descriptive Statistics

Index Market Cap (USD ) Components (USD ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Inverse Leveraged -1X PLUG N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX USA 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Inverse Leveraged -1X PLUG -23.2 -31.3 -42.6 41.8 107.1 N/A N/A -43.7 12.8 16.2
STOXX USA 50 5.6 34.5 39.1 44.5 130.7 N/A N/A 39.8 13.2 18.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Inverse Leveraged -1X PLUG N/A N/A 105.3 93.7 5,045.6 N/A N/A -0.6 0.1 0.0
STOXX USA 50 N/A N/A 14.4 19.2 22.3 N/A N/A 2.1 0.5 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Inverse Leveraged -1X PLUG 0.4 -0.2 -0.1 -0.4 -0.1 129.6 109.4 108.9 103.1 5,061.0
Index to benchmark Beta Annualized information ratio
iSTOXX Inverse Leveraged -1X PLUG 3.7 -1.1 -1.1 -1.9 -13.0 -3.1 -0.7 -0.8 -0.1 0.0

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(USD, Net Return), all data as of November 29, 2024

STRATEGY INDICES

iSTOXX Inverse Leveraged -1X PLUG

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
iSTOXX Inverse Leveraged -1X PLUG N/A N/A N/A N/A N/A N/A N/A N/A
STOXX USA 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The iSTOXX Single Stock Leverage Indices are calculated according to the exchange calendar of the underlying stock. The indices aim to replicate performance of a leveraged investment strategy into the inderlying stock adjusted by the interest paid or received, brokerage margin fee and cost of borrowing (for inverse leveraged indices only). The detailed methodology including the calculation formula can be found in our rulebook for strategy indices: www.stoxx.com/indices/rulebooks.html

Quick Facts

Weighting N/A
Cap Factor N/A
No. of components N/A
Review frequency N/A
Calculation/distribution realtime 15 sec
Calculation hours 15:30:00 22:15:00
Base value/base date 1000 as of May. 02, 2019
History Available from May. 02, 2019
Inception date Apr. 21, 2021
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.