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INDUSTRY INDICES

STOXX Europe 600 Industry Energy 30-15

Index Description

The STOXX Europe 600 Energy 30-15 Index is a market cap weighted index designed to represent the performance of securities from the STOXX Europe 600 Index that belong to the Energy Industry. All securities in the index are classified in the Energy Industry as per the Industry Classification Benchmark (ICB). Companies are subject to quarterly 30-15 capping, whereas the largest company is capped at 30% and the remaining companies are capped at 15%.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments.
  • Component capping ensures that no component can dominate the index.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 600 Industry Energy 30-15 551.0 432.0 19.6 7.3 127.2 2.2 29.4 0.5 7.1
STOXX Europe 600 13,808.1 10,970.7 18.3 6.4 338.4 1.4 3.1 0.0 3.5

Supersector weighting (top 10)

Country weighting

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Europe 600 Industry Energy 30-15 -5.2 -2.4 -3.3 36.0 33.3 N/A N/A -3.3 10.9 6.0
STOXX Europe 600 -0.3 12.4 20.0 26.6 54.4 N/A N/A 20.3 8.3 9.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Industry Energy 30-15 N/A N/A 16.1 22.8 28.7 N/A N/A -0.5 0.4 0.2
STOXX Europe 600 N/A N/A 10.5 14.5 17.7 N/A N/A 1.4 0.4 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Industry Energy 30-15 0.5 0.5 0.5 0.5 0.7 19.1 13.3 14.2 19.7 20.5
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Industry Energy 30-15 0.8 0.8 0.8 0.8 1.1 -3.3 -1.4 -1.6 0.1 -0.1

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of September 30, 2024

INDUSTRY INDICES

STOXX Europe 600 Industry Energy 30-15

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
STOXX Europe 600 Industry Energy 30-15 10.9 9.0 9.4 9.4 1.2 4.3 0.6 6.9
STOXX Europe 600 17.8 14.6 15.7 15.7 2.1 3.8 1.4 18.0

Performance and annual returns

Methodology

The STOXX Europe 600 Energy 30-15 Index is a market cap weighted index designed to represent the performance of securities from the STOXX Europe 600 Index that belong to the Energy Industry. All securities in the index are classified in the Energy Industry as per the Industry Classification Benchmark (ICB). Companies are subject to quarterly 30-15 capping, whereas the largest company is capped at 30% and the remaining companies are capped at 15%.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1169656837 S60060CP .S60060CP
Gross Return EUR CH1169656829 S60060CG .S60060CG
Net Return EUR CH1169656811 S60060CR .S60060CR
Gross Return USD CH1169656803 S60060CX .S60060CX
Price USD CH1169656845 S60060CL .S60060CL
Net Return USD CH1169656795 S60060CV .S60060CV

Quick Facts

Weighting Free-float market capitalization
Cap Factor The largest company is capped at 30% and the remaining companies are capped at 15%.
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 on March. 19, 2012
History Available from March. 19, 2012
Inception date August. 30, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

INDUSTRY INDICES

STOXX Europe 600 Industry Energy 30-15

Top 10 Components4

Company Supersector Country Weight
SHELL Energy UK 29.423%
BP Energy UK 14.867%
TOTALENERGIES Energy France 14.483%
ENI Energy Italy 7.225%
SIEMENS ENERGY Energy Germany 5.069%
EQUINOR Energy Norway 4.837%
VESTAS WIND SYSTEMS Energy Denmark 4.634%
REPSOL Energy Spain 3.059%
SNAM RETE GAS Energy Italy 2.175%
ORLEN Energy Poland 1.756%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of September 30, 2024