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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX China A 900 Large ESG

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Index Description

The STOXX China A 900 Large ESG Index tracks the performance of the largest 300 securities by free float market capitalization in the STOXX China A 900 Index after a set of compliance involvement and ESG performance screens are applied. The index uses data from the International Institute of Green Finance (IIGF) to apply exclusionary screens. Companies that are assessed by IIGF to be non-compliant with the UN Global Compact Principles or involved in controversial weapons, tobacco, or thermal coal are not eligible for selection. The remaining securities are ranked in descending order of their IIGF ESG scores within each of the 11 ICB Industry groups. The STOXX China A 900 Large ESG index selects the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the largest 300 securities by free float market capitalization from the STOXX China A 900.

Key facts

  • ESG data from the International Institute of Green Finance (IIGF)
  • Indices select 80% of the largest 300 securities by free float market capitalization from the STOXX China A 905

Descriptive Statistics

Index Market Cap (CNY bn) Components (CNY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX China A 900 Large ESG 33,010.2 15,230.8 63.5 34.3 881.5 16.3 5.8 0.1 32.0
STOXX China A 900 6,585.6 3,078.1 3.4 1.6 114.1 0.6 3.7 0.0 6.3

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 China A 900 Large ESG -3.2 15.2 11.3 -14.9 8.7 N/A N/A 11.2 -5.2 1.7
STOXX China A 900 -0.2 11.6 6.6 -23.0 5.4 N/A N/A 6.7 -8.4 1.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX China A 900 Large ESG N/A N/A 18.4 17.4 18.5 N/A N/A 0.5 -0.4 0.0
STOXX China A 900 N/A N/A 21.1 20.2 20.7 N/A N/A 0.3 -0.5 0.0
Index to benchmark Correlation Tracking error (%)
STOXX China A 900 Large ESG 1.0 0.9 0.9 0.9 0.9 5.5 7.3 7.7 8.7 8.2
Index to benchmark Beta Annualized information ratio
STOXX China A 900 Large ESG 1.0 0.8 0.8 0.8 0.8 -6.2 0.1 0.2 0.2 0.0

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

2Based on EURIBOR1M

(CNY, Gross Return), all data as of October 31, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX China A 900 Large ESG

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 China A 900 Large ESG 14.2 12.6 13.6 13.6 1.4 3.4 1.1 46.2
STOXX China A 900 16.8 13.8 15.1 15.1 1.4 3.0 1.0 44.8

Performance and annual returns

Methodology

The STOXX China A 900 Large ESG Index tracks the performance of the largest 300 securities by free float market capitalization in the STOXX China A 900 Index after a set of compliance involvement and ESG performance screens are applied. The index uses data from the International Institute of Green Finance (IIGF) to apply exclusionary screens. Companies that are assessed by IIGF to be non-compliant with the UN Global Compact Principles or involved in controversial weapons, tobacco, or thermal coal are not eligible for selection. The remaining securities are ranked in descending order of their IIGF ESG scores within each of the 11 ICB Industry groups. The STOXX China A 900 Large ESG index selects the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the largest 300 securities by free float market capitalization from the STOXX China A 900.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price CNY CH0462362622 SCNALEN .SCNALEN
Gross Return CNY CH0462362689 SCNALEGN SCNALEGN INDEX .SCNALEGN
Net Return CNY CH0462362655 SCNALENN .SCNALENN
Net Return EUR CH0462362648 SCNALENR .SCNALENR
Gross Return EUR CH0462362671 SCNALEGR .SCNALEGR
Price EUR CH0462362614 SCNALER .SCNALER
Net Return USD CH0462362630 SCNALENV .SCNALENV
Price USD CH0462362606 SCNALEV .SCNALEV
Gross Return USD CH0462362663 SCNALEGV .SCNALEGV

Quick Facts

Weighting Free-float market capitalization
Cap Factor All components are capped at a maximum weight of 10%.
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 18:00:00
Base value/base date 100 on Dec. 19, 2016
History Available from Dec. 19, 2016
Inception date November. 28, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Moutai 'A' Food, Beverage and Tobacco China 5.787%
PING AN INSUR GP CO. OF CN 'A' Insurance China 3.598%
CHINA MERCHANTS BANK 'A' Banks China 2.999%
CHINA YANGTZE PWR. 'A' Utilities China 2.335%
MIDEA GROUP 'A' Consumer Products and Services China 2.258%
Ind Bank 'A' Banks China 1.938%
BYD 'A' Automobiles and Parts China 1.739%
CITIC Securities 'A' Financial Services China 1.712%
Wuliangye 'A' Food, Beverage and Tobacco China 1.687%
ZIJIN MINING GROUP 'A' Basic Resources China 1.602%

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

4Based on the composition as of October 31, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX China A 900 Large ESG

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.