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BLUE CHIP INDICES

EURO STOXX 50

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Index Description

The EURO STOXX 50 is derived from the EURO STOXX index and represents the performance of the 50 largest companies among the 20 supersectors in terms of free-float market capitalization in the Eurozone. The index has a fixed number of components and is part of the STOXX blue-chip index family. The index captures about 60% of the free-float market cap of the EURO STOXX Total Market Index (TMI).

Key facts

  • One of the most liquid indices for the Eurozone: serves as underlying for financial products (options, futures, ETFs) and for benchmarking purposes.
  • Well-known and serves as an underlying not only for several subindices but also for many strategy indices, such as the EURO STOXX 50 Risk Control Indices and Dividend Point products.
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by controlling index composition changes.
  • Selection methodology ensures a stable and up-to-date index composition. Fast-exit rules ensure the index accurately represents the performance of only the largest and most liquid companies in a sector.
  • Weighted by free-float market cap.

Descriptive Statistics

Index Market Cap (AUD bn) Components (AUD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 7,188.0 5,620.6 112.4 91.5 411.4 27.0 7.3 0.5 4.1
EURO STOXX 12,214.2 8,881.3 29.9 11.2 411.4 2.1 4.6 0.0 3.3

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
EURO STOXX 50 -0.4 11.9 21.0 31.7 53.7 N/A N/A 21.3 9.7 9.1
EURO STOXX -0.3 10.4 19.3 22.4 46.8 N/A N/A 19.6 7.0 8.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 N/A N/A 12.3 17.7 19.4 N/A N/A 1.4 0.4 0.4
EURO STOXX N/A N/A 11.1 16.6 18.2 N/A N/A 1.4 0.3 0.4
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 1.0 1.0 1.0 1.0 1.0 2.8 2.3 2.3 2.4 2.6
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 1.1 1.1 1.1 1.1 1.1 -0.5 0.8 0.7 1.1 0.4

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

2Based on EURIBOR1M

(AUD, Net Return), all data as of October 31, 2024

BLUE CHIP INDICES

EURO STOXX 50

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
EURO STOXX 50 15.5 14.0 15.1 15.1 1.9 3.0 1.3 21.9
EURO STOXX 16.5 13.6 14.6 14.6 1.7 2.9 1.1 19.8

Performance and annual returns

Methodology

From each of the 20 EURO STOXX Supersector indices the largest stocks are added to the selection list until the coverage is as close as possible to 60% of the free-float market cap of the corresponding EURO STOXX TMI Supersector index. Further, all current EURO STOXX 50 stocks are added to the selection list.

The largest 40 stocks on the selection list in terms of free-float market cap are selected; the remaining 10 stocks are selected from the largest remaining current stocks ranked between 41 and 60; if the number of stocks selected is still below 50, then the largest remaining stocks are selected until there are 50 stocks.

The EURO STOXX 50 serves as the basis for single subindices such as the EURO STOXX 50 ex Financials.

The detailed methodology including the calculation formula can be found in our rulebook:

www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR EU0009658152 SX5T SX5T INDEX .STOXX50ER
Price EUR EU0009658145 SX5E SX5E INDEX .STOXX50E
Price USD EU0009658988 SX5K SX5K INDEX .STOXX50ED
Net Return USD EU0009658996 SX5U SX5U INDEX .STOXX50EDR
Gross Return EUR CH0102173264 SX5GT SX5GT INDEX .SX5GT
Net Return CAD CH0148120840 SX5EDA SX5EDA INDEX .SX5EDA
Gross Return CAD CH0148120857 SX5EGDA SX5EGDA INDEX .SX5EGDA
Price CAD CH0148120832 SX5ECA SX5ECA INDEX .SX5ECA
Net Return GBP CH0148120782 SX5EHB SX5EHB INDEX .SX5EHB
Price GBP CH0148120774 SX5EGB SX5EGB INDEX .SX5EGB
Gross Return GBP CH0148120790 SX5EGHB SX5EGHB INDEX .SX5EGHB
Net Return JPY CH0148120816 SX5ELP SX5ELP INDEX .SX5ELP
Gross Return JPY CH0148120824 SX5EGLP SX5EGLP INDEX .SX5EGLP
Price JPY CH0148120808 SX5EJP SX5EJP INDEX .SX5EJP
Gross Return USD CH0147789744 SX5GU SX5GU INDEX .SX5GU
Price AUD CH0271081280 SX5EAA .SX5EAA
Gross Return AUD CH0271081249 SX5EAGU .SX5EAGU
Net Return AUD CH0271081264 SX5EAU .SX5EAU
Gross Return CHF CH0271081256 SX5ECGD .SX5ECGD
Net Return CHF CH0271081272 SX5ECHD SX5ECHD INDEX .SX5ECHD
Price CHF CH0271081298 SX5ECHC .SX5ECHC

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components 50
Review frequency Annually (Sep.)
Calculation/distribution Price (EUR/USD), net return (EUR/USD), gross return (EUR/USD): realtime (every 15 seconds) Price, net return and gross return (JPY/GBP/CAD): end of day
Calculation hours Realtime: 9:00 am - 6:00 pm CET End of day: 6:00 pm CET
Base value/base date Price, net return (EUR/USD): 1,000 as of Dec. 31,1991 Gross return (EUR/USD) and price, net return, gross return (JPY/GBP/CAD): 1,000 as of Dec. 31, 2000
History EURO STOXX 50: price and net return: available daily back to Dec. 31, 1986 Gross return: available daily back to Dec. 31, 2000
Inception date Feb. 26, 1998
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
ASML HLDG Technology Netherlands 7.320%
SAP Technology Germany 6.464%
LVMH MOET HENNESSY Consumer Products and Services France 4.596%
TOTALENERGIES Energy France 4.058%
SCHNEIDER ELECTRIC Industrial Goods and Services France 4.026%
SIEMENS Industrial Goods and Services Germany 3.956%
ALLIANZ Insurance Germany 3.343%
SANOFI Health Care France 3.294%
DEUTSCHE TELEKOM Telecommunications Germany 2.938%
AIR LIQUIDE Chemicals France 2.807%

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

4Based on the composition as of October 31, 2024

BLUE CHIP INDICES

EURO STOXX 50

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.