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BENCHMARK INDICES

STOXX USA 900

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Index Description

STOXX global benchmark indices provide a broad yet liquid representation of different regions and countries. The indices are derived from their respective Total Market Index (TMI). They are weighted according to free-float market cap and cover about 95% of the free-float market cap of the relevant region or country.

Key facts

  • Broad and liquid benchmarks for market regions and countries worldwide
  • Broad number of components
  • Serve as benchmarks for their respective regions/actively managed funds
  • Serve as an underlying for a variety of financial products, are used for academic research and receive wide media coverage

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX USA 900 57,775.1 55,527.8 61.7 17.6 3,608.4 3.6 6.5 0.0 2.5
STOXX USA Total Market 62,758.6 59,823.4 25.0 3.5 3,608.4 0.0 6.0 0.0 N/A

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 USA 900 6.6 28.6 35.0 35.9 105.8 N/A N/A 35.6 10.9 15.7
STOXX USA Total Market 6.7 27.9 34.7 34.2 102.5 N/A N/A 35.4 10.4 15.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX USA 900 N/A N/A 12.6 18.2 21.7 N/A N/A 2.1 0.4 0.6
STOXX USA Total Market N/A N/A 12.8 18.4 21.9 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX USA 900 1.0 1.0 1.0 1.0 1.0 0.9 0.7 0.8 0.7 0.8
Index to benchmark Beta Annualized information ratio
STOXX USA 900 1.0 1.0 1.0 1.0 1.0 -1.0 0.8 0.2 0.6 0.4

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX USA 900

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 USA 900 31.5 25.4 28.7 28.7 5.4 1.8 3.1 19.6
STOXX USA Total Market 33.3 25.8 27.8 27.8 5.0 1.8 2.8 19.6

Performance and annual returns

Methodology

The universe is the relevant Total Market Index (TMI). All stocks in the index universe are ranked by free-float market cap to produce the index selection list. Target coverage: 95% of the free-float market cap of the index universe. 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
Price EUR CH0149417054 SX90UP SX90UP INDEX .SX90UP
Gross Return EUR CH0149417013 SX90UGR SX90UGR INDEX .SX90UGR
Net Return EUR CH0149417039 SX90UR SX90UR INDEX .SX90UR
Price USD CH0149417062 SX90UL SX90UL INDEX .SX90UL
Net Return USD CH0149417047 SX90UV SX90UV INDEX .SX90UV
Gross Return USD CH0149417021 SX90UGV SX90UGV INDEX .SX90UGV

Quick Facts

Weighting Free-float market cap
Cap Factor 20%
No. of components Fixed component (exact number indicated in index name)
Review frequency Quarterly, in Mar., Jun., Sep., Dec.
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 6.498%
NVIDIA Corp. Technology USA 6.124%
Microsoft Corp. Technology USA 5.668%
Amazon.com Inc. Retail USA 3.582%
META PLATFORMS CLASS A Technology USA 2.259%
TESLA Automobiles and Parts USA 1.727%
ALPHABET CLASS C Technology USA 1.715%
BROADCOM Technology USA 1.359%
JPMorgan Chase & Co. Banks USA 1.279%
Eli Lilly & Co. Health Care USA 1.222%

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

4Based on the composition as of November 29, 2024

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.