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Index Description

The STOXX Total Market Indices (TMI) cover 95% of the free-float market cap of the relevant investable stock universe by region or country. The STOXX Global TMI serves as the basis for all regional and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors.

Key facts

  • With 95% coverage of the free-float market cap of the relevant investable stock universe per region, the index forms a unique benchmark for a truly global investment approach

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 East Asia Total Market 14,320.8 10,464.4 2.1 0.3 744.6 0.0 7.1 0.0 3.5
STOXX Asia Total Market 19,150.0 12,775.7 2.2 0.3 744.6 0.0 5.8 0.0 3.9

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 East Asia Total Market -1.5 7.2 12.1 4.5 26.4 N/A N/A 12.3 1.5 4.9
STOXX Asia Total Market -1.3 8.8 14.3 9.2 35.4 N/A N/A 14.6 3.0 6.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX East Asia Total Market N/A N/A 17.0 16.0 16.3 N/A N/A 0.5 -0.1 0.2
STOXX Asia Total Market N/A N/A 14.9 14.7 15.5 N/A N/A 0.7 0.0 0.3
Index to benchmark Correlation Tracking error (%)
STOXX East Asia Total Market 1.0 1.0 1.0 1.0 1.0 3.4 3.6 3.5 2.7 2.5
Index to benchmark Beta Annualized information ratio
STOXX East Asia Total Market 1.1 1.1 1.1 1.1 1.0 -0.6 -0.4 -0.5 -0.5 -0.5

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 East Asia Total Market

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 East Asia Total Market 14.3 13.2 12.9 12.9 1.3 2.7 0.7 13.5
STOXX Asia Total Market 15.6 14.6 14.2 14.2 1.5 2.5 0.8 13.8

Performance and annual returns

Methodology

The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. 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 CH0147788670 SXEAR SXEAR INDEX .SXEAR
Gross Return EUR CH0147789439 SXEAGR SXEAGR INDEX .SXEAGR
Price EUR CH0147788068 SXEAP SXEAP INDEX .SXEAP
Price USD CH0147790627 SXEAL SXEAL INDEX .SXEAL
Net Return USD CH0147791237 SXEAV SXEAV INDEX .SXEAV
Gross Return USD CH0147792045 SXEAGV SXEAGV INDEX .SXEAGV

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
Review frequency Quarterly (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
TSMC Technology Taiwan 7.114%
Toyota Motor Corp. Automobiles and Parts Japan 1.993%
Samsung Electronics Co Ltd Telecommunications South Korea 1.914%
Mitsubishi UFJ Financial Group Banks Japan 1.329%
SONY GROUP CORP. Consumer Products and Services Japan 1.194%
Hitachi Ltd. Industrial Goods and Services Japan 1.106%
RECRUIT HOLDINGS Industrial Goods and Services Japan 1.006%
Sumitomo Mitsui Financial Grou Banks Japan 0.927%
Keyence Corp. Industrial Goods and Services Japan 0.851%
Fast Retailing Co. Ltd. Retail Japan 0.805%

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

4Based on the composition as of November 29, 2024