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BLUE CHIP INDICES
TecDAX 10% Capped
Index Description
The TecDAX 10% Capped index is an alternative version to TecDAX for investors seeking a higher degree of diversification. The TecDAX 10% Capped is methodologically equal to the TecDAX index except that the capping limit is set to 10%.
Key facts
- The TecDAX 10% Capped index is methodologically equal to the DAX except that the capping limit is set at 10%.
- The TecDAX 10% Capped index always contains the same 30 components as TecDAX.
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 | |
TecDAX 10% Capped | 142.3 | 83.1 | 2.8 | 1.4 | 9.1 | 0.4 | 10.9 | 0.5 | 16.7 |
TecDAX | 204.2 | 119.2 | 4.0 | 1.4 | 19.4 | 0.4 | 16.3 | 0.4 | 59.4 |
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 | |
TecDAX 10% Capped | -1.8 | -4.1 | 0.0 | -10.2 | 11.3 | N/A | N/A | 0.0 | -3.5 | 2.2 |
TecDAX | -0.3 | -0.3 | 3.9 | -6.7 | 15.7 | N/A | N/A | 3.9 | -2.3 | 3.0 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
TecDAX 10% Capped | N/A | N/A | 15.3 | 19.8 | 21.5 | N/A | N/A | -0.1 | -0.3 | 0.0 |
TecDAX | N/A | N/A | 15.2 | 19.8 | 21.5 | N/A | N/A | 0.1 | -0.2 | 0.0 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
TecDAX 10% Capped | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 2.7 | 2.2 | 1.6 | 0.9 | 0.7 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
TecDAX 10% Capped | 1.1 | 1.0 | 1.0 | 1.0 | 1.0 | -7.1 | -3.6 | -2.5 | -1.4 | -1.1 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Total Return), all data as of June 28, 2024
BLUE CHIP INDICES
TecDAX 10% Capped
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 | ||
TecDAX 10% Capped | 28.3 | 21.9 | 26.0 | 26.0 | 2.7 | N/A | 1.9 | -218.2 |
TecDAX | 28.7 | 21.3 | 27.1 | 27.1 | 2.8 | N/A | 1.9 | 73.0 |
Performance and annual returns
Methodology
For the TecDAX 10% Capped index, the same index calculation and index selection rules as for TecDAX apply. Only the capping method is different, as the capping limit for the TecDAX 10% Capped index is set to 10%.
The detailed TecDAX 10% Capped index methodology can be found in the DAX Equity Index Methodology Guide.
The detailed index calculation formula can be found in the DAX Equity Index Calculation Guide.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Total Return EUR | DE000A4049L7 | TDXP10 | .TDXP10 | |
Net Return EUR | DE000A4049K9 | TDXN10 | .TDXN10 | |
Price EUR | DE000A4049J1 | TDXK10 | .TDXK10 |
Quick Facts
Weighting | Free-float market cap |
Cap Factor | 0.1 |
No. of components | 30 |
Review frequency | Quarterly |
Calculation/distribution | realtime, 1 sec |
Calculation hours | 9:00 - 18:00 CET |
Base value/base date | 1,000 as of Dec. 30, 1997 |
History | Available since Mar. 24, 2003 |
Inception date | Mar. 18, 2024 |
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet. |
BLUE CHIP INDICES
TecDAX 10% Capped
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
SAP | Technology | Germany | 10.949% |
DEUTSCHE TELEKOM | Telecommunications | Germany | 10.716% |
SIEMENS HEALTHINEERS | Health Care | Germany | 10.214% |
QIAGEN | Health Care | Germany | 9.818% |
INFINEON TECHNOLOGIES | Technology | Germany | 9.300% |
SARTORIUS PREF. | Health Care | Germany | 6.643% |
NEMETSCHEK | Technology | Germany | 6.265% |
BECHTLE | Technology | Germany | 4.435% |
FREENET | Telecommunications | Germany | 3.547% |
CARL ZEISS MEDITEC | Health Care | Germany | 2.886% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of June 28, 2024