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BENCHMARK INDICES

STOXX Nordic Total Market

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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 (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Nordic Total Market 2,115.6 1,626.5 2.9 0.4 325.6 0.0 20.0 0.0 2.0
STOXX Europe Total Market 14,994.8 11,529.9 6.1 0.9 325.6 0.0 2.8 0.0 3.1

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 Nordic Total Market -0.2 6.0 13.2 7.9 65.6 N/A N/A 13.4 2.6 10.7
STOXX Europe Total Market 1.1 9.5 14.1 19.7 43.9 N/A N/A 14.3 6.2 7.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Nordic Total Market N/A N/A 13.1 17.8 19.5 N/A N/A 0.7 0.0 0.5
STOXX Europe Total Market N/A N/A 10.4 14.5 17.7 N/A N/A 1.0 0.2 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Nordic Total Market 0.9 0.9 0.9 0.9 0.9 6.2 6.7 6.7 8.0 7.8
Index to benchmark Beta Annualized information ratio
STOXX Nordic Total Market 1.1 1.1 1.1 1.1 1.0 -2.6 -0.5 -0.1 -0.4 0.4

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Nordic 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 Nordic Total Market 21.1 17.2 16.7 16.7 2.4 3.1 1.6 12.6
STOXX Europe Total Market 36.3 14.0 8.8 8.8 2.0 3.7 1.2 423.7

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 CH0011455422 BDXR BDXR INDEX .BDXR
Price EUR CH0011455406 BDXP BDXP INDEX .BDXP
Net Return USD CH0011455430 BDXV BDXV INDEX .BDXV
Price USD CH0011455414 BDXL BDXL INDEX .BDXL
Price DKK CH0037487060 BDXDX BDXDX INDEX .BDXDX
Net Return DKK CH0037487078 BDXDY BDXDY INDEX .BDXDY
Price NOK CH0037486245 BDXNX BDXNX INDEX .BDXNX
Net Return NOK CH0037486278 BDXNY BDXNY INDEX .BDXNY
Net Return SEK CH0037485387 BDXY BDXY INDEX .BDXY
Price SEK CH0037485361 BDXX BDXX INDEX .BDXX
Gross Return DKK CH0147787714 BDXDZ
Gross Return EUR CH0147795543 BDXGR
Gross Return NOK CH0147795360 BDXNZ
Gross Return SEK CH0147795451 BDXSZ
Gross Return USD CH0147790270 BDXDGV

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
NOVO NORDISK B Health Care Denmark 20.017%
INVESTOR B Financial Services Sweden 2.907%
ATLAS COPCO A Industrial Goods and Services Sweden 2.394%
NORDEA BANK Banks Finland 2.307%
VOLVO B Industrial Goods and Services Sweden 2.300%
DSV Industrial Goods and Services Denmark 2.167%
ASSA ABLOY Construction and Materials Sweden 1.770%
ERICSSON LM B Telecommunications Sweden 1.459%
EQT Financial Services Sweden 1.429%
SKANDINAVISKA ENSKILDA BK A Banks Sweden 1.311%

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.