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BENCHMARK INDICES

STOXX Eastern Europe 300

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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 (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Eastern Europe 300 687.9 315.8 1.1 0.3 14.4 0.1 4.6 0.0 6.2
STOXX Eastern Europe Total Market 751.4 335.2 0.5 0.1 14.4 0.0 4.3 0.0 5.7

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title33.8% Banks9.1% Energy7.9% Utilities5.2% Personal Care, Drug and Grocery Stores5.2% Personal Care, Drug and Grocery Sto…5.1% Industrial Goods and Services5.1% Consumer Products and Services4% Travel and Leisure3.9% Telecommunications3.8% Basic Resources3.7% Health CareHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title33.8% Poland28.1% Turkey15.4% Greece7.4% Hungary4.7% Romania3.7% Czech Republic2.9% Slovenia1.7% Croatia0.8% Cyprus0.5% EstoniaHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Eastern Europe 300 1.6 7.7 12.3 3.5 -15.1 N/A N/A 12.5 1.2 -3.2
STOXX Eastern Europe Total Market 1.6 7.4 11.5 5.4 -13.5 N/A N/A 11.7 1.8 -2.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Eastern Europe 300 N/A N/A 13.7 32.1 33.2 N/A N/A 0.7 -0.2 -0.2
STOXX Eastern Europe Total Market N/A N/A 13.5 31.6 32.8 N/A N/A 0.6 -0.2 -0.2
Index to benchmark Correlation Tracking error (%)
STOXX Eastern Europe 300 1.0 1.0 1.0 1.0 1.0 0.8 0.6 0.6 0.8 0.7
Index to benchmark Beta Annualized information ratio
STOXX Eastern Europe 300 1.0 1.0 1.0 1.0 1.0 0.5 3.1 1.2 -0.5 -0.3

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of February 28, 2025

BENCHMARK INDICES

STOXX Eastern Europe 300

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 Eastern Europe 300 10.1 8.0 8.4 8.0 1.3 3.8 0.7 -31.2
STOXX Eastern Europe Total Market 10.6 8.1 8.5 8.5 1.3 3.6 0.7 -35.0

Performance and annual returns

Created with Highcharts 9.3.3Chart titleSTOXX Eastern Europe 300200620082010201220142016201820202022202450100150200250300Highcharts.com
Created with Highcharts 9.3.3Chart titleSTOXX Eastern Europe 300STOXX Eastern Europe Total Market20182019202020212022202320242025-75-50-250255075Highcharts.com

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 CH0042344843 EEBP EEBP INDEX .EEBP
Net Return EUR CH0042344868 EEBR EEBR INDEX .EEBR
Net Return USD CH0042344884 EEBV EEBV INDEX .EEBV
Price USD CH0042344835 EEBL EEBL INDEX .EEBL

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
OTP BANK Banks Hungary 4.544%
PKO BANK Banks Poland 4.508%
ORLEN Energy Poland 2.774%
NATIONAL BANK OF GREECE Banks Greece 2.364%
PZU GROUP Insurance Poland 2.331%
PEKAO Banks Poland 2.281%
CEZ Utilities Czech Republic 2.096%
EUROBANK ERGASIAS SRV & HLDG Banks Greece 1.935%
BIM BIRLESIK MAGAZALAR Personal Care, Drug and Grocery Stores Turkey 1.874%
DINO POLSKA SA Personal Care, Drug and Grocery Stores Poland 1.805%

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

4Based on the composition as of February 28, 2025

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.