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SIZE INDICES

STOXX Eastern Europe Small 100

Index Description

The STOXX Size indices have a fixed number of components and are designed to provide a broad yet liquid representation of large, mid and small caps in their respective regions or countries. The total number of index components is indicated in the index name. Each size segment contains a third of the total number, meaning that each size segment has an equal number of stocks. For example, the STOXX Europe 600 Size Index contains 200 large, 200 mid and 200 small stocks.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule applied on parent index level aims to reduce turnover
  • Weighted by free-float market cap
  • Serves as an underlying for a variety of financial products such as options, futures and ETFs

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 Small 100 59.4 16.0 0.2 0.2 0.5 0.1 3.2 0.4 87.5
STOXX Eastern Europe Total Market 701.7 298.7 0.5 0.1 11.0 0.0 3.7 0.0 7.2

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 Eastern Europe Small 100 7.1 18.0 21.4 39.9 121.0 N/A N/A 21.6 11.9 17.4
STOXX Eastern Europe Total Market 5.0 10.3 26.6 -23.0 -17.6 N/A N/A 26.9 -8.4 -3.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Eastern Europe Small 100 N/A N/A 19.1 20.7 20.7 N/A N/A 0.8 0.5 0.7
STOXX Eastern Europe Total Market N/A N/A 14.1 37.0 33.0 N/A N/A 1.5 -0.3 -0.1
Index to benchmark Correlation Tracking error (%)
STOXX Eastern Europe Small 100 0.8 0.7 0.7 0.5 0.6 8.3 9.3 13.3 31.5 27.0
Index to benchmark Beta Annualized information ratio
STOXX Eastern Europe Small 100 0.9 0.8 1.0 0.3 0.4 2.9 4.4 -0.3 0.3 0.5

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of February 29, 2024

SIZE INDICES

STOXX Eastern Europe Small 100

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 Small 100 8.8 7.7 7.9 7.9 2.0 2.7 1.1 84.0
STOXX Eastern Europe Total Market 7.8 7.7 7.3 7.3 1.5 3.9 0.8 6.8

Performance and annual returns

Methodology

Example: STOXX Europe 600 Size Index
Stocks in the relevant benchmark index (STOXX Europe 600) are ranked according to their free-float market cap. For the large index, the largest 200 stocks are selected, for the mid, the next ranked 200 and for the small, the last ranked 200 stocks.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 CH0042345048 EEBSR EEBSR INDEX .EEBSR
Price EUR CH0042345030 EEBSP EEBSP INDEX .EEBSP
Price USD CH0042345014 EEBSL EEBSL INDEX .EEBSL
Net Return USD CH0042345063 EEBSV EEBSV INDEX .EEBSV

Quick Facts

Weighting Free-float market cap
Cap Factor 20% on a component level for Europe, Eurozone and Eastern Europe
No. of components Fixed for each segment
Review frequency Quarterly (March, June, September, December)
To learn more about the inception date, currency versions, calculation hours and historical values, please see ourdata vendor code sheet.

SIZE INDICES

STOXX Eastern Europe Small 100

Top 10 Components4

Company Supersector Country Weight
REEDER TEKNOLOJI SANAYI VE TICARET A S Technology Turkey 3.164%
AKFEN YENILENEBILIR ENERJI A S Utilities Turkey 1.719%
KOCAER CELIK SANAYI VE TICARET Basic Resources Turkey 1.715%
TRANSPORT TRADE SERVICES Industrial Goods and Services Romania 1.698%
YEO TEKNOLOJI ENERJI VE ENDUST Industrial Goods and Services Turkey 1.693%
SOPHARMA AD SOFIA Health Care Bulgaria 1.649%
AB Technology Poland 1.503%
INTRACOM HOLDINGS Technology Greece 1.481%
BESIKTAS Travel and Leisure Turkey 1.472%
VESTEL BEYAZ ESYA SANVETC. Consumer Products and Services Turkey 1.467%

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

4Based on the composition as of February 29, 2024