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SIZE INDICES

STOXX Eastern Europe Small 100

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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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Eastern Europe Small 100 58.1 16.0 0.2 0.2 0.3 0.1 1.9 0.4 67.1
STOXX Eastern Europe Total Market 728.6 317.0 0.5 0.1 13.0 0.0 4.1 0.0 6.0

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 3.1 6.3 -3.0 43.3 78.1 N/A N/A -3.0 12.9 12.4
STOXX Eastern Europe Total Market 1.6 6.9 7.3 -39.4 -33.5 N/A N/A 7.4 -15.5 -7.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Eastern Europe Small 100 N/A N/A 15.8 21.5 22.3 N/A N/A -0.4 0.5 0.5
STOXX Eastern Europe Total Market N/A N/A 14.4 38.7 34.7 N/A N/A 0.2 -0.5 -0.3
Index to benchmark Correlation Tracking error (%)
STOXX Eastern Europe Small 100 0.7 0.8 0.8 0.6 0.6 9.5 10.0 10.7 30.7 26.9
Index to benchmark Beta Annualized information ratio
STOXX Eastern Europe Small 100 0.6 0.8 0.8 0.3 0.4 1.8 -0.1 -1.0 0.6 0.5

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

2Based on EURIBOR1M

(USD, Net Return), all data as of November 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 12.9 6.6 9.0 9.0 1.4 2.0 1.1 29.6
STOXX Eastern Europe Total Market 9.6 8.0 7.4 7.4 1.2 3.6 0.7 18.5

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
Price EUR CH0042345030 EEBSP EEBSP INDEX .EEBSP
Net Return EUR CH0042345048 EEBSR EEBSR INDEX .EEBSR
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.

Top 10 Components4

Company Supersector Country Weight
ENERYA ENERJI A S Utilities Turkey 1.936%
KONCAR DISTRIBUT Industrial Goods and Services Croatia 1.622%
SELCUK ECZA DEPOSU TICARET Health Care Turkey 1.585%
TORUNLAR GAYRIMENKUL YATIRIM Real Estate Turkey 1.578%
REYSAS GAYRIMENKUL Real Estate Turkey 1.570%
GEN ILAC VE SAGLIK URUNLERI SA Health Care Turkey 1.565%
Cyber Folks Technology Poland 1.470%
AKYP GMYO Real Estate Turkey 1.467%
ALTINAY HAVACILIK VE ILERI TEKNOLOJILER Industrial Goods and Services Turkey 1.429%
MOBRUK Construction and Materials Poland 1.424%

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.