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SIZE INDICES

STOXX Eastern Europe Total Market Small

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Index Description

The STOXX Total Market Size indices provide a representation of large, mid, and small cap companies within a specific region. They are derived from the STOXX Global Total Market indices.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule aims to reduce turnover
  • Weighted by free-float market cap

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 Total Market Small 140.2 61.8 0.1 0.1 2.7 0.0 4.4 0.0 15.9
STOXX Eastern Europe Total Market 689.8 300.1 0.5 0.1 12.3 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 Total Market Small 4.2 9.7 7.9 53.8 81.0 N/A N/A 8.0 15.6 12.7
STOXX Eastern Europe Total Market 4.4 11.8 10.9 -35.5 -30.5 N/A N/A 11.0 -13.7 -7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Eastern Europe Total Market Small N/A N/A 13.4 17.4 18.9 N/A N/A 0.3 0.7 0.6
STOXX Eastern Europe Total Market N/A N/A 13.4 36.7 33.1 N/A N/A 0.5 -0.5 -0.3
Index to benchmark Correlation Tracking error (%)
STOXX Eastern Europe Total Market Small 0.9 0.9 0.9 0.6 0.7 7.6 6.2 6.0 29.3 25.1
Index to benchmark Beta Annualized information ratio
STOXX Eastern Europe Total Market Small 0.9 0.9 0.9 0.3 0.4 -0.4 -0.4 -0.5 0.6 0.5

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

2Based on EURIBOR1M

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

SIZE INDICES

STOXX Eastern Europe Total Market Small

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 Total Market Small 18.8 11.0 8.7 8.7 1.1 2.4 0.6 96.7
STOXX Eastern Europe Total Market 9.6 8.0 7.4 7.4 1.2 3.8 0.7 18.5

Performance and annual returns

Methodology

Example: Large Index
On a quarterly basis, companies in the given STOXX Total Market Index are ranked in terms of their total market cap in descending order. The largest companies covering a total market cap of 67.5% are selected. Current large companies with a total market cap ranked between the 67.5th and 75th percentiles of the cumulative total market cap are also selected. The components are then weighted according to free-float market cap without weight restrictions and capping. 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 CH0042344728 EETMSP EETMSP INDEX .EETMSP
Net Return EUR CH0042344736 EETMSR EETMSR INDEX .EETMSR
Net Return USD CH0042344744 EETMSV EETMSV INDEX .EETMSV
Price USD CH0042344710 EETMSL EETMSL INDEX .EETMSL

Quick Facts

Weighting Free-float market cap
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 ourdata vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
CD PROJECT SA Consumer Products and Services Poland 4.426%
CCC SA Retail Poland 3.594%
ALIOR BANK Banks Poland 3.061%
KRUK Financial Services Poland 2.807%
KETY Basic Resources Poland 2.660%
MBANK Banks Poland 2.627%
BUDIMEX Construction and Materials Poland 2.263%
PGE Utilities Poland 2.181%
BENEFIT SYSTEMS Industrial Goods and Services Poland 2.059%
BANK MILLENNIUM Banks Poland 1.927%

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.