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ISTOXX INDICES

iSTOXX Europe Origin 100 Equal Weight Decrement 5%

Index Description

The iSTOXX® Europe Origin 100 Equal Weight Decrement 5% index replicates the performance of the net return version of the iSTOXX® Europe Origin 100 Equal Weight index assuming a constant 5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.

Key facts

  • Due to the performance deduction, the index underperforms the net return version of the iSTOXX Europe Origin 100 Equal Weight index, which includes a net dividend investment.
  • The decrement index may perform better than the price version of the iSTOXX Europe Origin 100 Equal Weight index, which does not consider dividend investments, if the overall net dividend yield of the base index is greater than the value being subtracted.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Europe Origin 100 Equal Weight Decrement 5% N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX Europe Origin 100 Equal Weight N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Europe Origin 100 Equal Weight Decrement 5% -0.6 0.5 3.8 -10.1 -5.0 N/A N/A 3.9 -3.5 -1.0
iSTOXX Europe Origin 100 Equal Weight -0.2 5.3 9.1 4.4 21.9 N/A N/A 9.3 1.5 4.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Origin 100 Equal Weight Decrement 5% N/A N/A 11.3 16.5 19.6 N/A N/A 0.0 -0.4 -0.1
iSTOXX Europe Origin 100 Equal Weight N/A N/A 11.3 16.5 19.6 N/A N/A 0.5 -0.1 0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Origin 100 Equal Weight Decrement 5% 1.0 1.0 1.0 1.0 1.0 0.2 0.2 0.2 0.2 0.2
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Origin 100 Equal Weight Decrement 5% 1.0 1.0 1.0 1.0 1.0 -28.6 -26.8 -25.8 -26.3 -26.0

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

2Based on EURIBOR1M

(EUR, Price), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Europe Origin 100 Equal Weight Decrement 5%

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
iSTOXX Europe Origin 100 Equal Weight Decrement 5% N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX Europe Origin 100 Equal Weight N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The index components and weights exactly match those of the iSTOXX Europe Origin 100 Equal Weight index. All changes and adjustments to the iSTOXX Europe Origin 100 Equal Weight index are reflected in the decrement index. The detailed methodology including the calculation formula can be found in our rulebook: http://www.stoxx.com/indices/rulebooks.html

Quick Facts

Weighting Equal Weight
Cap Factor n/a
No. of components 100
Review frequency quarterly
Calculation/distribution realtime
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of Sep. 24, 2007
Inception date Nov. 22, 2017
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.