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ISTOXX INDICES

iSTOXX China All Shares AM

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Index Description

The iSTOXX China All Shares AM Index represents at least 95% of the free-float market capitalization of the accessible market of the China universe covering the portion of China A Shares that is accessible to foreign investors through the Northbound Trading segments of the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect programs, China B Shares, China H Shares, China Red Chips, China P Chips and China ADRs.

Key facts

  • At least 95% coverage of the free-float market cap of the relevant investable stock universe per Region
  • Forms a unique benchmark for a truly global investment approach.

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
iSTOXX China All Shares AM 8,735.8 4,386.6 3.5 1.4 298.8 0.0 6.8 0.0 23.1
STOXX China Total Market 991.6 611.4 2.4 0.6 69.6 0.0 11.4 0.0 3.1

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
iSTOXX China All Shares AM 0.1 17.9 14.1 -19.8 4.2 N/A N/A 14.1 -7.1 0.8
STOXX China Total Market -2.0 25.5 25.1 14.4 16.4 N/A N/A 25.6 4.6 3.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX China All Shares AM N/A N/A 20.5 21.4 21.2 N/A N/A 0.4 -0.5 -0.1
STOXX China Total Market N/A N/A 25.5 23.9 22.8 N/A N/A 0.8 0.1 0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX China All Shares AM 0.8 0.7 0.7 0.8 0.8 12.1 18.7 18.2 15.2 14.8
Index to benchmark Beta Annualized information ratio
iSTOXX China All Shares AM 0.8 0.6 0.6 0.7 0.7 2.1 -0.7 -0.8 -0.9 -0.3

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

2Based on EURIBOR1M

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

ISTOXX INDICES

iSTOXX China All Shares AM

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 China All Shares AM 16.8 13.5 14.2 14.2 1.3 3.1 1.0 19.9
STOXX China Total Market 6.1 6.2 5.7 5.7 0.6 7.1 0.1 13.2

Performance and annual returns

Methodology

The iSTOXX China All Shares AM Index covers at least 95% of the free-float market cap of the relevant stock universe. The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/indices/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return CNY CH0444956624 IXCNAMGC .IXCNAMGC
Net Return CNY CH0444956558 IXCNAMC .IXCNAMC
Price CNY CH0444956608 IXCNAMN .IXCNAMN
Gross Return EUR CH0444956566 IXCNAMGR .IXCNAMGR
Price EUR CH0444956632 IXCNAMP .IXCNAMP
Net Return EUR CH0444956582 IXCNAMR .IXCNAMR
Gross Return USD CH0444956590 IXCNAMGV .IXCNAMGV
Price USD CH0444956574 IXCNAML .IXCNAML
Net Return USD CH0444956616 IXCNAMV .IXCNAMV

Quick Facts

Weighting based on free-float market capitalization
Cap Factor none
No. of components variable
Review frequency quarterly
Calculation/distribution dayend
Calculation hours 22:15:00 22:15:00
Base value/base date 100 as of Dec. 21, 2012
Inception date Nov. 28, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
TENCENT HOLDINGS Technology China 6.812%
ALIBABA GROUP ADR Retail China 3.913%
Moutai 'A' Food, Beverage and Tobacco China 2.627%
MEITUAN Technology China 2.578%
CHINA CONSTRUCTION BANK CORP H Banks China 1.587%
PING AN INSUR GP CO. OF CN 'A' Insurance China 1.557%
CHINA MERCHANTS BANK 'A' Banks China 1.326%
CHINA YANGTZE PWR. 'A' Utilities China 1.051%
MIDEA GROUP 'A' Consumer Products and Services China 1.008%
JD.COM 'A' ADR Retail China 0.988%

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.