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ISTOXX INDICES

iSTOXX MUTB China All Shares AM Quality Consumer 50

Index Description

The iSTOXX MUTB China All Shares AM Quality Consumer 50 Index aims to capture the performance of quality consumer companies with high profitability, low leverage and sustainable cash flows in China. The component selection is based on a combined ranking of four fundamentals ratios (return on equity, debt-to-capital, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

Key facts

  • Pure quality play focusing on consumer Segment
  • Ideal for market participants seeking exposure to the Chinese market while investing in quality stocks with sustainable profitability
  • Diversification through capping of component weights at 5%

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB China All Shares AM Quality Consumer 50 55,371.0 25,894.0 539.5 333.9 1,466.5 39.3 5.7 0.2 25.4
iSTOXX China All Shares AM 8,672.1 4,268.8 3.4 1.4 287.5 0.0 6.7 0.0 21.9

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 MUTB China All Shares AM Quality Consumer 50 -4.1 9.7 0.3 -22.9 53.5 N/A N/A 0.3 -8.3 8.9
iSTOXX China All Shares AM 0.2 2.7 -3.3 -39.1 -3.0 N/A N/A -3.3 -15.2 -0.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB China All Shares AM Quality Consumer 50 N/A N/A 20.9 26.0 25.5 N/A N/A -0.3 -0.4 0.2
iSTOXX China All Shares AM N/A N/A 16.9 20.8 20.5 N/A N/A -0.6 -0.9 -0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB China All Shares AM Quality Consumer 50 0.7 0.8 0.8 0.8 0.8 12.5 13.4 12.8 15.9 14.8
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB China All Shares AM Quality Consumer 50 0.8 0.9 1.0 1.0 1.0 -3.9 1.1 0.3 0.5 0.6

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

2Based on EURIBOR1M

(JPY, Gross Return), all data as of May 31, 2024

ISTOXX INDICES

iSTOXX MUTB China All Shares AM Quality Consumer 50

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 MUTB China All Shares AM Quality Consumer 50 17.6 15.3 17.6 17.6 3.2 2.5 2.9 11.6
iSTOXX China All Shares AM 15.8 12.0 13.9 13.9 1.2 2.2 0.9 -14.8

Performance and annual returns

Methodology

The parent universe of the iSTOXX MUTB China All Shares AM Quality Consumer 50 Index is consumer goods and services companies within the iSTOXX China All Shares AM Index. The component selection is based on a combined ranking of four fundamentals ratios (return on equity, debt-to-capital, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index. The constituents are weighted according to free-float market capitalization with a cap at 5%. The indices are reviewed semi-annually in June and December and rebalanced quarterly. The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return CNY CH0448323599 IXMCQCCG .IXMCQCCG
Net Return CNY CH0448323565 IXMCQCCN .IXMCQCCN
Price CNY CH0448323466 IXMCQCCP .IXMCQCCP
Gross Return EUR CH0448323532 IXMCQCGR .IXMCQCGR
Net Return EUR CH0448323458 IXMCQCR .IXMCQCR
Price EUR CH0448323581 IXMCQCP .IXMCQCP
Price HKD CH0448323441 IXMCQCHP IXMCQCHP INDEX .IXMCQCHP
Net Return HKD CH0448323433 IXMCQCHN .IXMCQCHN
Gross Return HKD CH0448323490 IXMCQCHG .IXMCQCHG
Net Return JPY CH0448323516 IXMCQCYN .IXMCQCYN
Gross Return JPY CH0448323607 IXMCQCYG IXMCQCYG INDEX .IXMCQCYG
Price JPY CH0448323482 IXMCQCYP .IXMCQCYP
Net Return KRW CH0448323557 IXMCQCKN .IXMCQCKN
Gross Return KRW CH0448323524 IXMCQCKG IXMCQCKG INDEX .IXMCQCKG
Price KRW CH0448323474 IXMCQCKP .IXMCQCKP
Price USD CH0448323540 IXMCQCL .IXMCQCL
Gross Return USD CH0448323508 IXMCQCGV IXMCQCGV INDEX .IXMCQCGV
Net Return USD CH0448323573 IXMCQCV .IXMCQCV

Quick Facts

Weighting based on free-float market capitalization
Cap Factor 0.05
No. of components 50
Review frequency semiannually
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 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.

ISTOXX INDICES

iSTOXX MUTB China All Shares AM Quality Consumer 50

Top 10 Components4

Company Supersector Country Weight
ANTA SPORTS PRODUCTS Consumer Products and Services China 5.663%
ALIBABA GROUP ADR Retail China 5.350%
Wuliangye 'A' Food, Beverage and Tobacco China 5.224%
Wuliangye 'A' Food, Beverage and Tobacco China 5.224%
LUZHOU LAO JIAO 'A' Food, Beverage and Tobacco China 5.147%
LUZHOU LAO JIAO 'A' Food, Beverage and Tobacco China 5.147%
FOCUS MEDIA INFO TECH 'A' Media China 5.034%
FOCUS MEDIA INFO TECH 'A' Media China 5.034%
Shanxi Fenjiu 'A' Food, Beverage and Tobacco China 4.997%
Shanxi Fenjiu 'A' Food, Beverage and Tobacco China 4.997%

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

4Based on the composition as of May 31, 2024