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ISTOXX INDICES
iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5%
Index Description
The iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5% Index replicates the performance of the net return version of the iSTOXX Europe 600 ESG-X Fintech Tilted Index assuming a constant 4.5% performance deduction per annum. The performance deduction accrues constantly on a daily basis (using an Actual/365 Fixed day count convention). Consequently, due to the percentage of performance deduction, the iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5% Index underperforms the iSTOXX Europe 600 ESG-X Fintech Tilted Net Return Index.
Key facts
- Due to the percentage of performance being subtracted, the index underperforms the benchmark, that includes net dividend investments.
- The performance deduction accrues constantly on a daily basis.
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 600 ESG-X Fintech Tilted NR Decrement 4.5% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
iSTOXX Europe 600 ESG-X Fintech Tilted | 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 600 ESG-X Fintech Tilted NR Decrement 4.5% | 1.4 | 8.2 | 12.2 | 1.2 | 22.5 | N/A | N/A | 12.4 | 0.4 | 4.2 |
iSTOXX Europe 600 ESG-X Fintech Tilted | 2.0 | 11.8 | 17.6 | 16.1 | 53.8 | N/A | N/A | 17.9 | 5.1 | 9.1 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5% | N/A | N/A | 9.6 | 14.2 | 17.6 | N/A | N/A | 0.8 | -0.1 | 0.2 |
iSTOXX Europe 600 ESG-X Fintech Tilted | N/A | N/A | 9.5 | 14.1 | 17.6 | N/A | N/A | 1.3 | 0.2 | 0.4 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5% | 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 600 ESG-X Fintech Tilted NR Decrement 4.5% | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | -27.6 | -26.7 | -26.5 | -27.1 | -27.2 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Price), all data as of August 30, 2024
ISTOXX INDICES
iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5%
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 600 ESG-X Fintech Tilted NR Decrement 4.5% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
iSTOXX Europe 600 ESG-X Fintech Tilted | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
Performance and annual returns
Methodology
The iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5% Index replicates the performance of the net return version of the iSTOXX Europe 600 ESG-X Fintech Tilted Index assuming a constant 4.5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.
Consequently, due to the percentage of performance deduction, the iSTOXX Europe 600 ESG-X Fintech Tilted NR Decrement 4.5% Index underperforms the iSTOXX Europe 600 ESG-X Fintech Tilted Net Return Index that includes net dividend investments.
Quick Facts
No. of components | 1 |
Calculation/distribution | Real time |
Calculation hours | 00:00:01 22:30:00 |
Base value/base date | 100 as of Mar. 24, 2014 |
History | Available since 24 Mar 2014 |
Inception date | May. 31, 2024 |
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet. |