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SIZE INDICES

STOXX Nordic Large

Index Description

The STOXX Nordic Size indices provides a broad yet liquid representation of large, mid, and small cap companies of the Nordic region. The index has a variable number of components.

Key facts

  • Liquid gateway to small, mid, and large caps of the Nordic region
  • Transparent and rules-based methodology
  • Buffer rule applied on parent index level aims to reduce turnover
  • Weighted by free-float market cap

Descriptive Statistics

Index Market Cap (NOK bn) Components (NOK bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Nordic Large 13,935.8 11,841.2 394.7 223.6 4,491.9 126.2 37.9 1.1 4.8
STOXX Nordic 20,873.7 16,572.7 138.1 58.8 4,491.9 21.5 27.1 0.1 2.9

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
STOXX Nordic Large 5.8 14.9 26.4 71.9 150.2 N/A N/A 27.1 20.0 20.4
STOXX Nordic 5.8 13.1 22.3 49.1 120.7 N/A N/A 22.9 14.4 17.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Nordic Large N/A N/A 14.7 16.2 16.4 N/A N/A 1.4 1.1 1.1
STOXX Nordic N/A N/A 13.1 15.9 16.3 N/A N/A 1.4 0.8 0.9
Index to benchmark Correlation Tracking error (%)
STOXX Nordic Large 1.0 1.0 1.0 1.0 1.0 4.4 3.3 3.6 3.2 2.9
Index to benchmark Beta Annualized information ratio
STOXX Nordic Large 1.2 1.1 1.1 1.0 1.0 0.1 2.0 1.0 1.5 0.9

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

2Based on EURIBOR1M

(NOK, Gross Return), all data as of March 29, 2024

SIZE INDICES

STOXX Nordic Large

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 Nordic Large 20.9 18.8 19.4 19.4 3.4 3.5 2.9 70.8
STOXX Nordic 22.7 18.5 19.3 19.3 2.9 3.6 2.1 47.2

Performance and annual returns