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SIZE INDICES
EURO STOXX Mid
Index Description
The EURO STOXX® Size Indices provide a broad yet liquid representation of large, mid and small cap companies of 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The indices have a variable number of components and are part of the EURO STOXX Size index family.
Key facts
- Liquid gateway to Eurozone stocks
- Transparent and rules-based methodology
- Buffer rule applied on parent index level aims to reduce turnover
- Weighted by free-float market cap
- Serves as an underlying for a variety of financial products such as options, futures and ETFs
Descriptive Statistics
Index | Market Cap (USD bn) | Components (USD bn) | Component weight (%) | Turnover (%) | |||||
---|---|---|---|---|---|---|---|---|---|
Full | Free-float | Mean | Median | Largest | Smallest | Largest | Smallest | Last 12 monts | |
EURO STOXX Mid | 1,070.3 | 685.2 | 7.2 | 6.8 | 14.9 | 3.7 | 2.2 | 0.5 | 17.8 |
EURO STOXX | 8,000.5 | 5,817.3 | 19.6 | 7.3 | 269.5 | 1.4 | 4.6 | 0.0 | 3.3 |
Supersector weighting (top 10)
Industrial Goods and Services | 12.7 |
---|---|
Banks | 11.6 |
Health Care | 8.1 |
Construction and Materials | 7.6 |
Utilities | 6.8 |
Insurance | 6.4 |
Energy | 6.2 |
Chemicals | 5.8 |
Travel and Leisure | 5.3 |
Financial Services | 4.8 |
Country weighting
France | 24.3 |
---|---|
Germany | 21.7 |
Italy | 14.3 |
Netherlands | 12.0 |
Finland | 8.5 |
Spain | 6.3 |
Ireland | 4.2 |
Belgium | 3.6 |
Austria | 2.5 |
Portugal | 2.5 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
EURO STOXX Mid | -5.1 | 5.4 | 24.0 | -4.1 | 24.8 | N/A | N/A | 24.3 | -1.4 | 4.6 |
EURO STOXX | -5.8 | 6.7 | 24.4 | 9.2 | 44.3 | N/A | N/A | 24.7 | 3.0 | 7.7 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO STOXX Mid | N/A | N/A | 14.5 | 20.9 | 22.3 | N/A | N/A | 1.5 | -0.2 | 0.2 |
EURO STOXX | N/A | N/A | 14.4 | 21.2 | 22.6 | N/A | N/A | 1.6 | 0.1 | 0.3 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO STOXX Mid | 0.9 | 0.9 | 0.9 | 1.0 | 1.0 | 5.2 | 4.8 | 4.9 | 4.6 | 4.7 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO STOXX Mid | 0.8 | 0.9 | 0.9 | 1.0 | 1.0 | 1.6 | -0.3 | -0.1 | -1.0 | -0.7 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Gross Return), all data as of October 31, 2024
SIZE INDICES
EURO STOXX Mid
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 | ||
EURO STOXX Mid | 16.0 | 11.5 | 12.2 | 12.2 | 1.3 | 4.6 | 0.8 | 11.1 |
EURO STOXX | 16.5 | 13.6 | 14.6 | 14.6 | 1.7 | 4.0 | 1.1 | 19.8 |
Performance and annual returns
EURO STOXX Mid | |
---|---|
978220800000 | 100 |
978393600000 | 102.47 |
978480000000 | 99.07 |
978566400000 | 101.69 |
978652800000 | 101.75 |
978912000000 | 100.03 |
978998400000 | 99.04 |
979084800000 | 99.16 |
979171200000 | 101.64 |
979257600000 | 102.52 |
979516800000 | 101.65 |
979603200000 | 100.41 |
979689600000 | 101.68 |
979776000000 | 102.75 |
979862400000 | 101.97 |
980121600000 | 102.24 |
980208000000 | 102.55 |
980294400000 | 101.66 |
980380800000 | 101.78 |
980467200000 | 101.36 |
980726400000 | 101.17 |
980812800000 | 102.87 |
980899200000 | 103.73 |
980985600000 | 104.22 |
981072000000 | 102.43 |
981331200000 | 103.03 |
981417600000 | 102.72 |
981504000000 | 102.39 |
981590400000 | 101.09 |
981676800000 | 101.16 |
981936000000 | 102.56 |
982022400000 | 101.09 |
982108800000 | 100.19 |
982195200000 | 99.81 |
982281600000 | 99.63 |
982540800000 | 100.35 |
982627200000 | 98.75 |
982713600000 | 98.12 |
982800000000 | 96.95 |
982886400000 | 97.57 |
983145600000 | 97.75 |
983232000000 | 98.35 |
983318400000 | 98.53 |
983404800000 | 98.27 |
983491200000 | 98.03 |
983750400000 | 97.85 |
983836800000 | 99.21 |
983923200000 | 99.4 |
984009600000 | 99.29 |
984096000000 | 98.64 |
984355200000 | 96.33 |
984441600000 | 94 |
984528000000 | 91.55 |
984614400000 | 90.96 |
984700800000 | 89.46 |
984960000000 | 89.24 |
985046400000 | 90.2 |
985132800000 | 87.26 |
985219200000 | 82.87 |
985305600000 | 84.92 |
985564800000 | 87.48 |
985651200000 | 88.73 |
985737600000 | 87.85 |
985824000000 | 87.67 |
985910400000 | 87.81 |
986169600000 | 88.03 |
986256000000 | 87.02 |
986342400000 | 87.76 |
986428800000 | 88.69 |
986515200000 | 88.69 |
986774400000 | 89.1 |
986860800000 | 89.09 |
986947200000 | 89.59 |
987033600000 | 90.55 |
987465600000 | 88.94 |
987552000000 | 91.73 |
987638400000 | 92.29 |
987724800000 | 92.61 |
987984000000 | 91.43 |
988070400000 | 91.57 |
988156800000 | 91.75 |
988243200000 | 92.71 |
988329600000 | 92.53 |
988588800000 | 93.34 |
988761600000 | 94.03 |
988848000000 | 92.19 |
988934400000 | 92.35 |
989193600000 | 92.35 |
989280000000 | 92 |
989366400000 | 91.92 |
989452800000 | 92.35 |
989539200000 | 92.18 |
989798400000 | 91.44 |
989884800000 | 92.12 |
989971200000 | 92.59 |
990057600000 | 93.29 |
990144000000 | 93.45 |
990403200000 | 93.1 |
990489600000 | 92.36 |
990576000000 | 91.54 |
990662400000 | 92.03 |
990748800000 | 91.54 |
991008000000 | 92.06 |
991094400000 | 91.05 |
991180800000 | 90.15 |
991267200000 | 89.36 |
991353600000 | 89.7 |
991612800000 | 89.29 |
991699200000 | 90.81 |
991785600000 | 90.47 |
991872000000 | 91.01 |
991958400000 | 90.9 |
992217600000 | 89.43 |
992304000000 | 88.62 |
992390400000 | 89.05 |
992476800000 | 88.69 |
992563200000 | 87.61 |
992822400000 | 86.87 |
992908800000 | 86.59 |
992995200000 | 86.38 |
993081600000 | 86.29 |
993168000000 | 86.81 |
993427200000 | 87.26 |
993513600000 | 86.39 |
993600000000 | 86.34 |
993686400000 | 85.51 |
993772800000 | 86.61 |
994032000000 | 87.03 |
994118400000 | 87.07 |
994204800000 | 86.35 |
994291200000 | 84.97 |
994377600000 | 84.89 |
994636800000 | 84.68 |
994723200000 | 85.23 |
994809600000 | 84.99 |
994896000000 | 84.63 |
994982400000 | 84.88 |
995241600000 | 84.65 |
995328000000 | 84.75 |
995414400000 | 85.52 |
995500800000 | 86.09 |
995587200000 | 86 |
995846400000 | 85.65 |
995932800000 | 85.7 |
996019200000 | 85.42 |
996105600000 | 85.62 |
996192000000 | 86.65 |
996451200000 | 86.89 |
996537600000 | 87.26 |
996624000000 | 88.34 |
996710400000 | 88.81 |
996796800000 | 88.92 |
997056000000 | 88.67 |
997142400000 | 87.92 |
997228800000 | 87.8 |
997315200000 | 88.05 |
997401600000 | 87.86 |
997660800000 | 88.33 |
997747200000 | 89.1 |
997833600000 | 89.56 |
997920000000 | 89.09 |
998006400000 | 88.22 |
998265600000 | 87.31 |
998352000000 | 87.83 |
998438400000 | 88.06 |
998524800000 | 88.46 |
998611200000 | 89.04 |
998870400000 | 88.91 |
998956800000 | 88.03 |
999043200000 | 88.2 |
999129600000 | 87.54 |
999216000000 | 86.74 |
999475200000 | 85.61 |
999561600000 | 83.98 |
999648000000 | 83.19 |
999734400000 | 82.41 |
999820800000 | 81.96 |
1000080000000 | 80.12 |
1000166400000 | 76.04 |
1000252800000 | 75.18 |
1000339200000 | 75.51 |
1000425600000 | 73.36 |
1000684800000 | 73.36 |
1000771200000 | 72.66 |
1000857600000 | 72.78 |
1000944000000 | 69.01 |
1001030400000 | 66.59 |
1001289600000 | 69.65 |
1001376000000 | 71.57 |
1001462400000 | 72.23 |
1001548800000 | 72.55 |
1001635200000 | 73.48 |
1001894400000 | 73.22 |
1001980800000 | 73.16 |
1002067200000 | 72.87 |
1002153600000 | 75.09 |
1002240000000 | 74.94 |
1002499200000 | 75.27 |
1002585600000 | 74.86 |
1002672000000 | 76.17 |
1002758400000 | 76.69 |
1002844800000 | 76.97 |
1003104000000 | 75.81 |
1003190400000 | 76.86 |
1003276800000 | 77.72 |
1003363200000 | 77.29 |
1003449600000 | 76.18 |
1003708800000 | 76.55 |
1003795200000 | 77.84 |
1003881600000 | 78.54 |
1003968000000 | 77.66 |
1004054400000 | 78.66 |
1004313600000 | 78.68 |
1004400000000 | 76.89 |
1004486400000 | 77.56 |
1004572800000 | 77.87 |
1004659200000 | 77.89 |
1004918400000 | 78.95 |
1005004800000 | 79.15 |
1005091200000 | 80.19 |
1005177600000 | 80.69 |
1005264000000 | 80.12 |
1005523200000 | 78.96 |
1005609600000 | 79.77 |
1005696000000 | 80.67 |
1005782400000 | 81.27 |
1005868800000 | 82.18 |
1006128000000 | 83.22 |
1006214400000 | 82.3 |
1006300800000 | 81.34 |
1006387200000 | 81.88 |
1006473600000 | 81.9 |
1006732800000 | 82.6 |
1006819200000 | 81.83 |
1006905600000 | 81.33 |
1006992000000 | 81.35 |
1007078400000 | 82.41 |
1007337600000 | 81.69 |
1007424000000 | 82.47 |
1007510400000 | 84.27 |
1007596800000 | 85.23 |
1007683200000 | 84.85 |
1007942400000 | 83.79 |
1008028800000 | 83.9 |
1008115200000 | 84 |
1008201600000 | 82.05 |
1008288000000 | 82.27 |
1008547200000 | 83.6 |
1008633600000 | 83.37 |
1008720000000 | 83 |
1008806400000 | 82.08 |
1008892800000 | 82.04 |
1009152000000 | 82.31 |
1009411200000 | 82.76 |
1009497600000 | 83.1 |
1009929600000 | 84.9 |
1010016000000 | 86.05 |
1010102400000 | 86.03 |
1010361600000 | 85.47 |
1010448000000 | 85.29 |
1010534400000 | 85.48 |
1010620800000 | 84.6 |
1010707200000 | 84.84 |
1010966400000 | 83.81 |
1011052800000 | 83.65 |
1011139200000 | 82.37 |
1011225600000 | 83.52 |
1011312000000 | 83.73 |
1011571200000 | 83.11 |
1011657600000 | 83.41 |
1011744000000 | 83.06 |
1011830400000 | 83.81 |
1011916800000 | 82.4 |
1012176000000 | 82.64 |
1012262400000 | 82.43 |
1012348800000 | 81.39 |
1012435200000 | 81.86 |
1012521600000 | 82.04 |
1012780800000 | 82.4 |
1012867200000 | 80.9 |
1012953600000 | 80.32 |
1013040000000 | 80.86 |
1013126400000 | 81.12 |
1013385600000 | 81.84 |
1013472000000 | 81.38 |
1013558400000 | 81.61 |
1013644800000 | 82.52 |
1013731200000 | 81.84 |
1013990400000 | 81.27 |
1014076800000 | 80.88 |
1014163200000 | 79.91 |
1014249600000 | 80.47 |
1014336000000 | 80.57 |
1014595200000 | 80.6 |
1014681600000 | 80.77 |
1014768000000 | 82.07 |
1014854400000 | 82.46 |
1014940800000 | 82.89 |
1015200000000 | 85.38 |
1015286400000 | 85.07 |
1015372800000 | 86.34 |
1015459200000 | 87.36 |
1015545600000 | 86.74 |
1015804800000 | 86.82 |
1015891200000 | 86 |
1015977600000 | 86.2 |
1016064000000 | 87.1 |
1016150400000 | 87.37 |
1016409600000 | 88.05 |
1016496000000 | 88.22 |
1016582400000 | 88.04 |
1016668800000 | 87.84 |
1016755200000 | 87.48 |
1017014400000 | 87.06 |
1017100800000 | 87.15 |
1017187200000 | 86.85 |
1017273600000 | 87.4 |
1017705600000 | 87.59 |
1017792000000 | 87.51 |
1017878400000 | 86.6 |
1017964800000 | 86.81 |
1018224000000 | 85.25 |
1018310400000 | 86.38 |
1018396800000 | 87.18 |
1018483200000 | 86.72 |
1018569600000 | 86.78 |
1018828800000 | 87.01 |
1018915200000 | 88.06 |
1019001600000 | 88.61 |
1019088000000 | 88.53 |
1019174400000 | 88.98 |
1019433600000 | 88.38 |
1019520000000 | 88.3 |
1019606400000 | 88.32 |
1019692800000 | 88.15 |
1019779200000 | 88.28 |
1020038400000 | 88.07 |
1020124800000 | 87.97 |
1020297600000 | 87.62 |
1020384000000 | 88.64 |
1020643200000 | 88.57 |
1020729600000 | 87.62 |
1020816000000 | 88.16 |
1020902400000 | 88.09 |
1020988800000 | 88.13 |
1021248000000 | 88.32 |
1021334400000 | 88.53 |
1021420800000 | 89.21 |
1021507200000 | 89.54 |
1021593600000 | 90.27 |
1021852800000 | 89.96 |
1021939200000 | 89.82 |
1022025600000 | 89.52 |
1022112000000 | 88.69 |
1022198400000 | 88.46 |
1022457600000 | 88.56 |
1022544000000 | 89.12 |
1022630400000 | 89.55 |
1022716800000 | 89.08 |
1022803200000 | 88.65 |
1023062400000 | 88.51 |
1023148800000 | 87.41 |
1023235200000 | 87.34 |
1023321600000 | 87.73 |
1023408000000 | 86.86 |
1023667200000 | 87.31 |
1023753600000 | 88.25 |
1023840000000 | 86.66 |
1023926400000 | 85.15 |
1024012800000 | 83.4 |
1024272000000 | 85.1 |
1024358400000 | 85.52 |
1024444800000 | 85.06 |
1024531200000 | 83.72 |
1024617600000 | 84.23 |
1024876800000 | 82.36 |
1024963200000 | 83.6 |
1025049600000 | 83.38 |
1025136000000 | 83.9 |
1025222400000 | 86.54 |
1025481600000 | 86.25 |
1025568000000 | 83.79 |
1025654400000 | 81.98 |
1025740800000 | 82.36 |
1025827200000 | 84.37 |
1026086400000 | 85.5 |
1026172800000 | 85.42 |
1026259200000 | 83.52 |
1026345600000 | 80.93 |
1026432000000 | 80.9 |
1026691200000 | 79.79 |
1026777600000 | 79.17 |
1026864000000 | 81 |
1026950400000 | 81.58 |
1027036800000 | 79.84 |
1027296000000 | 76.85 |
1027382400000 | 73.84 |
1027468800000 | 72.92 |
1027555200000 | 74.06 |
1027641600000 | 73.55 |
1027900800000 | 75.83 |
1027987200000 | 76.45 |
1028073600000 | 75.98 |
1028160000000 | 75.24 |
1028246400000 | 74.42 |
1028505600000 | 72.21 |
1028592000000 | 72.2 |
1028678400000 | 72.85 |
1028764800000 | 73.22 |
1028851200000 | 74.16 |
1029110400000 | 74.05 |
1029196800000 | 74.22 |
1029283200000 | 73.47 |
1029369600000 | 74.2 |
1029456000000 | 74.7 |
1029715200000 | 75.31 |
1029801600000 | 75.25 |
1029888000000 | 76.4 |
1029974400000 | 76.97 |
1030060800000 | 76.73 |
1030320000000 | 76.38 |
1030406400000 | 78 |
1030492800000 | 76.22 |
1030579200000 | 75.38 |
1030665600000 | 75.32 |
1030924800000 | 74.6 |
1031011200000 | 73.39 |
1031097600000 | 72.93 |
1031184000000 | 72.19 |
1031270400000 | 72.75 |
1031529600000 | 71.73 |
1031616000000 | 72.51 |
1031702400000 | 73.75 |
1031788800000 | 72.53 |
1031875200000 | 71.04 |
1032134400000 | 70.43 |
1032220800000 | 69.97 |
1032307200000 | 68.55 |
1032393600000 | 67.89 |
1032480000000 | 67.75 |
1032739200000 | 65.78 |
1032825600000 | 64.55 |
1032912000000 | 64.62 |
1032998400000 | 65.96 |
1033084800000 | 65.9 |
1033344000000 | 64.44 |
1033430400000 | 64.43 |
1033516800000 | 65.3 |
1033603200000 | 64.5 |
1033689600000 | 63.09 |
1033948800000 | 62.34 |
1034035200000 | 61.54 |
1034121600000 | 61.52 |
1034208000000 | 62.03 |
1034294400000 | 64.59 |
1034553600000 | 64.15 |
1034640000000 | 66.45 |
1034726400000 | 66.3 |
1034812800000 | 67.54 |
1034899200000 | 67.6 |
1035158400000 | 68.06 |
1035244800000 | 68.58 |
1035331200000 | 66.83 |
1035417600000 | 67.27 |
1035504000000 | 67.13 |
1035763200000 | 68.57 |
1035849600000 | 66.68 |
1035936000000 | 67.67 |
1036022400000 | 69.12 |
1036108800000 | 69.38 |
1036368000000 | 71.51 |
1036454400000 | 71.74 |
1036540800000 | 71.2 |
1036627200000 | 70.63 |
1036713600000 | 70.33 |
1036972800000 | 69.48 |
1037059200000 | 70.05 |
1037145600000 | 69.28 |
1037232000000 | 70.08 |
1037318400000 | 70.46 |
1037577600000 | 70.74 |
1037664000000 | 70.33 |
1037750400000 | 70.14 |
1037836800000 | 71.55 |
1037923200000 | 71.76 |
1038182400000 | 71.39 |
1038268800000 | 70.87 |
1038355200000 | 71.92 |
1038441600000 | 72.93 |
1038528000000 | 73.37 |
1038787200000 | 73.55 |
1038873600000 | 72.08 |
1038960000000 | 72.3 |
1039046400000 | 71.53 |
1039132800000 | 71.62 |
1039392000000 | 70.67 |
1039478400000 | 70.98 |
1039564800000 | 71.41 |
1039651200000 | 71.47 |
1039737600000 | 70.81 |
1039996800000 | 71.77 |
1040083200000 | 71.63 |
1040169600000 | 70.51 |
1040256000000 | 69.97 |
1040342400000 | 70.49 |
1040601600000 | 69.98 |
1040947200000 | 70.11 |
1041206400000 | 70.6 |
1041465600000 | 72.28 |
1041552000000 | 73.13 |
1041811200000 | 73.49 |
1041897600000 | 72.4 |
1041984000000 | 71.98 |
1042070400000 | 72.32 |
1042156800000 | 72.8 |
1042416000000 | 72.9 |
1042502400000 | 73.44 |
1042588800000 | 72.79 |
1042675200000 | 73.47 |
1042761600000 | 72.4 |
1043020800000 | 72.32 |
1043107200000 | 71.89 |
1043193600000 | 70.94 |
1043280000000 | 71.11 |
1043366400000 | 71.3 |
1043625600000 | 69.52 |
1043712000000 | 69.35 |
1043798400000 | 69.07 |
1043884800000 | 69.51 |
1043971200000 | 69.84 |
1044230400000 | 70.34 |
1044316800000 | 69.56 |
1044403200000 | 69.61 |
1044489600000 | 69.24 |
1044576000000 | 68.52 |
1044835200000 | 67.37 |
1044921600000 | 68.04 |
1045008000000 | 67.04 |
1045094400000 | 67.29 |
1045180800000 | 67.76 |
1045440000000 | 68.3 |
1045526400000 | 68.45 |
1045612800000 | 68.17 |
1045699200000 | 68.16 |
1045785600000 | 67.82 |
1046044800000 | 67.23 |
1046131200000 | 65.54 |
1046217600000 | 64.85 |
1046304000000 | 65.43 |
1046390400000 | 66.7 |
1046649600000 | 67.08 |
1046736000000 | 65.94 |
1046822400000 | 65.81 |
1046908800000 | 65.31 |
1046995200000 | 64.63 |
1047254400000 | 63.8 |
1047340800000 | 63.64 |
1047427200000 | 62.45 |
1047513600000 | 63.06 |
1047600000000 | 65.11 |
1047859200000 | 65.12 |
1047945600000 | 65.91 |
1048032000000 | 66.48 |
1048118400000 | 66.2 |
1048204800000 | 67.5 |
1048464000000 | 66.17 |
1048550400000 | 66.66 |
1048636800000 | 67.05 |
1048723200000 | 66.36 |
1048809600000 | 66.72 |
1049068800000 | 66.18 |
1049155200000 | 66.61 |
1049241600000 | 67.58 |
1049328000000 | 67.84 |
1049414400000 | 68.63 |
1049673600000 | 70.13 |
1049760000000 | 70.16 |
1049846400000 | 70.48 |
1049932800000 | 69.76 |
1050019200000 | 70.21 |
1050278400000 | 70.62 |
1050364800000 | 71.81 |
1050451200000 | 72.46 |
1050537600000 | 72.56 |
1050969600000 | 73.42 |
1051056000000 | 74.41 |
1051142400000 | 74.05 |
1051228800000 | 73.49 |
1051488000000 | 74.24 |
1051574400000 | 74.9 |
1051660800000 | 76.39 |
1051747200000 | 76.77 |
1051833600000 | 77.07 |
1052092800000 | 78.57 |
1052179200000 | 80.04 |
1052265600000 | 80.24 |
1052352000000 | 79.21 |
1052438400000 | 79.56 |
1052697600000 | 79.95 |
1052784000000 | 79.85 |
1052870400000 | 80.39 |
1052956800000 | 80.01 |
1053043200000 | 81.43 |
1053302400000 | 80.07 |
1053388800000 | 80.65 |
1053475200000 | 79.86 |
1053561600000 | 80.98 |
1053648000000 | 81.82 |
1053907200000 | 82.06 |
1053993600000 | 82.29 |
1054080000000 | 82.78 |
1054166400000 | 84.07 |
1054252800000 | 84.27 |
1054512000000 | 85.14 |
1054598400000 | 84.8 |
1054684800000 | 85.57 |
1054771200000 | 86.81 |
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1350000000000 | 193.21 |
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