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SUPERSECTOR INDICES

STOXX Canada 240 Retail

Index Description

The STOXX Supersector indices track supersectors of the relevant benchmark index. There are 20 supersectors according to the Industry Classification Benchmark (ICB). Companies are categorized according to their primary source of revenue. The following supersectors are available: Technology, Telecommunications, Health Care, Banks, Financial Services, Insurance, Real Estate, Automobiles and Parts, Consumer Products and Services, Media, Retail, Travel and Leisure, Food, Beverage and Tobacco, Personal Care, Drug and Grocery Stores, Construction and Materials, Industrial Goods and Services, Basic Resources, Chemicals, Energy, Utilities.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments
  • Component capping ensures that no component can dominate the index

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
STOXX Canada 240 Retail 96.7 84.4 14.1 4.0 47.9 0.8 56.7 1.0 0.8
STOXX Canada 240 2,613.0 2,361.8 9.8 2.5 157.3 0.6 6.7 0.0 2.7

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 Canada 240 Retail 7.4 12.1 24.3 50.5 111.3 N/A N/A 24.6 14.7 16.3
STOXX Canada 240 5.3 8.6 11.4 19.9 58.5 N/A N/A 11.5 6.3 9.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Canada 240 Retail N/A N/A 16.2 19.7 21.6 N/A N/A 1.1 0.6 0.7
STOXX Canada 240 N/A N/A 13.8 16.7 21.5 N/A N/A 0.6 0.3 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Canada 240 Retail 0.6 0.5 0.5 0.7 0.7 10.5 15.0 14.7 15.4 16.0
Index to benchmark Beta Annualized information ratio
STOXX Canada 240 Retail 0.5 0.7 0.6 0.8 0.7 2.1 0.3 0.7 0.5 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of July 31, 2024

SUPERSECTOR INDICES

STOXX Canada 240 Retail

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 Canada 240 Retail 25.4 21.8 25.4 25.4 5.4 1.3 1.1 20.1
STOXX Canada 240 20.2 15.3 17.8 17.8 1.9 3.6 0.9 39.8

Performance and annual returns

Methodology

Indices from the relevant benchmark index are categorized according to their primary source of revenue. The largest stocks in each supersector are chosen according to free-float market cap. The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price CAD CH0149419027 S24C53CA .S24C53CA
Net Return CAD CH0149418995 S24C53DA .S24C53DA
Gross Return CAD CH0149418961 S24C53GA .S24C53GA
Price EUR CH0149419035 S24C53P .S24C53P
Gross Return EUR CH0149418979 S24C53GR .S24C53GR
Net Return EUR CH0149419001 S24C53R .S24C53R
Net Return USD CH0149419019 S24C53V .S24C53V
Price USD CH0149419043 S24C53L .S24C53L
Gross Return USD CH0149418987 S24C53GV .S24C53GV

Quick Facts

Weighting Free-float market cap
Cap Factor None except for the STOXX Europe 600 Supersectors, where the largest company is capped at 30% and the second largest at 15%
No. of components Variable
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

SUPERSECTOR INDICES

STOXX Canada 240 Retail

Top 10 Components4

Company Supersector Country Weight
ALIMENTATION CCH.TARD Retail Canada 56.719%
DOLLARAMA Retail Canada 30.948%
Canadian Tire Corp. Ltd. Cl A Retail Canada 6.348%
ARITZIA SUBD.VTG. Retail Canada 3.170%
NORTH WEST CO INC/THE Retail Canada 1.830%
PET VALU HOLDINGS Retail Canada 0.985%

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

4Based on the composition as of July 31, 2024