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STRATEGY INDICES

STOXX Italy 20 Daily Leverage 4

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Index Description

The STOXX Italy 20 Daily Leverage 4 aims to replicate the daily performance of the STOXX Italy 20 with a multiplicative factor.

Key facts

  • Provides an exposure that reflects a strong, bullish conviction on the STOXX Italy 20
  • Includes a liquidity spread over overnight interest rates as financing cost of the leveraged position
  • Serves as an underlying for a variety of financial products such as options, futures, and ETFs

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Italy 20 Daily Leverage 4 N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Italy 20 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
STOXX Italy 20 Daily Leverage 4 -0.7 46.4 107.1 93.3 66.4 N/A N/A 108.9 24.8 10.9
STOXX Italy 20 0.3 15.7 27.2 48.2 82.7 N/A N/A 27.5 14.1 13.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Italy 20 Daily Leverage 4 N/A N/A 54.3 78.4 92.4 N/A N/A 1.4 0.3 0.1
STOXX Italy 20 N/A N/A 13.6 19.7 23.3 N/A N/A 1.5 0.5 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Italy 20 Daily Leverage 4 1.0 1.0 1.0 1.0 1.0 36.7 42.0 40.6 58.8 69.1
Index to benchmark Beta Annualized information ratio
STOXX Italy 20 Daily Leverage 4 4.0 4.0 4.0 4.0 4.0 -0.2 0.8 1.4 0.3 0.2

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

2Based on EURIBOR1M

(EUR, Total Return - GR), all data as of October 31, 2024

STRATEGY INDICES

STOXX Italy 20 Daily Leverage 4

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 Italy 20 Daily Leverage 4 N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Italy 20 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns