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STYLE INDICES

EURO STOXX Total Market Growth Large

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Index Description

The STOXX Total Market (TM) Style indices are designed to enable investors to monitor the performance of Eurozone and European countries with similar growth and similar value characteristics. The index series also comprises large, mid and small Style indices. The indices are based on how securties score with respect to six factors. The six factors that are applied to define a company's style designation are condensed into a single style score, leading to a number that measures a company's style purity. Index components are weighted by free-float market cap.

Key facts

  • The indices enable investors to monitor the performance of European and Eurozone companies with similar style characteristics

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Total Market Growth Large 3,095.2 2,126.5 53.2 34.5 271.2 0.4 12.8 0.0 22.4
EURO STOXX 7,439.6 5,383.0 18.4 6.7 271.2 0.9 5.0 0.0 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
EURO STOXX Total Market Growth Large 2.4 11.0 11.0 11.1 49.9 N/A N/A 11.2 3.6 8.5
EURO STOXX 1.3 9.3 9.3 13.6 39.7 N/A N/A 9.4 4.4 7.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Total Market Growth Large N/A N/A 16.3 20.1 21.1 N/A N/A 0.4 0.1 0.3
EURO STOXX N/A N/A 12.1 16.6 19.7 N/A N/A 0.4 0.1 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX Total Market Growth Large 0.9 0.9 0.9 0.9 0.9 6.6 7.3 7.3 7.3 7.1
Index to benchmark Beta Annualized information ratio
EURO STOXX Total Market Growth Large 1.2 1.2 1.2 1.1 1.0 2.0 0.3 0.3 -0.1 0.2

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of December 31, 2024

STYLE INDICES

EURO STOXX Total Market Growth 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
EURO STOXX Total Market Growth Large 34.4 27.0 32.7 32.7 4.9 1.1 3.7 28.2
EURO STOXX 16.3 13.7 14.9 14.9 1.7 2.7 1.2 -9.5

Performance and annual returns