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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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Total Market Growth Large 3,829.1 2,743.5 63.8 42.1 269.4 0.5 9.8 0.0 32.7
EURO STOXX 8,520.6 6,252.4 21.3 7.8 269.4 1.5 4.3 0.0 3.0

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title26.5% Technology25.1% Industrial Goods and Services13.9% Consumer Products and Services10.4% Health Care5.9% Telecommunications4% Chemicals3.1% Insurance2.2% Financial Services2.2% Media2% RetailHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title39.5% France34.8% Germany16.4% Netherlands4% Spain2.3% Italy1.8% Finland0.8% Belgium0.4% IrelandHighcharts.com

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 -3.4 5.7 -2.3 25.4 87.6 N/A N/A -2.4 7.9 13.6
EURO STOXX 0.8 12.3 6.9 30.4 96.8 N/A N/A 7.0 9.4 14.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Total Market Growth Large N/A N/A 19.5 22.4 22.9 N/A N/A -0.3 0.2 0.5
EURO STOXX N/A N/A 16.4 19.4 20.8 N/A N/A 0.2 0.3 0.6
Index to benchmark Correlation Tracking error (%)
EURO STOXX Total Market Growth Large 1.0 1.0 0.9 1.0 1.0 6.3 6.9 7.3 7.0 7.1
Index to benchmark Beta Annualized information ratio
EURO STOXX Total Market Growth Large 1.0 1.1 1.1 1.1 1.0 -8.4 -3.6 -1.2 -0.1 -0.1

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

2Based on EURIBOR1M

(USD, Net Return), all data as of March 31, 2025

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 29.2 23.2 27.4 23.2 4.3 1.0 3.3 0.8
EURO STOXX 17.6 14.0 15.8 15.8 1.8 2.6 1.2 0.4

Performance and annual returns

Created with Highcharts 9.3.3Chart titleEURO STOXX Total Market Growth Large1998200020022004200620082010201220142016201820202022202401k2k3k4k5k6kHighcharts.com
Created with Highcharts 9.3.3Chart titleEURO STOXX Total Market Growth LargeEURO STOXX20182019202020212022202320242025-50-250255075Highcharts.com

Methodology

The style characteristics of each stock are determined by analyzing six factors:
projected price-to-earnings ratio, trailing price-to-earnings ratio, price-to-book ratio projected earnings growth, trailing earnings growth, dividend yield.
The qualifying STOXX Europe TMI Large stocks are ranked according to six factors. For each stock the values of the six factors are z-scored for normalization. A multivariate cluster analysis is conducted to produce five clusters: Strong growth (SG) and weak growth (WG), strong value (SV) and weak value (WV) and neutral (NT). The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0012350028 SLGE SLGE INDEX .SLGE
Net Return EUR CH0012350044 SLGT SLGT INDEX .SLGT
Price USD CH0012350077 SLGK SLGK INDEX .SLGK
Net Return USD CH0012350168 SLGU SLGU INDEX .SLGU

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
Review frequency Semi-annually (Mar. and Sep.)
Calculation/distribution Price (EUR): realtime (every 15 seconds) Net return (EUR/USD): end-of-day
Calculation hours Realtime: 9:00 am - 6:00 pm CET End-of-day:6:00 pmCET
Base value/base date 1,000 on Jun. 30, 1997
History Available daily back to Jun. 30, 1997
Inception date Jul. 18, 2001

Top 10 Components4

Company Supersector Country Weight
SAP Technology Germany 9.819%
ASML HLDG Technology Netherlands 9.397%
SIEMENS Industrial Goods and Services Germany 6.274%
LVMH MOET HENNESSY Consumer Products and Services France 5.739%
DEUTSCHE TELEKOM Telecommunications Germany 4.849%
SCHNEIDER ELECTRIC Industrial Goods and Services France 4.777%
SANOFI Health Care France 4.713%
AIR LIQUIDE Chemicals France 3.988%
AIRBUS Industrial Goods and Services France 3.771%
SAFRAN Industrial Goods and Services France 3.569%

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

4Based on the composition as of March 31, 2025