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THEME INDICES

STOXX Global Intelligent Computing ADTV5

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Index Description

Artificial intelligence (AI) is the science of creating computer programs and machines that exhibit human-like intelligence and cognitive skills. The STOXX® Global Intelligent Computing Index is comprised of companies from a wide range of industries that invest heavily in the development of new AI technologies. These companies are therefore considered to be well-positioned to benefit from the increased adoption of AI technologies.

Key facts

  • Index allows targeted investment in AI, a significant megatrend.
  • Detailed Revere data help select companies with a revenue exposure above 50% to AI-related sectors.
  • Size and liquidity filters ensure replicability.

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
STOXX Global Intelligent Computing ADTV5 N/A 10.8 0.1 0.1 0.4 0.1 3.4 1.0 37.1
STOXX Developed and Emerging Markets Total Market 83,262.4 70,571.4 6.3 0.7 2,720.3 0.0 3.9 0.0 2.6

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 Global Intelligent Computing ADTV5 1.3 1.3 22.8 37.6 105.4 N/A N/A 23.1 11.3 15.7
STOXX Developed and Emerging Markets Total Market 2.2 2.2 15.2 35.9 74.3 N/A N/A 15.5 10.9 11.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Intelligent Computing ADTV5 N/A N/A 16.2 17.3 19.4 N/A N/A 1.1 0.5 0.7
STOXX Developed and Emerging Markets Total Market N/A N/A 10.4 13.4 16.8 N/A N/A 1.1 0.6 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global Intelligent Computing ADTV5 0.9 0.9 0.9 0.9 1.0 11.7 11.7 9.1 6.8 6.1
Index to benchmark Beta Annualized information ratio
STOXX Global Intelligent Computing ADTV5 1.7 1.7 1.3 1.2 1.1 -0.9 -0.9 0.7 0.1 0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of January 31, 2024

THEME INDICES

STOXX Global Intelligent Computing ADTV5

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 Global Intelligent Computing ADTV5 -65.9 55.6 30.2 23.6 3.3 1.7 2.7 39.6
STOXX Developed and Emerging Markets Total Market 20.5 14.9 17.3 14.3 2.7 2.5 1.6 13.3

Performance and annual returns

Methodology

The parent index of the STOXX Global Intelligent Computing Index is the STOXX® Developed and Emerging Total Market Index. The index applies several screens that include:
Liquidity screening: Only stocks with a 3-month average daily trading value (ADTV) greater than EUR 5,000,000 are included.
Revenues: More than 50% of revenues over the past year generated within the aggregate of the RBICS sectors associated with AI.
Market capitalization screening: Free-float market capitalization greater than 100 million EUR.
The index composition is reviewed annually and weighting factors are recalculated quarterly.
The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0416062823 STXAA5P STXAA5P INDEX .STXAA5P
Net Return EUR CH0416062807 STXAA5R STXAA5R INDEX .STXAA5R
Gross Return EUR CH0416062815 STXAA5GR .STXAA5GR
Price USD CH0420465723 STXAA5L .STXAA5L
Net Return USD CH0420468651 STXAA5V .STXAA5V
Gross Return USD CH0420468685 STXAA5GV .STXAA5GV

Quick Facts

Weighting Equal
Cap Factor None
No. of components Variable
Review frequency Annually
Calculation/distribution Dayend
Calculation hours 22:00:00 22:00:00
Base value/base date 100 as of Mar. 18, 2013
History Available from March 18 2013
Inception date May. 16, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
JEJU SEMICONDUCTOR Technology South Korea 3.426%
SUPER MICRO COMPUTER Technology USA 2.462%
NVIDIA Corp. Technology USA 1.573%
ADVANCED MICRO DEVICES Technology USA 1.556%
MARVELL TECHNOLOGY Technology USA 1.545%
WIWYNN CORPORATION Technology Taiwan 1.526%
ASMEDIA TECHNOLOGY Technology Taiwan 1.483%
PURE STORAGE CL.A Technology USA 1.465%
DOMO B Technology USA 1.456%
Intuitive Surgical Inc. Health Care USA 1.446%

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

4Based on the composition as of January 31, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.