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THEME INDICES

STOXX Global Intelligent Computing

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 N/A 10.0 0.1 0.1 0.1 0.1 1.0 0.7 48.4
STOXX Developed and Emerging Markets Total Market 91,537.7 78,182.7 6.5 0.6 3,098.7 0.0 4.0 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 1.4 7.5 18.9 18.5 90.9 N/A N/A 19.3 5.9 14.0
STOXX Developed and Emerging Markets Total Market 3.2 13.8 21.0 28.5 75.0 N/A N/A 21.4 8.8 12.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Intelligent Computing N/A N/A 15.5 16.9 19.2 N/A N/A 0.9 0.2 0.6
STOXX Developed and Emerging Markets Total Market N/A N/A 9.1 13.1 16.7 N/A N/A 1.8 0.5 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global Intelligent Computing 0.8 0.8 0.8 0.9 0.9 7.3 10.7 10.3 7.3 6.5
Index to benchmark Beta Annualized information ratio
STOXX Global Intelligent Computing 1.6 1.4 1.3 1.2 1.1 -3.1 -1.1 -0.1 -0.3 0.3

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of June 28, 2024

THEME INDICES

STOXX Global Intelligent Computing

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 -18.1 -127.4 26.4 26.4 3.0 1.2 2.5 17.7
STOXX Developed and Emerging Markets Total Market -3.4 19.3 20.5 20.5 2.8 1.9 1.7 20.2

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 1,000,000 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
Gross Return EUR CH0393657322 STXAAIGR STXAAIGR INDEX .STXAAIGR
Price EUR CH0393657413 STXAAIP STXAAIP INDEX .STXAAIP
Net Return EUR CH0393657660 STXAAIR .STXAAIR
Net Return USD CH0393657595 STXAAIV .STXAAIV
Gross Return USD CH0393657348 STXAAIGV STXAAIGV INDEX .STXAAIGV
Price USD CH0393657637 STXAAIL STXAAIL INDEX .STXAAIL

Quick Facts

Weighting Equal-weighted
Cap Factor N/A
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 March. 18, 2013
History Available from Mar. 18, 2013
Inception date January. 23, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

STOXX Global Intelligent Computing

Top 10 Components4

Company Supersector Country Weight
DOMO B Technology USA 1.011%
ABOV SEMICONDUCTOR Technology South Korea 0.963%
MAXLINEAR Technology USA 0.958%
INDUS TOWERS Telecommunications India 0.955%
CREDO TECHNOLOGY GROUP HOLDING Technology USA 0.952%
KPIT TECHNOLOGIES Technology India 0.947%
AP MEMORY TECH. Technology Taiwan 0.945%
ASMEDIA TECHNOLOGY Technology Taiwan 0.941%
COGENT COMMS.HOLDINGS Telecommunications USA 0.940%
Faraday Tech Technology Taiwan 0.939%

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

4Based on the composition as of June 28, 2024