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THEME INDICES

STOXX Semiconductor 30

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Index Description

The STOXX Semiconductor 30 Index is comprised of US listed companies with exposure to the semiconductor industry as determined by the ICB subsectors “Semiconductors” and “Production Technology Equipment”.

Key facts

  • Index is comprised of US listed companies with exposure to the semiconductor industry.
  • Minimum size: free-float market capitalization equal to or greater than 100 million USD.
  • Minimum liquidity: 6-month average daily traded volume (ADTV) in USD equal to or exceeding 1.5 million USD.
  • The index is reviewed annually in September

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
STOXX Semiconductor 30 N/A 100.5 3.3 2.9 8.9 0.3 8.9 0.3 33.7
STOXX World AC All Cap 116,152.3 88,281.2 6.1 0.4 3,434.8 0.0 3.9 0.0 3.2

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 Semiconductor 30 -5.1 18.4 52.9 44.7 217.8 N/A N/A 55.0 13.5 26.5
STOXX World AC All Cap -2.4 13.6 30.3 9.0 52.6 N/A N/A 30.2 2.9 8.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Semiconductor 30 N/A N/A 35.0 36.6 37.6 N/A N/A 1.3 0.3 0.6
STOXX World AC All Cap N/A N/A 10.5 14.5 17.3 N/A N/A 2.5 0.1 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Semiconductor 30 0.7 0.7 0.7 0.8 0.8 26.8 29.6 28.1 26.6 26.0
Index to benchmark Beta Annualized information ratio
STOXX Semiconductor 30 2.6 2.6 2.5 2.0 1.8 -1.2 0.3 0.7 0.4 0.6

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

2Based on EURIBOR1M

(USD, Price), all data as of October 31, 2024

THEME INDICES

STOXX Semiconductor 30

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 Semiconductor 30 20.0 27.5 17.4 17.4 4.9 1.2 6.3 49.0
STOXX World AC All Cap -0.7 20.0 20.4 20.4 3.0 2.0 1.8 17.6

Performance and annual returns

Methodology

The STOXX Semiconductor 30 Index is comprised of companies with exposure to the semiconductor industry.The index universe is defined by all the stocks in the STOXX World AC All Cap Index and STOXX World DR Index. The base universe are screened on the basis of eligible exchanges, ICB classification(10102010 and 10102020), minimum size, minimum liquidity, and multiple share lines.

The companies are ranked in order of their free float market capitalization and the top 30 companies are selected for the index composition.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1213360014 STXSEMIG .STXSEMIG
Net Return EUR CH1213360006 STXSEMIR .STXSEMIR
Price EUR CH1213360022 STXSEMIP .STXSEMIP
Net Return USD CH1213359974 STXSEMIV .STXSEMIV
Price USD CH1213359990 STXSEMIL STXSEMIL INDEX .STXSEMIL
Gross Return USD CH1213359982 STXSEMIZ .STXSEMIZ

Quick Facts

Weighting Price weighted with a weighting factor and capping factor.
Cap Factor 0.08
No. of components 30
Review frequency Annually
Calculation/distribution Realtime 15 sec
Calculation hours 15:30:00 22:15:00
Base value/base date 4000 as of Dec. 29, 2023
History Available from Dec. 29, 2023
Inception date February. 13, 2024
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
NVIDIA Corp. Technology USA 8.872%
TAIWAN SEMICON.SPN.ADR Technology Taiwan 8.849%
BROADCOM Technology USA 8.214%
ADVANCED MICRO DEVICES Technology USA 7.608%
ASML HLDG.ADR Technology Netherlands 6.692%
Micron Technology Inc. Technology USA 5.117%
Intel Corp. Technology USA 4.978%
Texas Instruments Inc. Technology USA 4.643%
Analog Devices Inc. Technology USA 4.511%
Lam Research Corp. Technology USA 4.453%

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

4Based on the composition as of October 31, 2024

THEME INDICES

STOXX Semiconductor 30

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.