Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

STRATEGY INDICES

STOXX USA 50 Daily Leverage

Export PDF

Index Description

The STOXX USA 50 Daily Leverage aims to replicate the daily performance of the STOXX USA 50 with a multiplicative factor.

Key facts

  • Provides an exposure that reflects a strong, bullish conviction on the STOXX USA 50
  • Includes a liquidity spread over overnight interest rates as financing cost of the leveraged position
  • Serves as an underlying for a variety of financial products such as options, futures, and ETFs

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX USA 50 Daily Leverage N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX USA 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX USA 50 Daily Leverage 3.5 58.2 82.9 76.1 286.6 N/A N/A 84.1 20.9 31.4
STOXX USA 50 2.1 30.0 40.6 48.4 138.1 N/A N/A 41.1 14.2 19.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX USA 50 Daily Leverage N/A N/A 30.9 38.9 45.3 N/A N/A 1.9 0.5 0.6
STOXX USA 50 N/A N/A 15.5 19.4 22.6 N/A N/A 2.1 0.6 0.7
Index to benchmark Correlation Tracking error (%)
STOXX USA 50 Daily Leverage 1.0 1.0 1.0 1.0 1.0 14.2 16.0 15.5 19.4 22.6
Index to benchmark Beta Annualized information ratio
STOXX USA 50 Daily Leverage 2.0 2.0 2.0 2.0 2.0 1.3 1.6 1.9 0.5 0.7

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

2Based on EURIBOR1M

(EUR, Total Return - GR), all data as of October 31, 2024

STRATEGY INDICES

STOXX USA 50 Daily Leverage

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 USA 50 Daily Leverage N/A N/A N/A N/A N/A N/A N/A N/A
STOXX USA 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns