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STYLE INDICES

STOXX Europe Strong Value 20

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Index Description

The STOXX Strong Style indices represent the performance of the most style-pure companies in Europe and the Eurozone. While the STOXX Strong Growth 20 indices and the STOXX Strong Value 20 indices cover the purest growth and value companies in Europe and the Eurozone, the STOXX Strong Style Composite 40 indices combine both style indices, i.e. the most style-pure companies of each style category in the relevant region.

Key facts

  • Weighting is purely based on the relevant value or growth score

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 Europe Strong Value 20 N/A 1.1 0.1 0.1 0.1 0.0 6.6 3.7 63.1
STOXX Europe 600 13,410.0 10,702.7 17.8 6.2 325.6 1.1 3.0 0.0 3.5

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 Europe Strong Value 20 2.4 26.3 34.6 20.6 47.8 N/A N/A 35.3 6.5 8.2
STOXX Europe 600 1.1 9.3 13.5 19.2 41.4 N/A N/A 13.7 6.1 7.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Strong Value 20 N/A N/A 17.6 24.1 26.6 N/A N/A 1.5 0.2 0.2
STOXX Europe 600 N/A N/A 10.4 14.5 17.7 N/A N/A 0.9 0.2 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe Strong Value 20 0.9 0.8 0.8 0.8 0.8 9.6 11.1 11.2 14.7 15.6
Index to benchmark Beta Annualized information ratio
STOXX Europe Strong Value 20 1.4 1.3 1.4 1.4 1.2 1.7 1.5 1.6 0.1 0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of November 29, 2024

STYLE INDICES

STOXX Europe Strong Value 20

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 Europe Strong Value 20 74.3 8.0 6.1 6.1 0.9 2.4 0.3 -0.4
STOXX Europe 600 17.8 14.0 15.9 15.9 2.0 2.9 1.3 -80.8

Performance and annual returns

Methodology

The indices are derived from the STOXX Europe TMI and the EURO STOXX indices. Six factors are applied to define a company's style designation and are condensed into a single style score, leading to a number that measures a company's style purity.
The six factors used when selecting components for the STOXX TMI Style Index are normalized as z-scores. The six factors and 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 CH0031151985 SV2P SV2P INDEX .SV2P
Net Return EUR CH0031151993 SV2R SV2R INDEX .SV2R
Price USD CH0031152009 SV2L SV2L INDEX .SV2L
Net Return USD CH0031152017 SV2V SV2V INDEX .SV2V

Quick Facts

Weighting Price-weighted with a weighting factor based on their growth or value score
Cap Factor 15%
No. of components Strong growth and strong value indices: 20 Strong style composite indices: 40
Review frequency Annually (Sep.)
Calculation/distribution Price (EUR): realtime (every 15 seconds) Price (USD) and net return (EUR/USD): end-of-day
Calculation hours Realtime: 9:00 am - 6:00 pm CET End-of-day: 6:00 pm CET
Base value/base date 1,000 as of Sep. 30, 2001
History Available daily back to Sep. 30, 2001
Inception date Jun. 4, 2007

Top 10 Components4

Company Supersector Country Weight
DELIVERY HERO Consumer Products and Services Germany 6.582%
IAG Travel and Leisure UK 6.400%
ANGLO AMERICAN Basic Resources UK 6.054%
INDIVIOR Health Care UK 5.953%
ST.JAMES'S PLACE CAPITAL Financial Services UK 5.914%
BANCA MONTE DEI PASCHI Banks Italy 5.846%
ARCELORMITTAL Basic Resources Luxembourg 5.230%
DEUTSCHE BANK Banks Germany 5.144%
VOLVO CAR B Automobiles and Parts Sweden 5.078%
FRESENIUS Health Care Germany 4.966%

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

4Based on the composition as of November 29, 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.