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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 7.4 3.7 63.1
STOXX Europe 600 13,369.3 10,606.4 17.7 6.2 271.2 0.9 2.6 0.0 3.3

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 0.5 26.8 26.8 19.1 48.7 N/A N/A 27.2 6.1 8.3
STOXX Europe 600 -0.5 8.8 8.8 12.6 37.8 N/A N/A 8.9 4.1 6.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Strong Value 20 N/A N/A 17.3 23.9 26.7 N/A N/A 1.2 0.2 0.3
STOXX Europe 600 N/A N/A 10.5 14.3 17.6 N/A N/A 0.5 0.1 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe Strong Value 20 0.7 0.8 0.8 0.8 0.8 9.7 10.9 10.9 14.7 15.6
Index to benchmark Beta Annualized information ratio
STOXX Europe Strong Value 20 1.1 1.3 1.3 1.4 1.3 1.3 1.5 1.5 0.2 0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of December 31, 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 87.6 8.2 6.4 6.4 0.9 2.3 0.3 -0.4
STOXX Europe 600 17.7 14.0 15.8 15.8 2.0 2.8 1.3 -80.3

Performance and annual returns