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BENCHMARK INDICES

STOXX Egypt All Cap

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Index Description

Key facts

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 Egypt All Cap 36.1 11.9 0.2 0.1 3.5 0.0 29.1 0.0 10.9
STOXX Emerging Markets All Cap 29,153.0 9,792.0 1.4 0.2 780.7 0.0 8.0 0.0 8.1

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 Egypt All Cap -2.1 -15.0 -7.8 -3.3 -17.6 N/A N/A -7.8 -1.1 -3.8
STOXX Emerging Markets All Cap -4.3 11.7 25.8 -2.3 26.5 N/A N/A 25.7 -0.8 4.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Egypt All Cap N/A N/A 48.1 34.1 30.5 N/A N/A -0.3 -0.1 -0.1
STOXX Emerging Markets All Cap N/A N/A 13.0 15.6 17.4 N/A N/A 1.8 -0.1 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Egypt All Cap 0.0 0.1 0.0 0.1 0.2 22.2 52.5 49.2 35.8 32.3
Index to benchmark Beta Annualized information ratio
STOXX Egypt All Cap 0.0 0.2 0.2 0.3 0.3 1.1 -0.6 -0.7 -0.1 -0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

BENCHMARK INDICES

STOXX Egypt All Cap

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 Egypt All Cap 7.8 6.6 7.7 7.7 2.6 2.1 1.1 -745.4
STOXX Emerging Markets All Cap 18.1 14.0 15.3 15.3 1.8 3.1 0.9 21.1

Performance and annual returns