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BENCHMARK INDICES

STOXX Portugal Large Cap

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Index Description

The STOXX Portugal Large Cap Index is a broad market cap weighted index designed to represent the performance of the Large Cap companies from Portugal covering approximately 70% of investable market capitalization. STOXX Portugal Large Cap Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large cap companies that supports clients' global investment decisions whilst avoiding home biases.
  • A consistent and transparent methodology which fully embraces global standards of governance.
  • Can serve as a basis for numerous derived strategies.
  • Constructed using STOXX World Methodology.
  • Its countries follow the STOXX World Country classification framework.

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 Portugal Large Cap 43.5 21.5 7.2 7.4 10.1 4.0 47.0 18.7 33.6
STOXX Developed World Large Cap 64,297.6 59,105.2 85.3 39.1 3,434.8 0.2 5.8 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 Portugal Large Cap -14.6 -25.1 -11.0 -28.1 -7.4 N/A N/A -11.0 -10.4 -1.5
STOXX Developed World Large Cap -1.9 17.8 34.6 24.1 85.1 N/A N/A 34.4 7.4 13.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Portugal Large Cap N/A N/A 22.5 23.7 25.2 N/A N/A 0.0 -0.4 0.0
STOXX Developed World Large Cap N/A N/A 10.9 15.2 18.1 N/A N/A 2.7 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Portugal Large Cap 0.1 0.2 0.2 0.4 0.5 16.3 22.6 22.4 22.8 22.8
Index to benchmark Beta Annualized information ratio
STOXX Portugal Large Cap 0.2 0.4 0.5 0.6 0.7 -9.6 -2.4 -1.9 -0.8 -0.7

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 Portugal Large 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 Portugal Large Cap 13.9 12.9 13.9 13.9 1.5 3.5 0.9 -197.0
STOXX Developed World Large Cap 23.3 21.3 22.5 22.5 3.9 2.5 2.6 27.1

Performance and annual returns