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BLUE CHIP INDICES

STOXX North America 50

Index Description

The regional blue-chip indices are derived from regional subsets of the STOXX Global 1800 Index. The indices cover the largest supersector leaders of their region in terms of free-float market cap.

Key facts

  • Diversified, as they incorporate a capping factor to ensure that no country/component can dominate the index
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes
  • A fast-exit rule ensures the index accurately represents the performance of only the biggest and most liquid stocks

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 North America 50 22,455.5 21,646.8 432.9 245.6 2,221.5 83.8 10.3 0.4 11.9
STOXX North America 600 47,255.5 45,457.1 75.8 29.9 2,985.7 6.8 6.6 0.0 2.4

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 North America 50 -0.7 25.1 31.2 53.3 128.2 N/A N/A 31.6 15.4 18.1
STOXX North America 600 0.4 18.2 23.6 38.0 98.1 N/A N/A 23.9 11.5 14.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX North America 50 N/A N/A 14.0 18.8 22.5 N/A N/A 1.7 0.7 0.7
STOXX North America 600 N/A N/A 12.1 17.3 21.5 N/A N/A 1.5 0.5 0.6
Index to benchmark Correlation Tracking error (%)
STOXX North America 50 1.0 1.0 1.0 1.0 1.0 5.5 4.5 4.4 4.2 4.4
Index to benchmark Beta Annualized information ratio
STOXX North America 50 1.2 1.2 1.1 1.1 1.0 -2.2 2.2 1.4 0.9 0.7

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of July 31, 2024

BLUE CHIP INDICES

STOXX North America 50

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 North America 50 29.5 25.0 29.2 29.2 6.8 1.1 0.4 45.6
STOXX North America 600 28.3 22.8 26.4 26.4 4.9 1.3 0.7 33.5

Performance and annual returns

Methodology

The regional blue-chip indices are derived from the relevant benchmark index: STOXX Europe 50 is selected from the STOXX Europe 600 Index; STOXX Nordic 30 is selected from STOXX Nordic Total Market Index; STOXX Asia/Pacific 50 is selected from the STOXX Asia/Pacific 600 Index; STOXX North America 50 is selected from the STOXX North America 600 Index. The target is to cover the largest supersector leaders from the benchmark index. 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
Net Return EUR CH0118477378 SX5AR SX5AR INDEX .SX5AR
Price EUR CH0118477360 SX5AP SX5AP INDEX .SX5AP
Price USD CH0118477386 SX5AL SX5AL INDEX .SX5AL
Net Return USD CH0118477394 SX5AV SX5AV INDEX .SX5AV

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components Fixed, number of stocks indicated in index name
Review frequency Annually (September)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

BLUE CHIP INDICES

STOXX North America 50

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 10.262%
Microsoft Corp. Technology USA 9.379%
NVIDIA Corp. Technology USA 8.939%
Amazon.com Inc. Retail USA 7.545%
META PLATFORMS CLASS A Technology USA 4.442%
ALPHABET CLASS C Technology USA 4.152%
BROADCOM Technology USA 3.179%
Eli Lilly & Co. Health Care USA 2.925%
TESLA Automobiles and Parts USA 2.752%
JPMorgan Chase & Co. Banks USA 2.609%

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

4Based on the composition as of July 31, 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.