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BLUE CHIP INDICES

EURO STOXX 50

Index Description

The EURO STOXX 50 is derived from the EURO STOXX index and represents the performance of the 50 largest companies among the 20 supersectors in terms of free-float market capitalization in the Eurozone. The index has a fixed number of components and is part of the STOXX blue-chip index family. The index captures about 60% of the free-float market cap of the EURO STOXX Total Market Index (TMI).

Key facts

  • One of the most liquid indices for the Eurozone: serves as underlying for financial products (options, futures, ETFs) and for benchmarking purposes.
  • Well-known and serves as an underlying not only for several subindices but also for many strategy indices, such as the EURO STOXX 50 Risk Control Indices and Dividend Point products.
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by controlling index composition changes.
  • Selection methodology ensures a stable and up-to-date index composition. Fast-exit rules ensure the index accurately represents the performance of only the largest and most liquid companies in a sector.
  • Weighted by free-float market cap.

Descriptive Statistics

Index Market Cap (AUD bn) Components (AUD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 6,666.8 5,139.6 102.8 77.8 413.3 28.1 8.0 0.5 5.7
EURO STOXX 11,478.8 8,244.4 28.2 10.7 413.3 2.6 5.0 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
EURO STOXX 50 6.4 20.8 18.3 27.2 46.6 N/A N/A 18.5 8.4 8.0
EURO STOXX 6.4 17.2 15.7 19.5 39.8 N/A N/A 15.9 6.2 7.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 N/A N/A 14.6 17.8 19.6 N/A N/A 1.0 0.4 0.4
EURO STOXX N/A N/A 13.8 16.8 18.4 N/A N/A 0.9 0.3 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 1.0 1.0 1.0 1.0 1.0 1.7 2.2 2.2 2.3 2.6
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 1.0 1.0 1.0 1.1 1.1 0.1 1.6 1.1 1.0 0.4

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

2Based on EURIBOR1M

(AUD, Price), all data as of November 30, 2023

BLUE CHIP INDICES

EURO STOXX 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
EURO STOXX 50 12.3 11.2 11.9 11.9 1.8 3.0 1.1 17.0
EURO STOXX 13.7 11.3 11.8 11.8 1.5 2.9 1.0 9.2

Performance and annual returns