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BLUE CHIP INDICES

EURO STOXX 50 JPY TTM

Index Description

The EURO STOXX 50 JPY TTM is a currency conversion of the EURO STOXX 50 Index . The currency fixing rate is the JPY TTM spot rate retrieved from Refinitiv through EURTTM=BTMJ around 06:00 CET. The actual currency conversion is then calculated based on the previous day's index close value , hence conversion calculation is based on the official index level closing value at (t-1), published between 17:55 CET and 22:00 CET and the currency fixing rate at t. The converted index close value is calculated at t and published realtime from 07:00 CET to 19:15 CET.

Key facts

  • Additional currency customization for Europes leading blue-chip index.
  • Index values are calculated using the Japanese Telegraphic Transfer Midrate (TTM).
  • History available from 2011.
  • JPY Price, Net and Gross Return Types available.

Descriptive Statistics

Index Market Cap (JPY ) Components (JPY ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 JPY TTM N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO STOXX 50 JPY TTM -0.2 22.1 27.0 72.2 132.5 N/A N/A 27.2 19.9 18.4
EURO STOXX 50 -1.7 11.1 14.9 32.8 63.7 N/A N/A 15.2 10.0 10.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 JPY TTM N/A N/A 15.2 21.9 23.9 N/A N/A 1.4 0.7 0.7
EURO STOXX 50 N/A N/A 12.5 18.0 20.9 N/A N/A 0.9 0.4 0.4
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 JPY TTM N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 JPY TTM N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

(JPY, Gross Return), all data as of June 28, 2024

BLUE CHIP INDICES

EURO STOXX 50 JPY TTM

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 JPY TTM N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The EURO STOXX 50 Index, Europe's leading blue-chip index for the Eurozone, provides a blue-chip representation of supersector leaders in the region. The index covers 50 stocks from 8 Eurozone countries: Belgium, Finland, France, Germany, Ireland, Italy, the Netherlands and Spain. The EURO STOXX 50 Index is licensed to financial institutions to serve as an underlying for a wide range of investment products such as exchange-traded funds (ETFs), futures, options and structured products worldwide.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return JPY CH1169653297 SX5TJPTM SX5TJPTM INDEX .SX5TJPTM
Price JPY CH1169653271 SX5EJPTM SX5EJPTM INDEX .SX5EJPTM
Gross Return JPY CH1169653305 SX5GJPTM SX5GJPTM INDEX .SX5GJPTM

Quick Facts

Weighting n.a.
No. of components n.a.
Calculation/distribution Realtime
Calculation hours 07:00:00 19:15:00
Base value/base date 1000 as of Dec. 29, 2011
History Available from Dec. 29, 2011
Inception date June. 24, 2022
To learn more about the inception date, the currency, the 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.

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.