Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

STRATEGY INDICES

EURO STOXX 50 Daily Leverage 3

Export PDF

Index Description

The EURO STOXX 50 Daily Leverage 3 aims to replicate the daily performance of the EURO STOXX 50 with a multiplicative factor.

Key facts

  • Provides an exposure that reflects a strong, bullish conviction on the EURO STOXX 50
  • Includes a liquidity spread over overnight interest rates as financing cost of the leveraged position
  • Serves as an underlying for a variety of financial products such as options, futures, and ETFs

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 Daily Leverage 3 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 Daily Leverage 3 -2.1 16.5 27.1 43.7 51.4 N/A N/A 27.5 13.0 8.7
EURO STOXX 50 -0.3 9.7 13.3 30.4 50.8 N/A N/A 13.5 9.3 8.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Daily Leverage 3 N/A N/A 40.2 53.7 63.1 N/A N/A 0.5 0.2 0.1
EURO STOXX 50 N/A N/A 13.4 18.0 21.1 N/A N/A 0.7 0.4 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Daily Leverage 3 1.0 1.0 1.0 1.0 1.0 32.5 27.6 26.8 35.8 42.1
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Daily Leverage 3 3.0 3.0 3.0 3.0 3.0 -0.5 0.4 0.6 0.3 0.2

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

2Based on EURIBOR1M

(EUR, Total Return - GR), all data as of November 29, 2024

STRATEGY INDICES

EURO STOXX 50 Daily Leverage 3

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 Daily Leverage 3 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