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STRATEGY INDICES

EURO STOXX 50 Daily Short 5

Index Description

The EURO STOXX 50 Daily Short 5 aims to replicate the opposite of the daily performance of the EURO STOXX 50 , with a multiplicative factor.

Key facts

  • Provides an exposure that reflects a strong, bearish conviction on the EURO STOXX 50 .
  • Includes borrowing costs on underlying securities and earns a liquidity spread over overnight interest rates on short-sale proceeds and capital.
  • Serves as an underlying for a variety of financial products such as options, futures and ETFs.

Descriptive Statistics

Index Market Cap (USD ) Components (USD ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 Daily Short 5 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 Short 5 34.9 -40.0 -72.6 6,531.6 79.3 N/A N/A -73.0 309.9 12.5
EURO STOXX 50 -5.9 8.2 26.1 17.4 51.3 N/A N/A 26.5 5.6 8.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Daily Short 5 N/A N/A 76.9 60,153.4 46,667.2 N/A N/A -1.8 0.0 0.0
EURO STOXX 50 N/A N/A 15.4 22.2 23.9 N/A N/A 1.6 0.2 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Daily Short 5 -1.0 -1.0 -1.0 0.0 0.0 79.0 93.5 92.5 60,192.9 46,685.8
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Daily Short 5 -5.0 -5.0 -5.0 -61.6 -34.9 5.1 -0.9 -1.8 0.0 0.0

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

2Based on EURIBOR1M

(USD, Total Return - GR), all data as of October 31, 2024

STRATEGY INDICES

EURO STOXX 50 Daily Short 5

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 Short 5 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 return of the EURO STOXX 50 is observed daily. Multiple times this return (as stated in the index name), with inverted sign, constitutes the main driver of return in the EURO STOXX 50 Daily Short 5. Additionally, this return is enhanced by the interest earned on proceeds from short-sales and capital, less the borrowing costs on the underlying securities. 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
Total Return - GR EUR CH0183709333 SX5GT5S SX5GT5S INDEX .SX5GT5S
Total Return - NR EUR CH0183709358 SX5T5S SX5T5S INDEX .SX5T5S
Total Return - P EUR CH0183709374 SX5E5S SX5E5S INDEX .SX5E5S
Total Return - P USD CH0183709457 SX5K5S SX5K5S INDEX .SX5K5S
Total Return - GR USD CH0183709408 SX5GU5S SX5GU5S INDEX .SX5GU5S
Total Return - NR USD CH0183709424 SX5U5S SX5U5S INDEX .SX5U5S

Quick Facts

To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

STRATEGY INDICES

EURO STOXX 50 Daily Short 5