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STRATEGY INDICES

EURO STOXX 50 Daily Leverage 3

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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 (USD ) Components (USD ) 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 -2.0 -2.1 -2.1 -17.6 -2.6 N/A N/A -2.1 -6.3 -0.5
EURO STOXX 50 -0.3 4.6 4.6 14.1 39.6 N/A N/A 4.6 4.5 7.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Daily Leverage 3 N/A N/A 47.6 66.1 71.8 N/A N/A -0.1 -0.1 0.0
EURO STOXX 50 N/A N/A 15.9 22.2 24.0 N/A N/A 0.0 0.1 0.2
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Daily Leverage 3 1.0 1.0 1.0 1.0 1.0 28.9 31.8 31.8 44.1 47.9
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Daily Leverage 3 3.0 3.0 3.0 3.0 3.0 -0.7 -0.1 -0.1 -0.1 0.1

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

2Based on EURIBOR1M

(USD, Total Return - GR), all data as of December 30, 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