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STRATEGY INDICES

EURO STOXX 50 Monthly Leverage

Index Description

The EURO STOXX 50 Monthly Leverage aims to replicate the monthly 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 Monthly Leverage 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 Monthly Leverage -1.0 15.0 21.9 48.4 43.3 N/A N/A 22.3 14.2 7.5
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 Monthly Leverage N/A N/A 26.9 36.9 47.2 N/A N/A 0.6 0.3 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 Monthly Leverage 1.0 1.0 1.0 1.0 1.0 17.3 13.9 13.5 19.0 27.1
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Monthly Leverage 2.1 2.0 2.0 2.0 2.2 -0.3 0.5 0.7 0.4 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 Monthly Leverage

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 Monthly Leverage 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 Monthly Leverage is observed monthly. Multiple times this return (as stated in the index name) constitutes the main driver of return in the EURO STOXX 50 Monthly Leverage. Additionally, this return is diminished by the interest paid to finance the leverage. 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 - NR EUR CH0116915999 SX5TLM SX5TLM INDEX .SX5TLM
Total Return - GR EUR CH0148421560 SX5LGM SX5LGM INDEX .SX5LGM

Quick Facts

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