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BLUE CHIP INDICES

STOXX Europe 50

Index Description

The regional blue-chip indices are derived from regional subsets of the STOXX Global 1800 Index. The indices cover the largest supersector leaders of their region in terms of free-float market cap.

Key facts

  • Diversified, as they incorporate a capping factor to ensure that no country/component can dominate the index
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes
  • A fast-exit rule ensures the index accurately represents the performance of only the biggest and most liquid stocks

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 50 911,006.3 776,617.9 15,532.4 10,904.7 48,721.9 4,969.5 6.3 0.6 6.2
STOXX Europe 600 2,011,064.7 1,584,892.3 2,641.5 949.1 48,721.9 79.7 3.1 0.0 3.5

Supersector weighting (top 10)

Country weighting

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Europe 50 5.5 29.0 21.7 85.7 101.4 N/A N/A 21.9 23.1 15.2
STOXX Europe 600 7.5 28.5 21.7 67.9 88.8 N/A N/A 21.9 19.0 13.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 50 N/A N/A 17.2 19.0 21.4 N/A N/A 1.0 1.0 0.6
STOXX Europe 600 N/A N/A 18.0 19.8 22.1 N/A N/A 1.0 0.8 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Europe 50 0.9 1.0 1.0 1.0 1.0 4.4 3.6 3.5 3.5 3.6
Index to benchmark Beta Annualized information ratio
STOXX Europe 50 0.9 0.9 0.9 0.9 1.0 -5.0 0.0 -0.1 0.9 0.3

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

2Based on EURIBOR1M

(JPY, Gross Return), all data as of November 30, 2023

BLUE CHIP INDICES

STOXX Europe 50

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
STOXX Europe 50 13.1 13.2 12.8 12.8 2.3 3.9 1.4 16.4
STOXX Europe 600 14.2 12.4 12.3 12.3 1.8 4.0 1.1 10.8

Performance and annual returns