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STRATEGY INDICES

EURO STOXX Banks Daily Short 3

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Index Description

The EURO STOXX Banks Daily Short 3 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 (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Banks Daily Short 3 N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Banks 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 Banks Daily Short 3 -1.8 -56.6 -67.3 7,766.5 569.1 N/A N/A -67.7 333.3 46.9
EURO STOXX Banks 0.6 30.1 43.7 70.5 103.6 N/A N/A 44.3 19.6 15.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Banks Daily Short 3 N/A N/A 52.0 57,299.1 44,464.2 N/A N/A -2.3 0.0 0.0
EURO STOXX Banks N/A N/A 17.3 25.7 32.0 N/A N/A 1.8 0.6 0.4
Index to benchmark Correlation Tracking error (%)
EURO STOXX Banks Daily Short 3 -1.0 -1.0 -1.0 0.0 0.0 59.1 73.9 69.5 57,336.0 44,481.4
Index to benchmark Beta Annualized information ratio
EURO STOXX Banks Daily Short 3 -3.0 -3.0 -3.0 9.5 2.0 -0.6 -2.0 -2.3 0.0 0.0

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

2Based on EURIBOR1M

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

STRATEGY INDICES

EURO STOXX Banks Daily Short 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 Banks Daily Short 3 N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Banks N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns