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SUPERSECTOR INDICES

STOXX Europe 600 Banks

Index Description

The STOXX Supersector indices track supersectors of the relevant benchmark index. There are 20 supersectors according to the Industry Classification Benchmark (ICB). Companies are categorized according to their primary source of revenue. The following supersectors are available: Technology, Telecommunications, Health Care, Banks, Financial Services, Insurance, Real Estate, Automobiles and Parts, Consumer Products and Services, Media, Retail, Travel and Leisure, Food, Beverage and Tobacco, Personal Care, Drug and Grocery Stores, Construction and Materials, Industrial Goods and Services, Basic Resources, Chemicals, Energy, Utilities.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments
  • Component capping ensures that no component can dominate the index

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 600 Banks 1,208.0 1,040.4 21.7 12.4 148.6 2.4 14.3 0.2 3.5
STOXX Europe 600 13,857.2 11,094.2 18.5 6.3 403.3 1.5 3.6 0.0 3.6

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 600 Banks -1.2 26.3 36.6 79.3 107.2 N/A N/A 37.3 21.7 15.9
STOXX Europe 600 1.6 12.7 18.4 22.9 60.7 N/A N/A 18.7 7.2 10.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Banks N/A N/A 15.9 23.1 28.4 N/A N/A 1.7 0.8 0.5
STOXX Europe 600 N/A N/A 10.3 14.6 17.6 N/A N/A 1.3 0.3 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Banks 0.9 0.8 0.8 0.8 0.8 14.6 11.0 10.1 14.8 17.4
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Banks 1.6 1.3 1.2 1.2 1.3 -2.2 1.6 1.5 0.9 0.4

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of August 30, 2024

SUPERSECTOR INDICES

STOXX Europe 600 Banks

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 600 Banks 7.3 7.0 7.3 7.3 0.8 8.5 8.1 -55.7
STOXX Europe 600 19.0 14.4 16.4 16.4 2.1 3.8 1.4 16.7

Performance and annual returns