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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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX USA 900 Chemicals 493.5 487.8 37.5 12.7 221.6 5.0 45.4 1.0 10.8
STOXX USA 900 57,775.1 55,527.8 61.7 17.6 3,608.4 3.6 6.5 0.0 2.5

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 USA 900 Chemicals 0.5 8.9 12.5 7.8 37.5 N/A N/A 12.7 2.5 6.7
STOXX USA 900 6.6 28.6 35.0 35.9 105.8 N/A N/A 35.6 10.9 15.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX USA 900 Chemicals N/A N/A 13.0 19.9 26.0 N/A N/A 0.7 0.0 0.2
STOXX USA 900 N/A N/A 12.6 18.2 21.7 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX USA 900 Chemicals 0.2 0.6 0.6 0.8 0.8 14.0 12.2 12.0 12.6 14.6
Index to benchmark Beta Annualized information ratio
STOXX USA 900 Chemicals 0.2 0.6 0.6 0.9 1.0 -5.3 -1.6 -1.6 -0.7 -0.6

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

SUPERSECTOR INDICES

STOXX USA 900 Chemicals

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 USA 900 Chemicals 32.5 25.0 23.4 23.4 3.7 2.1 2.9 42.5
STOXX USA 900 31.5 25.4 28.7 28.7 5.4 1.8 3.1 19.6

Performance and annual returns

Methodology

Indices from the relevant benchmark index are categorized according to their primary source of revenue. The largest stocks in each supersector are chosen according to free-float market cap. The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0149419969 SX9U13P .SX9U13P
Gross Return EUR CH0149419928 SX9U13GR .SX9U13GR
Net Return EUR CH0149419944 SX9U13R .SX9U13R
Net Return USD CH0149419951 SX9U13V .SX9U13V
Price USD CH0149419977 SX9U13L .SX9U13L
Gross Return USD CH0149419936 SX9U13GV .SX9U13GV

Quick Facts

Weighting Free-float market cap
Cap Factor None except for the STOXX Europe 600 Supersectors, where the largest company is capped at 30% and the second largest at 15%
No. of components Variable
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
LINDE Chemicals USA 45.395%
Air Products & Chemicals Inc. Chemicals USA 15.226%
Ecolab Inc. Chemicals USA 14.500%
INTL.FLAVORS & FRAG. Chemicals USA 4.785%
LYONDELLBASELL INDUSTRIES Chemicals USA 4.435%
CF Industries Holdings Inc. Chemicals USA 3.314%
ALBEMARLE Chemicals USA 2.593%
Eastman Chemical Co. Chemicals USA 2.508%
Mosaic Co. Chemicals USA 1.727%
Celanese Corp. Series A Chemicals USA 1.639%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of November 29, 2024