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DIVIDEND INDICES

STOXX ASEAN-Five Select Dividend 50

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Index Description

The STOXX ASEAN-Five Select Dividend 50 Index aims to select 50 high dividend paying companies from the following five ASEAN countries: Indonesia, Malaysia, Philippines, Singapore and Thailand.

Key facts

  • The first dividend concept covering ASEAN countries
  • These five countries also offer a good mix of the know-how of a developed country (Singapore) with the competitive costs and abundant resources and labor of the less-developed countries
  • Liquidity screening ensures the index is suitable as an underlying for financial products

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 ASEAN-Five Select Dividend 50 479.1 270.0 5.4 1.8 30.5 0.1 11.3 0.0 46.0
STOXX Asia Total Market 19,150.0 12,775.7 2.2 0.3 744.6 0.0 5.8 0.0 3.9

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 ASEAN-Five Select Dividend 50 0.5 11.1 16.2 21.1 22.7 N/A N/A 16.5 6.7 4.2
STOXX Asia Total Market -1.3 8.8 14.3 9.2 35.4 N/A N/A 14.6 3.0 6.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX ASEAN-Five Select Dividend 50 N/A N/A 10.5 11.0 15.7 N/A N/A 1.0 0.3 0.2
STOXX Asia Total Market N/A N/A 14.9 14.7 15.5 N/A N/A 0.7 0.0 0.3
Index to benchmark Correlation Tracking error (%)
STOXX ASEAN-Five Select Dividend 50 0.7 0.6 0.6 0.7 0.7 8.3 12.6 12.4 10.9 12.2
Index to benchmark Beta Annualized information ratio
STOXX ASEAN-Five Select Dividend 50 0.8 0.4 0.4 0.5 0.7 2.7 0.1 0.0 0.2 -0.2

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

DIVIDEND INDICES

STOXX ASEAN-Five Select Dividend 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 ASEAN-Five Select Dividend 50 10.2 10.2 9.4 9.4 1.2 6.0 0.6 -35.4
STOXX Asia Total Market 15.6 14.6 14.2 14.2 1.5 2.5 0.8 13.8

Performance and annual returns

Methodology

The STOXX ASEAN-Five Select Dividend 50 Index is derived from the STOXX Asia Total Market Index (TMI). In the first step, all companies from the following countries are selected: Indonesia, Malaysia, Philippines, Singapore and Thailand. To be included in the index, a company must have a minimum three-month average daily trading volume (3-month ADTV) of 1.5 million US dollars. Stocks with a payout ratio below 0% or higher than 80% and stocks of real estate investment trusts (REITs) are excluded. Finally, all remaining stocks are ranked by their twelve-month historical dividend yield and the top 50 stocks are selected and ranked by their free-float market cap. A 35-70 buffer rule is applied. A cap of 15 companies per country prevents any one country from dominating the index. (Note: there is no minimum requirement). 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
Price EUR CH0217871224 SXAE5DEP SXAE5DEP INDEX .SXAE5DEP
Net Return EUR CH0217875555 SXAE5DEN SXAE5DEN INDEX .SXAE5DEN
Gross Return EUR CH0217875571 SXAE5DEG SXAE5DEG INDEX .SXAE5DEG
Gross Return JPY CH0217885901 SXAE5DJG SXAE5DJG INDEX .SXAE5DJG
Price JPY CH0217883633 SXAE5DJP SXAE5DJP INDEX .SXAE5DJP
Net Return JPY CH0217885885 SXAE5DJN SXAE5DJN INDEX .SXAE5DJN
Net Return USD CH0217875654 SXAE5DUN SXAE5DUN INDEX .SXAE5DUN
Gross Return USD CH0217881975 SXAE5DUG SXAE5DUG INDEX .SXAE5DUG
Price USD CH0217875639 SXAE5DUP SXAE5DUP INDEX .SXAE5DUP

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components 50
Review frequency Annually (March)
Calculation/distribution Price (EUR/JPY), net return (JPY), gross return (JPY): realtime (every 15 seconds) Price (USD), net return (EUR/USD), gross return (EUR/USD): end-of-day
Calculation hours Realtime: 00:00 am - 6:00 pm CET
Base value/base date 1,000 as of Mar. 31, 2004
History Available daily back to Mar. 22, 2004
Inception date Sep. 27, 2013
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet

Top 10 Components4

Company Supersector Country Weight
United Overseas Bank Ltd. Banks Singapore 11.235%
DBS Group Holdings Ltd. Banks Singapore 11.199%
Oversea-Chinese Banking Corp. Banks Singapore 10.651%
Bank Rakyat Indonesia Banks Indonesia 6.924%
Singapore Telecommunications L Telecommunications Singapore 6.759%
PTT PCL Energy Thailand 4.838%
Public Bank Bhd Banks Malaysia 4.484%
Malayan Banking Bhd Banks Malaysia 4.368%
CIMB Group Holdings Bhd Banks Malaysia 3.915%
Jardine Matheson Holdings Ltd. Industrial Goods and Services Singapore 3.325%

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

4Based on the composition as of November 29, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.