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SIZE INDICES
STOXX North America Small 200
Index Description
Key facts
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 North America Small 200 | 3,296.9 | 3,103.0 | 15.5 | 14.9 | 39.3 | 6.2 | 1.3 | 0.2 | 27.3 |
STOXX North America 600 | 48,899.0 | 47,145.9 | 78.6 | 31.1 | 3,163.8 | 6.2 | 6.7 | 0.0 | 2.4 |
Supersector weighting (top 10)
Technology | 18.1 |
---|---|
Industrial Goods and Services | 14.2 |
Health Care | 10.0 |
Real Estate | 5.9 |
Insurance | 5.2 |
Financial Services | 5.2 |
Travel and Leisure | 5.2 |
Utilities | 4.8 |
Energy | 4.8 |
Construction and Materials | 4.6 |
Country weighting
USA | 92.9 |
---|---|
Canada | 7.1 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
STOXX North America Small 200 | 3.2 | 17.3 | 32.9 | 19.9 | 73.0 | N/A | N/A | 33.3 | 6.3 | 11.7 |
STOXX North America 600 | 2.0 | 22.9 | 34.9 | 34.9 | 106.4 | N/A | N/A | 35.3 | 10.6 | 15.8 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX North America Small 200 | N/A | N/A | 13.3 | 18.4 | 22.4 | N/A | N/A | 1.9 | 0.2 | 0.4 |
STOXX North America 600 | N/A | N/A | 13.2 | 17.7 | 21.5 | N/A | N/A | 2.1 | 0.4 | 0.6 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX North America Small 200 | 0.8 | 0.9 | 0.8 | 0.9 | 0.9 | 6.7 | 7.2 | 7.4 | 6.7 | 7.2 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX North America Small 200 | 0.7 | 0.8 | 0.9 | 1.0 | 1.0 | 1.9 | -0.8 | -0.2 | -0.6 | -0.5 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Gross Return), all data as of October 31, 2024
SIZE INDICES
STOXX North America Small 200
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 North America Small 200 | 27.8 | 21.0 | 21.9 | 21.9 | 3.1 | 2.2 | 1.9 | 8.9 |
STOXX North America 600 | 27.7 | 23.8 | 25.9 | 25.9 | 5.1 | 2.0 | 3.0 | 26.4 |
Performance and annual returns
STOXX North America Small 200 | |
---|---|
1040342400000 | 100 |
1040601600000 | 100.89 |
1040688000000 | 99.86 |
1040947200000 | 97.35 |
1041206400000 | 96.97 |
1041292800000 | 97.29 |
1041465600000 | 101.68 |
1041552000000 | 100.65 |
1041811200000 | 102.27 |
1041897600000 | 102.51 |
1041984000000 | 100.22 |
1042070400000 | 102.34 |
1042156800000 | 102.31 |
1042416000000 | 102.15 |
1042502400000 | 102.63 |
1042588800000 | 101.32 |
1042675200000 | 100.13 |
1042761600000 | 97.36 |
1043020800000 | 97.1 |
1043107200000 | 95.41 |
1043193600000 | 94.76 |
1043280000000 | 95.24 |
1043366400000 | 91.53 |
1043625600000 | 90.17 |
1043712000000 | 91.09 |
1043798400000 | 91.73 |
1043884800000 | 90.27 |
1043971200000 | 91.54 |
1044230400000 | 92.12 |
1044316800000 | 90.05 |
1044403200000 | 90.35 |
1044489600000 | 89.56 |
1044576000000 | 88.66 |
1044835200000 | 90.29 |
1044921600000 | 89.65 |
1045008000000 | 88.68 |
1045094400000 | 87.29 |
1045180800000 | 89.5 |
1045440000000 | 89.89 |
1045526400000 | 92.3 |
1045612800000 | 90.7 |
1045699200000 | 89.22 |
1045785600000 | 90.67 |
1046044800000 | 88.92 |
1046131200000 | 89.87 |
1046217600000 | 88.65 |
1046304000000 | 89.95 |
1046390400000 | 90.12 |
1046649600000 | 88.68 |
1046736000000 | 87.11 |
1046822400000 | 87.18 |
1046908800000 | 86.39 |
1046995200000 | 86.56 |
1047254400000 | 84.14 |
1047340800000 | 83.49 |
1047427200000 | 84.17 |
1047513600000 | 88.65 |
1047600000000 | 89.27 |
1047859200000 | 93.21 |
1047945600000 | 93.43 |
1048032000000 | 94.47 |
1048118400000 | 94.58 |
1048204800000 | 96.68 |
1048464000000 | 92.15 |
1048550400000 | 93.46 |
1048636800000 | 92.58 |
1048723200000 | 92.35 |
1048809600000 | 90.77 |
1049068800000 | 88.37 |
1049155200000 | 89.32 |
1049241600000 | 93.08 |
1049328000000 | 92.78 |
1049414400000 | 92.68 |
1049673600000 | 93.72 |
1049760000000 | 93.19 |
1049846400000 | 90.91 |
1049932800000 | 91.26 |
1050019200000 | 90.84 |
1050278400000 | 92.5 |
1050364800000 | 92.57 |
1050451200000 | 91.05 |
1050537600000 | 92.71 |
1050969600000 | 94.02 |
1051056000000 | 94.56 |
1051142400000 | 93.4 |
1051228800000 | 91.88 |
1051488000000 | 93.74 |
1051574400000 | 93.3 |
1051660800000 | 92.36 |
1051747200000 | 91.95 |
1051833600000 | 93.43 |
1052092800000 | 92.64 |
1052179200000 | 92.97 |
1052265600000 | 92.38 |
1052352000000 | 90.64 |
1052438400000 | 92.08 |
1052697600000 | 92.51 |
1052784000000 | 92.5 |
1052870400000 | 92.58 |
1052956800000 | 94.21 |
1053043200000 | 92.74 |
1053302400000 | 89.8 |
1053388800000 | 89.63 |
1053475200000 | 89.68 |
1053561600000 | 90.71 |
1053648000000 | 90.21 |
1053907200000 | 89.88 |
1053993600000 | 91.54 |
1054080000000 | 92.09 |
1054166400000 | 90.92 |
1054252800000 | 93.18 |
1054512000000 | 93.79 |
1054598400000 | 94.06 |
1054684800000 | 95.94 |
1054771200000 | 95.03 |
1054857600000 | 95.74 |
1055116800000 | 94.24 |
1055203200000 | 95.98 |
1055289600000 | 96.82 |
1055376000000 | 96.98 |
1055462400000 | 95 |
1055721600000 | 97.15 |
1055808000000 | 97.65 |
1055894400000 | 99.06 |
1055980800000 | 97.59 |
1056067200000 | 98.97 |
1056326400000 | 97.55 |
1056412800000 | 98.36 |
1056499200000 | 97 |
1056585600000 | 99.66 |
1056672000000 | 99.09 |
1056931200000 | 98.41 |
1057017600000 | 98.6 |
1057104000000 | 100.41 |
1057190400000 | 100.13 |
1057276800000 | 100.1 |
1057536000000 | 103.76 |
1057622400000 | 104.57 |
1057708800000 | 103.48 |
1057795200000 | 101.48 |
1057881600000 | 103.01 |
1058140800000 | 104.09 |
1058227200000 | 104.9 |
1058313600000 | 103.96 |
1058400000000 | 102.15 |
1058486400000 | 102.28 |
1058745600000 | 100.44 |
1058832000000 | 101.46 |
1058918400000 | 100.46 |
1059004800000 | 99.91 |
1059091200000 | 101.24 |
1059350400000 | 101.01 |
1059436800000 | 100.82 |
1059523200000 | 101.19 |
1059609600000 | 102.69 |
1059696000000 | 101.84 |
1059955200000 | 100.86 |
1060041600000 | 99.27 |
1060128000000 | 99.26 |
1060214400000 | 99.64 |
1060300800000 | 100.59 |
1060560000000 | 100.65 |
1060646400000 | 102.22 |
1060732800000 | 101.78 |
1060819200000 | 102.72 |
1060905600000 | 102.57 |
1061164800000 | 104.52 |
1061251200000 | 105.73 |
1061337600000 | 105.99 |
1061424000000 | 108.14 |
1061510400000 | 107.39 |
1061769600000 | 107.17 |
1061856000000 | 107.37 |
1061942400000 | 107.69 |
1062028800000 | 108.52 |
1062115200000 | 108.16 |
1062374400000 | 108.23 |
1062460800000 | 111.22 |
1062547200000 | 111.84 |
1062633600000 | 111.58 |
1062720000000 | 109.05 |
1062979200000 | 110.21 |
1063065600000 | 108 |
1063152000000 | 106.27 |
1063238400000 | 107.06 |
1063324800000 | 106.43 |
1063584000000 | 106.31 |
1063670400000 | 109.27 |
1063756800000 | 108.45 |
1063843200000 | 110.38 |
1063929600000 | 109.46 |
1064188800000 | 106.74 |
1064275200000 | 107.78 |
1064361600000 | 105.37 |
1064448000000 | 104.47 |
1064534400000 | 103.78 |
1064793600000 | 103.99 |
1064880000000 | 102.23 |
1064966400000 | 104.01 |
1065052800000 | 104.38 |
1065139200000 | 106.54 |
1065398400000 | 105.81 |
1065484800000 | 105.82 |
1065571200000 | 104.99 |
1065657600000 | 106.56 |
1065744000000 | 105.7 |
1066003200000 | 107.37 |
1066089600000 | 107.6 |
1066176000000 | 108.56 |
1066262400000 | 108.61 |
1066348800000 | 107.51 |
1066608000000 | 107.62 |
1066694400000 | 107.81 |
1066780800000 | 104.82 |
1066867200000 | 105.24 |
1066953600000 | 103.28 |
1067212800000 | 104.55 |
1067299200000 | 106.94 |
1067385600000 | 107.11 |
1067472000000 | 107.12 |
1067558400000 | 107.66 |
1067817600000 | 109.49 |
1067904000000 | 108.58 |
1067990400000 | 108.71 |
1068076800000 | 109.62 |
1068163200000 | 108.84 |
1068422400000 | 107.93 |
1068508800000 | 107.7 |
1068595200000 | 107.9 |
1068681600000 | 107.6 |
1068768000000 | 106.31 |
1069027200000 | 105.38 |
1069113600000 | 103.47 |
1069200000000 | 103.93 |
1069286400000 | 103.26 |
1069372800000 | 103.04 |
1069632000000 | 105.88 |
1069718400000 | 105.85 |
1069804800000 | 105.24 |
1069891200000 | 105.45 |
1069977600000 | 104.74 |
1070236800000 | 106.34 |
1070323200000 | 105.12 |
1070409600000 | 105 |
1070496000000 | 105.86 |
1070582400000 | 104.5 |
1070841600000 | 104.6 |
1070928000000 | 104.22 |
1071014400000 | 103.81 |
1071100800000 | 105.65 |
1071187200000 | 105.09 |
1071446400000 | 104.33 |
1071532800000 | 104.79 |
1071619200000 | 104.75 |
1071705600000 | 106.02 |
1071792000000 | 106.19 |
1072051200000 | 106.02 |
1072137600000 | 106.44 |
1072224000000 | 106.01 |
1072656000000 | 107.2 |
1072742400000 | 106.75 |
1072828800000 | 106.14 |
1073001600000 | 106.37 |
1073260800000 | 107.43 |
1073347200000 | 107 |
1073433600000 | 107.66 |
1073520000000 | 107.9 |
1073606400000 | 105.92 |
1073865600000 | 106.65 |
1073952000000 | 106.28 |
1074038400000 | 107.86 |
1074124800000 | 108.56 |
1074211200000 | 111.27 |
1074470400000 | 111.43 |
1074556800000 | 110.16 |
1074643200000 | 109.93 |
1074729600000 | 108.23 |
1074816000000 | 108.79 |
1075075200000 | 111.02 |
1075161600000 | 109.52 |
1075248000000 | 108.19 |
1075334400000 | 110.21 |
1075420800000 | 109.49 |
1075680000000 | 109.66 |
1075766400000 | 108.88 |
1075852800000 | 108.09 |
1075939200000 | 107.62 |
1076025600000 | 108.09 |
1076284800000 | 108.1 |
1076371200000 | 108.59 |
1076457600000 | 109.71 |
1076544000000 | 107.86 |
1076630400000 | 107.58 |
1076889600000 | 107.65 |
1076976000000 | 108.32 |
1077062400000 | 107.77 |
1077148800000 | 108.14 |
1077235200000 | 108.63 |
1077494400000 | 108.11 |
1077580800000 | 107.26 |
1077667200000 | 108.67 |
1077753600000 | 110.11 |
1077840000000 | 110.26 |
1078099200000 | 111.53 |
1078185600000 | 112.33 |
1078272000000 | 113.76 |
1078358400000 | 113.72 |
1078444800000 | 111.81 |
1078704000000 | 110.87 |
1078790400000 | 109.81 |
1078876800000 | 109.45 |
1078963200000 | 107.73 |
1079049600000 | 109.59 |
1079308800000 | 107.66 |
1079395200000 | 107.15 |
1079481600000 | 109.64 |
1079568000000 | 107.75 |
1079654400000 | 107.21 |
1079913600000 | 105.51 |
1080000000000 | 105.85 |
1080086400000 | 106.3 |
1080172800000 | 108.79 |
1080259200000 | 109.42 |
1080518400000 | 110.34 |
1080604800000 | 110.45 |
1080691200000 | 109.49 |
1080777600000 | 109.67 |
1080864000000 | 112.99 |
1081123200000 | 115 |
1081209600000 | 113.98 |
1081296000000 | 112.17 |
1081382400000 | 112.54 |
1081814400000 | 112.68 |
1081900800000 | 112.52 |
1081987200000 | 112.55 |
1082073600000 | 111.84 |
1082332800000 | 112.31 |
1082419200000 | 111.67 |
1082505600000 | 112.85 |
1082592000000 | 114.93 |
1082678400000 | 116.34 |
1082937600000 | 115.46 |
1083024000000 | 115.14 |
1083110400000 | 113.68 |
1083196800000 | 111.41 |
1083283200000 | 109.86 |
1083542400000 | 111.33 |
1083628800000 | 110.53 |
1083715200000 | 110.51 |
1083801600000 | 110.04 |
1083888000000 | 109.76 |
1084147200000 | 109.04 |
1084233600000 | 110.28 |
1084320000000 | 109.66 |
1084406400000 | 110.46 |
1084492800000 | 110.08 |
1084752000000 | 107.58 |
1084838400000 | 108.82 |
1084924800000 | 107.84 |
1085011200000 | 108.69 |
1085097600000 | 108.53 |
1085356800000 | 109.31 |
1085443200000 | 109.81 |
1085529600000 | 110.08 |
1085616000000 | 109.16 |
1085702400000 | 109.84 |
1085961600000 | 109.87 |
1086048000000 | 109.66 |
1086134400000 | 109.46 |
1086220800000 | 108.8 |
1086307200000 | 109.53 |
1086566400000 | 110.81 |
1086652800000 | 111.47 |
1086739200000 | 111.83 |
1086825600000 | 112.42 |
1086912000000 | 113.18 |
1087171200000 | 111.26 |
1087257600000 | 112.36 |
1087344000000 | 113.03 |
1087430400000 | 112.93 |
1087516800000 | 112.56 |
1087776000000 | 112.35 |
1087862400000 | 112.72 |
1087948800000 | 113.59 |
1088035200000 | 112.66 |
1088121600000 | 112.8 |
1088380800000 | 112.03 |
1088467200000 | 113.06 |
1088553600000 | 113.19 |
1088640000000 | 112.49 |
1088726400000 | 110.77 |
1088985600000 | 111.03 |
1089072000000 | 109.39 |
1089158400000 | 108.91 |
1089244800000 | 107.44 |
1089331200000 | 108.04 |
1089590400000 | 107.88 |
1089676800000 | 108.37 |
1089763200000 | 107.74 |
1089849600000 | 107.55 |
1089936000000 | 106.1 |
1090195200000 | 106.45 |
1090281600000 | 108.04 |
1090368000000 | 108.09 |
1090454400000 | 108.15 |
1090540800000 | 108.11 |
1090800000000 | 107.73 |
1090886400000 | 109.41 |
1090972800000 | 109.61 |
1091059200000 | 110.03 |
1091145600000 | 110.44 |
1091404800000 | 110.83 |
1091491200000 | 109.64 |
1091577600000 | 109.45 |
1091664000000 | 107.58 |
1091750400000 | 104.09 |
1092009600000 | 104.23 |
1092096000000 | 105.42 |
1092182400000 | 105.79 |
1092268800000 | 104.28 |
1092355200000 | 103.39 |
1092614400000 | 105.05 |
1092700800000 | 105.52 |
1092787200000 | 107.35 |
1092873600000 | 106.31 |
1092960000000 | 107.52 |
1093219200000 | 108.32 |
1093305600000 | 109.22 |
1093392000000 | 110.42 |
1093478400000 | 110.26 |
1093564800000 | 111.16 |
1093824000000 | 110.16 |
1093910400000 | 109.68 |
1093996800000 | 109.91 |
1094083200000 | 111.18 |
1094169600000 | 111.55 |
1094428800000 | 111.34 |
1094515200000 | 111.98 |
1094601600000 | 110.79 |
1094688000000 | 110.67 |
1094774400000 | 110.12 |
1095033600000 | 110.98 |
1095120000000 | 110.82 |
1095206400000 | 111.25 |
1095292800000 | 112.09 |
1095379200000 | 112.21 |
1095638400000 | 112.07 |
1095724800000 | 111.81 |
1095811200000 | 110.95 |
1095897600000 | 110.23 |
1095984000000 | 110.73 |
1096243200000 | 109.67 |
1096329600000 | 110.12 |
1096416000000 | 110.84 |
1096502400000 | 108.97 |
1096588800000 | 111.07 |
1096848000000 | 112.44 |
1096934400000 | 112.06 |
1097020800000 | 112.49 |
1097107200000 | 111.52 |
1097193600000 | 109.55 |
1097452800000 | 110 |
1097539200000 | 110.35 |
1097625600000 | 109.81 |
1097712000000 | 107.93 |
1097798400000 | 107.87 |
1098057600000 | 108.19 |
1098144000000 | 107.15 |
1098230400000 | 106.68 |
1098316800000 | 106.77 |
1098403200000 | 105.26 |
1098662400000 | 103.92 |
1098748800000 | 105.21 |
1098835200000 | 106.68 |
1098921600000 | 107.31 |
1099008000000 | 107.7 |
1099267200000 | 107.25 |
1099353600000 | 107.41 |
1099440000000 | 108.15 |
1099526400000 | 109.12 |
1099612800000 | 109.3 |
1099872000000 | 108.84 |
1099958400000 | 109.29 |
1100044800000 | 109.31 |
1100131200000 | 110.39 |
1100217600000 | 111.01 |
1100476800000 | 111.16 |
1100563200000 | 110.19 |
1100649600000 | 110.36 |
1100736000000 | 110.59 |
1100822400000 | 108.96 |
1101081600000 | 109.68 |
1101168000000 | 109.26 |
1101254400000 | 109.25 |
1101340800000 | 108.64 |
1101427200000 | 108.61 |
1101686400000 | 108.16 |
1101772800000 | 107.93 |
1101859200000 | 109.49 |
1101945600000 | 109.75 |
1102032000000 | 108.89 |
1102291200000 | 108.54 |
1102377600000 | 107.26 |
1102464000000 | 108.87 |
1102550400000 | 109.59 |
1102636800000 | 109.74 |
1102896000000 | 110.29 |
1102982400000 | 110.95 |
1103068800000 | 110.12 |
1103155200000 | 111.14 |
1103241600000 | 111.14 |
1103500800000 | 109.94 |
1103587200000 | 111.32 |
1103673600000 | 111.34 |
1103760000000 | 110.41 |
1103846400000 | 110.17 |
1104105600000 | 109.07 |
1104192000000 | 110 |
1104278400000 | 110.16 |
1104364800000 | 109.9 |
1104451200000 | 110.06 |
1104710400000 | 110.02 |
1104796800000 | 110.04 |
1104883200000 | 109.49 |
1104969600000 | 110.94 |
1105056000000 | 111.77 |
1105315200000 | 111.76 |
1105401600000 | 110.69 |
1105488000000 | 110.03 |
1105574400000 | 109.91 |
1105660800000 | 111.26 |
1105920000000 | 111.37 |
1106006400000 | 112.83 |
1106092800000 | 111.55 |
1106179200000 | 111.39 |
1106265600000 | 110.44 |
1106524800000 | 109.57 |
1106611200000 | 110.71 |
1106697600000 | 110.29 |
1106784000000 | 110.54 |
1106870400000 | 110.13 |
1107129600000 | 110.85 |
1107216000000 | 111.6 |
1107302400000 | 112.01 |
1107388800000 | 112.4 |
1107475200000 | 113.54 |
1107734400000 | 114.25 |
1107820800000 | 114.97 |
1107907200000 | 113.58 |
1107993600000 | 113.08 |
1108080000000 | 114.09 |
1108339200000 | 113.32 |
1108425600000 | 113.53 |
1108512000000 | 113.38 |
1108598400000 | 111.85 |
1108684800000 | 112.18 |
1108944000000 | 112.1 |
1109030400000 | 109.27 |
1109116800000 | 110.08 |
1109203200000 | 110.91 |
1109289600000 | 111.86 |
1109548800000 | 110.56 |
1109635200000 | 111.97 |
1109721600000 | 112.6 |
1109808000000 | 112.59 |
1109894400000 | 112.66 |
1110153600000 | 113.71 |
1110240000000 | 111.99 |
1110326400000 | 110.78 |
1110412800000 | 110.47 |
1110499200000 | 109.29 |
1110758400000 | 110.69 |
1110844800000 | 110.36 |
1110931200000 | 108.43 |
1111017600000 | 109.1 |
1111104000000 | 109.55 |
1111363200000 | 109.81 |
1111449600000 | 108.92 |
1111536000000 | 110.26 |
1111622400000 | 110.68 |
1112054400000 | 110.23 |
1112140800000 | 111.22 |
1112227200000 | 111.11 |
1112313600000 | 111.01 |
1112572800000 | 112.33 |
1112659200000 | 112.92 |
1112745600000 | 113.18 |
1112832000000 | 113.61 |
1112918400000 | 113.18 |
1113177600000 | 112.21 |
1113264000000 | 113.75 |
1113350400000 | 112.32 |
1113436800000 | 111.79 |
1113523200000 | 108.96 |
1113782400000 | 108.81 |
1113868800000 | 109.34 |
1113955200000 | 107.74 |
1114041600000 | 109.58 |
1114128000000 | 109.06 |
1114387200000 | 110.75 |
1114473600000 | 109.86 |
1114560000000 | 110.2 |
1114646400000 | 109.37 |
1114732800000 | 110.81 |
1114992000000 | 111.8 |
1115078400000 | 111.02 |
1115164800000 | 111.83 |
1115251200000 | 111.89 |
1115337600000 | 112.74 |
1115596800000 | 113.69 |
1115683200000 | 112.16 |
1115769600000 | 113 |
1115856000000 | 112.83 |
1115942400000 | 113.1 |
1116201600000 | 114.34 |
1116288000000 | 114.79 |
1116374400000 | 115.91 |
1116460800000 | 116.6 |
1116547200000 | 117.14 |
1116806400000 | 117.42 |
1116892800000 | 117.39 |
1116979200000 | 116.76 |
1117065600000 | 118.18 |
1117152000000 | 118.3 |
1117411200000 | 119.01 |
1117497600000 | 120.14 |
1117584000000 | 121.79 |
1117670400000 | 121.79 |
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