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BLUE CHIP INDICES

STOXX Australia 50

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Index Description

The STOXX Global and Country blue-chip indices are fixed-number indices designed to represent the largest components by free-float market cap of their geographic region defined by the relevant benchmark indices.

Key facts

  • Liquid indices, as they cover about 60% of the free-float market cap of the relevant benchmark index
  • The indices are diversified, as they incorporate a capping factor to ensure that no country/component can dominate the index
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes

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 Australia 50 1,297.5 1,238.3 24.8 13.0 132.3 4.4 10.7 0.4 8.0
STOXX Australia 150 1,651.4 1,541.3 10.3 3.2 172.9 0.9 11.2 0.1 2.0

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 Australia 50 3.1 10.7 22.2 26.0 45.2 N/A N/A 22.5 8.1 7.8
STOXX Australia 150 3.2 10.0 21.4 22.6 46.5 N/A N/A 21.8 7.1 8.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Australia 50 N/A N/A 15.5 18.9 22.9 N/A N/A 1.1 0.3 0.3
STOXX Australia 150 N/A N/A 15.7 19.3 23.1 N/A N/A 1.1 0.2 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Australia 50 1.0 1.0 1.0 1.0 1.0 1.0 1.1 1.1 1.5 1.8
Index to benchmark Beta Annualized information ratio
STOXX Australia 50 1.0 1.0 1.0 1.0 1.0 -0.8 0.6 0.5 0.6 -0.1

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

BLUE CHIP INDICES

STOXX Australia 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 Australia 50 23.1 18.7 21.2 21.2 2.6 4.6 2.1 4.7
STOXX Australia 150 21.4 18.9 18.5 18.5 2.4 4.5 1.8 1.6

Performance and annual returns

Methodology

The index universe is the relevant benchmark index. To be eligible for inclusion, the three-month average daily trading volume (3-month ADTV) has to be at least 1 million euros. Components are selected on the basis of the free-float market cap and a 10% buffer rule applies for the ranking. If the number of stocks selected is still below the required component count after applying the buffer rules, the largest remaining stocks are selected until there are enough stocks. 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
Net Return EUR CH0121751546 SXAUR SXAUR INDEX .SXAUR
Gross Return EUR CH0121751579 SXAUGR SXAUGR INDEX .SXAUGR
Price EUR CH0121751538 SXAUP SXAUP INDEX .SXAUP
Net Return USD CH0121751561 SXAUV SXAUV INDEX .SXAUV
Gross Return USD CH0121751587 SXAUGV SXAUGV INDEX .SXAUGV
Price USD CH0121751553 SXAUL SXAUL INDEX .SXAUL

Quick Facts

Weighting Free-float market cap
Cap Factor 10% (EU Enlarged 15: 15%; Eastern Europe 50: the weight of each country is additionally capped at 50%)
No. of components Fixed, number of stocks indicated in index name
Review frequency Annually in Sep. (Eastern Europe 50 semi-annually in Mar. and Sep.)
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
Commonwealth Bank of Australia Banks Australia 10.683%
BHP GROUP LTD. Basic Resources Australia 10.067%
CSL Ltd. Health Care Australia 7.175%
National Australia Bank Ltd. Banks Australia 6.342%
Westpac Banking Corp. Banks Australia 6.059%
ANZ GROUP Banks Australia 4.903%
Macquarie Group Ltd. Financial Services Australia 4.299%
Wesfarmers Ltd. Retail Australia 4.288%
Goodman Group Real Estate Australia 3.494%
WOODSIDE ENERGY GROUP Energy Australia 2.448%

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.