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BENCHMARK INDICES

STOXX China A 900

Index Description

STOXX global benchmark indices provide a broad yet liquid representation of different regions and countries. The indices are derived from their respective Total Market Index (TMI). They are weighted according to free-float market cap and cover about 95% of the free-float market cap of the relevant region or country.

Key facts

  • Broad and liquid benchmarks for market regions and countries worldwide
  • Broad number of components
  • Serve as benchmarks for their respective regions/actively managed funds
  • Serve as an underlying for a variety of financial products, are used for academic research and receive wide media coverage

Descriptive Statistics

Index Market Cap (CNY bn) Components (CNY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX China A 900 46,598.5 21,193.9 23.5 10.7 846.6 2.7 4.0 0.0 6.5
STOXX China A Total Market 54,995.6 25,243.4 10.1 3.5 846.6 0.2 3.4 0.0 4.5

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 China A 900 -3.7 -0.2 -8.8 -24.7 2.9 N/A N/A -8.9 -9.1 0.6
STOXX China A Total Market -4.7 -4.0 -11.5 -23.1 3.6 N/A N/A -11.7 -8.5 0.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX China A 900 N/A N/A 14.5 16.2 17.6 N/A N/A -0.9 -0.7 0.0
STOXX China A Total Market N/A N/A 15.4 16.3 17.5 N/A N/A -1.0 -0.6 0.0
Index to benchmark Correlation Tracking error (%)
STOXX China A 900 1.0 1.0 1.0 1.0 1.0 3.2 3.8 2.9 2.3 2.1
Index to benchmark Beta Annualized information ratio
STOXX China A 900 0.8 0.9 0.9 1.0 1.0 4.4 2.0 1.0 -0.3 -0.1

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

2Based on EURIBOR1M

(CNY, Gross Return), all data as of June 28, 2024

BENCHMARK INDICES

STOXX China A 900

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 China A 900 15.0 11.9 13.6 13.6 1.2 2.1 0.9 146.2
STOXX China A Total Market 17.6 12.1 14.2 14.2 1.3 1.9 0.9 71.3

Performance and annual returns