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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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX China A 900 6,270.6 2,978.0 3.3 1.7 132.8 0.7 4.5 0.0 7.5
STOXX China A Total Market 7,676.7 3,666.0 1.5 0.6 132.8 0.1 3.6 0.0 5.8

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 -3.2 -9.6 2.7 -20.3 23.3 N/A N/A 2.7 -7.4 4.3
STOXX China A Total Market -2.8 -8.6 3.2 -16.0 27.9 N/A N/A 3.2 -5.7 5.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX China A 900 N/A N/A 17.0 19.1 21.0 N/A N/A -0.1 -0.5 0.2
STOXX China A Total Market N/A N/A 16.5 18.7 20.8 N/A N/A 0.0 -0.4 0.2
Index to benchmark Correlation Tracking error (%)
STOXX China A 900 1.0 1.0 1.0 1.0 1.0 1.6 1.5 1.6 1.9 1.9
Index to benchmark Beta Annualized information ratio
STOXX China A 900 1.0 1.0 1.0 1.0 1.0 -2.7 -0.8 -0.3 -0.9 -0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2023

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 15.2 12.4 13.1 13.1 1.4 2.4 1.0 -80.7
STOXX China A Total Market 18.5 12.7 14.0 14.0 1.4 2.2 1.0 -140.6

Performance and annual returns