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BENCHMARK INDICES

STOXX All Europe 800

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 All Europe 800 13,067.4 10,119.4 12.6 3.9 310.4 0.7 3.1 0.0 3.6
STOXX All Europe Total Market 14,450.0 10,756.7 4.6 0.6 310.4 0.0 2.9 0.0 3.0

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 All Europe 800 -3.8 4.1 16.2 23.6 27.5 N/A N/A 16.4 7.4 5.0
STOXX All Europe Total Market -3.9 3.7 15.9 23.3 26.3 N/A N/A 16.1 7.3 4.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX All Europe 800 N/A N/A 17.1 19.2 20.6 N/A N/A 0.7 0.3 0.2
STOXX All Europe Total Market N/A N/A 17.0 19.2 20.6 N/A N/A 0.7 0.3 0.2
Index to benchmark Correlation Tracking error (%)
STOXX All Europe 800 1.0 1.0 1.0 1.0 1.0 0.5 0.4 0.4 0.4 0.4
Index to benchmark Beta Annualized information ratio
STOXX All Europe 800 1.0 1.0 1.0 1.0 1.0 2.5 1.3 0.7 0.2 0.5

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 All Europe 800

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 All Europe 800 13.9 12.2 12.0 12.0 1.8 3.7 1.1 10.9
STOXX All Europe Total Market 14.8 12.3 11.8 11.8 1.7 3.7 1.0 10.1

Performance and annual returns

Methodology

The universe is the relevant Total Market Index (TMI). All stocks in the index universe are ranked by free-float market cap to produce the index selection list. Target coverage: 95% of the free-float market cap of the index universe. 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
Gross Return EUR CH0121745035 SXEBMGR SXEBMGR INDEX .SXEBMGR
Price EUR CH0121744996 SXEBMP SXEBMP INDEX .SXEBMP
Net Return EUR CH0121745001 SXEBMR SXEBMR INDEX .SXEBMR
Price USD CH0121745019 SXEBML SXEBML INDEX .SXEBML
Net Return USD CH0121745027 SXEBMV SXEBMV INDEX .SXEBMV
Gross Return USD CH0121745043 SXEBMGV SXEBMGV INDEX .SXEBMGV

Quick Facts

Weighting Free-float market cap
Cap Factor 20%
No. of components Fixed component (exact number indicated in index name)
Review frequency Quarterly, in Mar., Jun., Sep., Dec.
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

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.

BENCHMARK INDICES

STOXX All Europe 800

Top 10 Components4

Company Supersector Country Weight
NOVO NORDISK B Health Care Denmark 3.067%
NESTLE Food, Beverage and Tobacco Switzerland 2.843%
ASML HLDG Technology Netherlands 2.380%
SHELL Energy UK 2.148%
ASTRAZENECA Health Care UK 1.905%
NOVARTIS Health Care Switzerland 1.893%
LVMH MOET HENNESSY Consumer Products and Services France 1.822%
ROCHE HLDG P Health Care Switzerland 1.784%
TOTALENERGIES Energy France 1.649%
HSBC Banks UK 1.419%

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

4Based on the composition as of October 31, 2023

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.