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THEME INDICES

iSTOXX Europe Centenary

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Index Description

The iSTOXX Europe Centenary indices aim to measure European companies that were founded at least 100 years ago.

Key facts

  • Companies are selected from one of Europe’s most representative indices, the STOXX Europe 600
  • Captures the performance of established firms with a long history
  • First of its kind

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
iSTOXX Europe Centenary 5,073.9 4,424.0 24.0 8.8 343.9 1.5 7.8 0.0 6.5
STOXX Europe 600 14,163.7 11,304.2 18.8 6.6 343.9 1.2 3.0 0.0 3.5

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
iSTOXX Europe Centenary -2.1 3.6 8.7 12.1 33.9 N/A N/A 8.8 3.9 6.1
STOXX Europe 600 -1.6 4.5 9.9 11.9 35.5 N/A N/A 10.0 3.8 6.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Centenary N/A N/A 11.8 17.7 19.8 N/A N/A 0.4 0.1 0.2
STOXX Europe 600 N/A N/A 12.7 18.8 20.5 N/A N/A 0.5 0.1 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Centenary 1.0 1.0 1.0 1.0 1.0 2.0 2.8 2.9 3.0 3.0
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Centenary 1.0 0.9 0.9 0.9 1.0 -2.8 -0.4 -0.4 -0.1 -0.1

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

2Based on EURIBOR1M

(USD, Net Return), all data as of November 29, 2024

THEME INDICES

iSTOXX Europe Centenary

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
iSTOXX Europe Centenary 17.7 13.3 15.4 15.4 2.0 2.8 1.2 -6.0
STOXX Europe 600 17.8 14.0 15.9 15.9 2.0 2.9 1.3 -80.8

Performance and annual returns

Methodology

The index universe is defined as all companies in the STOXX Europe 600 that are at least 100 years old.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0289957315 SXECENR .SXECENR
Gross Return EUR CH0289957323 SXECENGR .SXECENGR
Price EUR CH0289956259 SXECENP .SXECENP
Price USD CH0289957356 SXECENL .SXECENL
Net Return USD CH0289957364 SXECENV .SXECENV
Gross Return USD CH0289957398 SXECENGV .SXECENGV

Quick Facts

Weighting Free float market cap
Cap Factor 10%
No. of components Variable
Review frequency Monthly
Calculation/distribution Real-time for the price versions, end of day for the others
Calculation hours Real-time (9.00 to 18:00)
Base value/base date 100 as of Dec. 23, 2002
History Available from Dec. 23, 2002
Inception date August 4, 2015
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
NOVO NORDISK B Health Care Denmark 7.773%
NESTLE Food, Beverage and Tobacco Switzerland 5.141%
ROCHE HLDG P Health Care Switzerland 4.606%
SHELL Energy UK 4.595%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.346%
SIEMENS Industrial Goods and Services Germany 3.288%
TOTALENERGIES Energy France 3.147%
ALLIANZ Insurance Germany 2.733%
AIR LIQUIDE Chemicals France 2.171%
ZURICH INSURANCE GROUP Insurance Switzerland 2.098%

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.