Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

STYLE INDICES

EURO iSTOXX 50 Style Weighted

Export PDF

Index Description

The EURO iSTOXX 50 Style Weighted Index, using three style factors – value, quality and size – reweights the components of the prominent EURO STOXX 50 benchmark. The index includes all the components of the EURO STOXX 50 but with a weighting scheme that is based not only on free-float market cap but also on a score calculated using style factors. The EURO iSTOXX 50 Style Weighted Decrement Index is derived from the EURO iSTOXX 50 Style Weighted Index and replicates the return of an investment into the net return version with a constant dividend markdown of 5.5% subtracted on an accrued basis.

Key facts

  • Unique concept, which offers market participants a smart-beta index based on the EURO STOXX 50 that takes the themes of value, quality and size into consideration
  • Based on an innovative weighting scheme that reflects more than just the size of a company
  • Optimizes exposure to the 50 shares which compose the EURO STOXX 50, in order to favor Eurozone companies with the best business fundamentals

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 50 Style Weighted N/A 1.0 0.0 0.0 0.1 0.0 5.9 0.2 54.1
EURO STOXX 50 4,336.8 3,391.1 67.8 55.2 248.2 16.3 7.3 0.5 4.1

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
EURO iSTOXX 50 Style Weighted -3.2 8.7 23.8 18.1 36.1 N/A N/A 24.1 5.7 6.4
EURO STOXX 50 -3.3 9.3 21.9 22.4 50.2 N/A N/A 22.2 7.0 8.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Style Weighted N/A N/A 13.5 19.3 22.0 N/A N/A 1.6 0.2 0.3
EURO STOXX 50 N/A N/A 13.0 18.0 21.0 N/A N/A 1.6 0.3 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Style Weighted 0.9 0.9 0.9 1.0 1.0 5.0 4.7 4.8 4.7 4.9
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Style Weighted 0.9 0.9 1.0 1.0 1.0 0.2 -0.2 0.3 -0.2 -0.4

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

STYLE INDICES

EURO iSTOXX 50 Style Weighted

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
EURO iSTOXX 50 Style Weighted 9.9 10.7 9.4 9.4 1.0 3.5 0.5 18.5
EURO STOXX 50 15.5 14.0 15.1 15.1 1.9 3.0 1.3 21.9

Performance and annual returns