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Index Description

The STOXX Global and Country blue-chip indices are fixed-number indices designed to represent the largest components by free-float market cap of their geographic region defined by the relevant benchmark indices.

Key facts

  • Liquid indices, as they cover about 60% of the free-float market cap of the relevant benchmark index
  • The indices are diversified, as they incorporate a capping factor to ensure that no country/component can dominate the index
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes

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 Hong Kong 50 656.1 386.6 7.7 4.1 47.9 0.0 12.4 0.0 9.7
STOXX Hong Kong 210 846.1 493.7 2.4 0.3 87.4 0.0 17.7 0.0 6.2

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 Hong Kong 50 -4.8 4.9 9.6 -31.6 -16.5 N/A N/A 9.7 -12.0 -3.6
STOXX Hong Kong 210 -5.0 3.1 7.0 -30.1 -15.2 N/A N/A 7.1 -11.3 -3.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Hong Kong 50 N/A N/A 24.7 24.0 23.2 N/A N/A 0.6 -0.5 -0.1
STOXX Hong Kong 210 N/A N/A 24.3 24.0 23.3 N/A N/A 0.5 -0.5 -0.1
Index to benchmark Correlation Tracking error (%)
STOXX Hong Kong 50 1.0 1.0 1.0 1.0 1.0 2.2 2.5 2.5 2.9 2.9
Index to benchmark Beta Annualized information ratio
STOXX Hong Kong 50 1.0 1.0 1.0 1.0 1.0 1.0 0.9 1.0 -0.3 -0.1

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

BLUE CHIP INDICES

STOXX Hong Kong 50

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 Hong Kong 50 25.4 18.0 17.6 17.6 1.1 3.7 2.0 14.3
STOXX Hong Kong 210 24.4 17.0 17.0 17.0 1.1 3.6 1.8 14.3

Performance and annual returns