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SIZE INDICES

STOXX USA Mid 300

Index Description

The STOXX Size indices have a fixed number of components and are designed to provide a broad yet liquid representation of large, mid and small caps in their respective regions or countries. The total number of index components is indicated in the index name. Each size segment contains a third of the total number, meaning that each size segment has an equal number of stocks. For example, the STOXX Europe 600 Size Index contains 200 large, 200 mid and 200 small stocks.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule applied on parent index level aims to reduce turnover
  • Weighted by free-float market cap
  • Serves as an underlying for a variety of financial products such as options, futures and ETFs

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
STOXX USA Mid 300 4,922.8 4,722.7 15.7 14.6 35.1 7.6 0.7 0.2 23.3
STOXX USA 900 46,211.8 44,353.6 49.2 14.6 2,895.3 3.6 6.5 0.0 2.8

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 USA Mid 300 4.6 11.7 23.0 28.6 76.4 N/A N/A 23.6 8.9 12.2
STOXX USA 900 3.4 13.1 30.9 45.7 106.1 N/A N/A 31.7 13.5 15.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX USA Mid 300 N/A N/A 13.9 18.7 22.9 N/A N/A 1.4 0.4 0.5
STOXX USA 900 N/A N/A 12.4 17.7 21.9 N/A N/A 2.1 0.6 0.6
Index to benchmark Correlation Tracking error (%)
STOXX USA Mid 300 0.8 0.9 0.9 1.0 1.0 6.1 6.0 6.4 5.7 6.3
Index to benchmark Beta Annualized information ratio
STOXX USA Mid 300 0.8 0.9 1.0 1.0 1.0 2.6 -0.8 -1.0 -0.7 -0.5

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of March 29, 2024

SIZE INDICES

STOXX USA Mid 300

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 USA Mid 300 25.5 19.3 19.8 19.8 3.1 2.0 1.7 22.6
STOXX USA 900 28.3 22.2 26.0 26.0 4.7 2.0 2.7 1.7

Performance and annual returns

Methodology

Example: STOXX Europe 600 Size Index
Stocks in the relevant benchmark index (STOXX Europe 600) are ranked according to their free-float market cap. For the large index, the largest 200 stocks are selected, for the mid, the next ranked 200 and for the small, the last ranked 200 stocks.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 CH0190731965 SXUS3MGR SXUS3MGR INDEX
Price EUR CH0190731981 SXUS3MP SXUS3MP INDEX
Net Return EUR CH0190731973 SXUS3MR SXUS3MR INDEX
Price USD CH0190732013 SXUS3ML SXUS3ML INDEX
Net Return USD CH0190732005 SXUS3MV SXUS3MV INDEX
Gross Return USD CH0190731999 SXUS3MG SXUS3MG INDEX

Quick Facts

Weighting Free-float market cap
Cap Factor 20% on a component level for Europe, Eurozone and Eastern Europe
No. of components Fixed for each segment
Review frequency Quarterly (March, June, September, December)
To learn more about the inception date, currency versions, calculation hours and historical values, please see ourdata vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

SIZE INDICES

STOXX USA Mid 300

Top 10 Components4

Company Supersector Country Weight
NU HOLDINGS A Financial Services USA 0.744%
DIAMONDBACK ENERGY Energy USA 0.696%
CDW Technology USA 0.673%
ROYAL CARIBBEAN GROUP Travel and Leisure USA 0.647%
MONOLITHIC PWR.SYS. Technology USA 0.638%
HUBSPOT Technology USA 0.619%
XYLEM Industrial Goods and Services USA 0.611%
VERTIV HOLDINGS A Technology USA 0.611%
EXTRA SPACE STORAGE Real Estate USA 0.609%
FAIR ISAAC Industrial Goods and Services USA 0.609%

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

4Based on the composition as of March 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.