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STRATEGY INDICES
STOXX Europe 600 Monthly Hedged
Index Description
Key facts
Descriptive Statistics
Index | Market Cap (EUR ) | Components (EUR ) | Component weight (%) | Turnover (%) | |||||
---|---|---|---|---|---|---|---|---|---|
Full | Free-float | Mean | Median | Largest | Smallest | Largest | Smallest | Last 12 monts | |
STOXX Europe 600 Monthly Hedged | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
STOXX Europe 600 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
STOXX Europe 600 Monthly Hedged | 1.2 | 10.0 | 14.2 | 21.4 | 45.4 | N/A | N/A | 14.4 | 6.7 | 7.9 |
STOXX Europe 600 | 1.2 | 10.0 | 14.2 | 21.4 | 45.4 | N/A | N/A | 14.4 | 6.7 | 7.9 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX Europe 600 Monthly Hedged | N/A | N/A | 10.4 | 14.5 | 17.7 | N/A | N/A | 1.0 | 0.3 | 0.4 |
STOXX Europe 600 | N/A | N/A | 10.4 | 14.5 | 17.7 | N/A | N/A | 1.0 | 0.3 | 0.4 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX Europe 600 Monthly Hedged | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX Europe 600 Monthly Hedged | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | N/A | -1.0 | 0.0 | 0.0 | 0.0 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Gross Return), all data as of November 29, 2024
STRATEGY INDICES
STOXX Europe 600 Monthly Hedged
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 Europe 600 Monthly Hedged | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
STOXX Europe 600 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
Methodology
Placeholder5
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Net Return EUR | CH0129961386 | SXXRHE | SXXRHE INDEX | .SXXRHE |
Gross Return CAD | CH0148455634 | SXXHCG | SXXHCG INDEX | nan |
Price CAD | CH0148432021 | SXXHCP | SXXHCP INDEX | nan |
Net Return CAD | CH0148461376 | SXXHCN | SXXHCN INDEX | nan |
Price EUR | CH0148432054 | SXXHEP | SXXHEP INDEX | nan |
Gross Return EUR | CH0148455667 | SXXHEG | SXXHEG INDEX | nan |
Net Return GBP | CH0148457366 | SXXHGN | SXXHGN INDEX | nan |
Gross Return GBP | CH0148455576 | SXXHGG | SXXHGG INDEX | nan |
Price GBP | CH0148431569 | SXXHGP | SXXHGP INDEX | nan |
Price JPY | CH0148431544 | SXXHJP | SXXHJP INDEX | nan |
Gross Return JPY | CH0148435545 | SXXHJG | SXXHJG INDEX | nan |
Net Return JPY | CH0148457358 | SXXHJN | SXXHJN INDEX | nan |
Gross Return USD | CH0148455592 | SXXHUG | SXXHUG INDEX | nan |
Price USD | CH0148431957 | SXXHUP | SXXHUP INDEX | nan |
Net Return USD | CH0148461343 | SXXHUN | SXXHUN INDEX | nan |