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BLUE CHIP INDICES

STOXX Sub Balkan 30

Index Description

The STOXX Sub Balkan 30 Index provides a blue-chip representation of the supersector leaders in the former Yugoslavia region, covering Croatia, Macedonia (FYROM), Serbia and Slovenia. The STOXX Sub Balkan 30 Index is designed to serve as underlying for financial products.

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 (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Sub Balkan 30 21.4 9.1 0.4 0.3 0.9 0.0 10.1 0.3 8.5
STOXX Balkan Total Market 423.9 170.1 0.4 0.1 6.4 0.0 3.7 0.0 9.9

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 Sub Balkan 30 -1.9 28.7 38.2 64.6 121.6 N/A N/A 38.9 18.3 17.5
STOXX Balkan Total Market -8.4 16.3 7.6 77.3 100.1 N/A N/A 7.7 21.3 15.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Sub Balkan 30 N/A N/A 6.7 9.6 12.0 N/A N/A 4.3 1.5 1.3
STOXX Balkan Total Market N/A N/A 18.3 22.7 23.6 N/A N/A 0.2 0.8 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Sub Balkan 30 0.8 0.3 0.3 0.3 0.4 20.6 15.6 17.8 21.9 21.3
Index to benchmark Beta Annualized information ratio
STOXX Sub Balkan 30 0.3 0.1 0.1 0.1 0.2 3.7 0.8 1.3 -0.3 -0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of August 30, 2024

BLUE CHIP INDICES

STOXX Sub Balkan 30

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 Sub Balkan 30 N/A 9.3 N/A N/A 1.3 5.7 0.7 N/A
STOXX Balkan Total Market 7.4 7.2 6.6 6.6 1.3 3.1 0.8 9.2

Performance and annual returns