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SIZE INDICES

STOXX Canada Total Market Mid

Index Description

The STOXX Total Market Size indices provide a representation of large, mid, and small cap companies within a specific region. They are derived from the STOXX Global Total Market indices.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule aims to reduce turnover
  • Weighted by free-float market cap

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 Canada Total Market Mid 352.8 319.6 4.8 4.2 17.7 0.6 5.5 0.2 35.1
STOXX Canada Total Market 2,161.1 1,945.0 5.5 1.0 110.6 0.0 5.7 0.0 N/A

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 Canada Total Market Mid -5.9 3.1 4.9 27.4 26.8 N/A N/A 4.9 8.5 4.9
STOXX Canada Total Market -5.3 -2.8 -1.4 34.9 38.6 N/A N/A -1.4 10.6 6.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Canada Total Market Mid N/A N/A 16.6 18.8 22.8 N/A N/A 0.0 0.4 0.2
STOXX Canada Total Market N/A N/A 15.6 17.1 21.4 N/A N/A -0.3 0.5 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Canada Total Market Mid 1.0 1.0 1.0 1.0 1.0 4.7 4.2 4.5 5.9 6.3
Index to benchmark Beta Annualized information ratio
STOXX Canada Total Market Mid 1.0 1.0 1.0 1.0 1.0 -1.5 1.7 1.4 -0.3 -0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2023

SIZE INDICES

STOXX Canada Total Market Mid

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 Canada Total Market Mid 20.1 15.8 16.3 16.3 1.8 2.6 1.3 16.2
STOXX Canada Total Market 0.0 13.6 14.5 14.5 1.7 3.2 1.6 15.2

Performance and annual returns