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SIZE INDICES

STOXX USA Total Market Mid

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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 USA Total Market Mid 11,946.8 11,382.5 26.6 21.8 143.7 0.6 1.3 0.0 14.4
STOXX USA Total Market 62,758.6 59,823.4 25.0 3.5 3,608.4 0.0 6.0 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 USA Total Market Mid 8.9 24.3 33.2 24.5 79.6 N/A N/A 33.8 7.6 12.6
STOXX USA Total Market 6.7 27.9 34.7 34.2 102.5 N/A N/A 35.4 10.4 15.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX USA Total Market Mid N/A N/A 12.7 18.9 22.8 N/A N/A 2.1 0.2 0.5
STOXX USA Total Market N/A N/A 12.8 18.4 21.9 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX USA Total Market Mid 0.9 0.9 0.9 1.0 1.0 5.9 6.1 6.2 5.5 5.8
Index to benchmark Beta Annualized information ratio
STOXX USA Total Market Mid 0.9 0.9 0.9 1.0 1.0 4.3 -0.6 -0.2 -0.5 -0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

SIZE INDICES

STOXX USA 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 USA Total Market Mid 31.5 23.3 25.0 25.0 3.8 2.1 2.0 7.5
STOXX USA Total Market 33.3 25.8 27.8 27.8 5.0 1.8 2.8 19.6

Performance and annual returns

Methodology

Example: Large Index
On a quarterly basis, companies in the given STOXX Total Market Index are ranked in terms of their total market cap in descending order. The largest companies covering a total market cap of 67.5% are selected. Current large companies with a total market cap ranked between the 67.5th and 75th percentiles of the cumulative total market cap are also selected. The components are then weighted according to free-float market cap without weight restrictions and capping. 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 CH0149414317 TCUSMGR
Net Return EUR CH0149414333 TCUSMR
Price EUR CH0149414358 TCUSMP
Price USD CH0149414366 TCUSML
Gross Return USD CH0149414325 TCUSMGV
Net Return USD CH0149414341 TCUSMV

Quick Facts

Weighting Free-float market cap
No. of components Variable
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
To learn more about the inception date, currency versions, calculation hours and historical values, please see ourdata vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
PALANTIR TECHNOLOGIES A Technology USA 1.262%
GE VERNOVA Industrial Goods and Services USA 0.806%
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.732%
MARVELL TECHNOLOGY Technology USA 0.705%
Constellation Energy Utilities USA 0.705%
APPLOVIN A Technology USA 0.702%
Welltower Inc. Real Estate USA 0.699%
Williams Cos. Energy USA 0.627%
SPOTIFY TECHNOLOGY Media USA 0.625%
CRH Construction and Materials USA 0.613%

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

4Based on the composition as of November 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.

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.