Read EURO STOXX 50® INDEX text version

FACTSHEET/1

EURO STOXX 50® INDEX

Stated Objective

To provide a Blue-chip representation of supersector leaders in the Eurozone. Covers Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

Unique Aspects

Captures approximately 60% of the free float market capitalisation of the EURO STOXX Total Market Index (TMI), which in turn covers approximately 95% of the free float market capitalisation of the represented countries. Serves as the basis for single subindices. For the time being the following indices are disseminated: EURO STOXX 50 Subindex France, EURO STOXX 50 Subindex Italy and EURO STOXX 50 Subindex Spain. Furthermore the EURO STOXX 50 ex Financials, which excludes all companies assigned to the ICB code 8000 and EURO STOXX 50 ex Banks (ICB code 8300).

Descriptive Statistics

Market Capitalisation

Performance*

Change Last Month Year to date 2011 2010 2009 2008 2007 (%) 6.88 -2.24 -17.05 -5.81 21.14 -44.37 6.79

Fundamentals

Price/Earnings Incl. Negative Trailing Projected 13.74 9.43

Index Full Free Float Coverage of EURO STOXX (%)

EUR Bil. 1,672.38 1,340.13 62.10

Price/Earnings Excl. Negative Trailing Projected 10.17 9.33

Components Mean Median Largest Smallest

EUR Bil. 26.80 20.07 78.83 6.07 Annualised 1 Year 3 Years 5 Years Since Inception (31.12.91) (%) -20.24 -1.91 -12.62 4.01

Price/Book Price/Book 1.08

Dividend Yield Dividend Yield

(%) 3.93

Component Weights Largest Smallest

(%) 5.88 0.45 Volatility 30 Days (%) 25.19

Price/Sales Price/Sales 0.68

Price/Cash Flow Tracking Error vs. EURO STOXX (%) 3.72 Price/Cash Flow 4.37

* Based on price index

www.stoxx.com

29 June 2012

FACTSHEET/2

EURO STOXX 50® INDEX

Quick Facts

Categories Weighting Component Number Review Frequency Calculation/Distribution Base Value / Base Date History Date Introduced Settlement Procedure Facts Free float market capitalisation subject to 10% weighting cap 50 Annually, in September Price (EUR/USD), Net Return and Gross Return (EUR): Every 15 seconds during local trading hours Net Return (USD): End-of-day 1,000 as of 31 December 1991 for Price and Net Return 1,000 as of 31 December 2000 for Gross Return Price and Net Return: available daily back to 31 December 1986 Gross Return: Available daily back to 31 December 2000 26 February 1998 The settlement index value is calculated daily as the average of the 41 index values disseminated between 11:50:00 CET and 12:00:00 CET

Supersector Weighting (%)

|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||| |||||||||||||||||||||||||||||||||||||||||||||||||||||||| |||||||||||||||||||||||||||||||||||||||||||||||||||| |||||||||||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||| |||||||||||||||||||||||| ||||||||||||||||||| |||||||||||| ||||||||| |||||| ||||| 13.5 Banks 9.9 Oil & Gas 9.4 Chemicals 8.7 Food & Beverage 8.1 Insurance 7.9 Utilities 7.2 Industrial Goods & Services 6.5 Telecommunications 6.5 Health Care 5.1 Automobiles & Parts 4.9 Technology 4.0 Personal & Household Goods 3.2 Construction & Materials 1.9 Retail 1.4 Media 1.0 Real Estate 0.8 Basic Resources

Country Weighting (%)

|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||| |||||||||||||||||| |||||||||||||||| |||||||| || || || 36.2 France 31.5 Germany 12.0 Spain 8.0 Italy 6.9 Netherlands 3.4 Belgium 0.8 Luxembourg 0.8 Ireland 0.5 Finland

www.stoxx.com

29 June 2012

FACTSHEET/3

EURO STOXX 50® INDEX

Symbols

Index EURO STOXX 50 Currency Price EUR Net Return EUR Gross Return EUR Price USD Net Return USD EURO STOXX 50 Subindex France Price EUR Net Return EUR Gross Return EUR Price USD Net Return USD Gross Return USD EURO STOXX 50 Subindex Italy Price EUR Net Return EUR Gross Return EUR Price USD Net Return USD Gross Return USD EURO STOXX 50 Subindex Spain Price EUR Net Return EUR Gross Return EUR Price USD Net Return USD Gross Return USD ISIN EU0009658145 EU0009658152 CH0102173264 EU0009658988 EU0009658996 CH0116034908 CH0116034924 CH0116034882 CH0116034916 CH0116034932 CH0116034890 CH0116034965 CH0116034981 CH0116034940 CH0116034973 CH0116034999 CH0116034957 CH0116035020 CH0116035046 CH0116035004 CH0116035038 CH0116035053 CH0116035012 Symbol SX5E SX5T SX5GT SX5K SX5U SX5FRE SX5FRT SX5FRGT SX5FRK SX5FRU SX5FRGU SX5ITE SX5ITT SX5ITGT SX5ITK SX5ITU SX5ITGU SX5ESE SX5EST SX5ESGT SX5ESK SX5ESU SX5ESGU Bloomberg SX5E Index SX5T Index SX5GT Index SX5K Index SX5U Index SX5FRE Index SX5FRT Index SX5FRGT Index SX5FRK Index SX5FRU Index SX5FRGU Index SX5ITE Index SX5ITT Index SX5ITGT Index SX5ITK Index SX5ITU Index SX5ITGU Index SX5ESE Index SX5EST Index SX5ESGT Index SX5ESK Index SX5ESU Index SX5ESGU Index Reuters .STOXX50E .STOXX50ER .SX5GT .STOXX50ED .STOXX50EDR .SX5FRE .SX5FRT .SX5FRGT .SX5FRK .SX5FRU .SX5FRGU .SX5ITE .SX5ITT .SX5ITGT .SX5ITK .SX5ITU .SX5ITGU .SX5ESE .SX5EST .SX5ESGT .SX5ESK .SX5ESU .SX5ESGU

Components

Company TOTAL SANOFI SIEMENS BASF BCO SANTANDER BAYER ANHEUSER-BUSCH INBEV ENI SAP TELEFONICA UNILEVER NV ALLIANZ E.ON LVMH MOET HENNESSY DAIMLER Supersector Oil & Gas Health Care Industrial Goods & Services Chemicals Banks Chemicals Food & Beverage Oil & Gas Technology Telecommunications Food & Beverage Insurance Utilities Personal & Household Goods Automobiles & Parts Weight (%) 5.88 5.37 4.35 3.75 3.65 3.50 3.40 3.32 3.21 3.08 3.06 2.67 2.54 2.39 2.35 MCap (EUR Bil.) Float Factor 78.83 71.99 58.36 50.28 48.87 46.95 45.59 44.44 43.02 41.27 40.97 35.79 34.02 32.03 31.51 0.95 0.91 0.94 1.00 1.00 1.00 0.46 0.66 0.75 0.87 0.91 1.00 1.00 0.53 0.84

www.stoxx.com

29 June 2012

FACTSHEET/4

EURO STOXX 50® INDEX

Components (cont.)

Company BNP PARIBAS DANONE BCO BILBAO VIZCAYA ARGENTARIA AIR LIQUIDE DEUTSCHE BANK DEUTSCHE TELEKOM GDF SUEZ SCHNEIDER ELECTRIC L'OREAL ING GRP FRANCE TELECOM AXA VINCI VIVENDI BMW VOLKSWAGEN PREF MUENCHENER RUECK INDITEX ASML HLDG ENEL UNICREDIT RWE INTESA SANPAOLO ESSILOR INTERNATIONAL PHILIPS ELECTRONICS GRP SOCIETE GENERALE ASSICURAZIONI GENERALI IBERDROLA UNIBAIL-RODAMCO SAINT GOBAIN ARCELORMITTAL CRH REPSOL YPF CARREFOUR NOKIA Supersector Banks Food & Beverage Banks Chemicals Banks Telecommunications Utilities Industrial Goods & Services Personal & Household Goods Insurance Telecommunications Insurance Construction & Materials Media Automobiles & Parts Automobiles & Parts Insurance Retail Technology Utilities Banks Utilities Banks Health Care Industrial Goods & Services Banks Insurance Utilities Real Estate Construction & Materials Basic Resources Construction & Materials Oil & Gas Retail Technology Weight (%) 2.26 2.24 2.16 2.10 1.98 1.92 1.92 1.79 1.64 1.52 1.48 1.47 1.46 1.39 1.37 1.34 1.34 1.29 1.26 1.21 1.20 1.17 1.17 1.16 1.07 1.07 1.06 1.06 0.99 0.95 0.83 0.82 0.71 0.62 0.45 MCap (EUR Bil.) Float Factor 30.28 30.03 28.95 28.15 26.54 25.78 25.69 24.00 21.99 20.34 19.80 19.74 19.54 18.69 18.30 17.92 17.89 17.28 16.82 16.20 16.11 15.75 15.62 15.61 14.38 14.29 14.24 14.20 13.24 12.75 11.19 10.96 9.57 8.29 6.07 0.83 0.95 1.00 1.00 1.00 0.68 0.59 1.00 0.40 1.00 0.72 0.80 0.94 1.00 0.53 0.85 0.90 0.34 1.00 0.68 0.94 0.85 0.90 1.00 0.92 1.00 0.86 0.64 1.00 0.82 0.59 1.00 0.62 0.84 1.00

www.stoxx.com

29 June 2012

Information

EURO STOXX 50® INDEX

4 pages

Report File (DMCA)

Our content is added by our users. We aim to remove reported files within 1 working day. Please use this link to notify us:

Report this file as copyright or inappropriate

230502


You might also be interested in

BETA
untitled
MAEquityIndex.xls
EURO STOXX 50 INDEX