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BLUE CHIP INDICES

STOXX Nordic 30

Index Description

The regional blue-chip indices are derived from regional subsets of the STOXX Global 1800 Index. The indices cover the largest supersector leaders of their region in terms of free-float market cap.

Key facts

  • 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
  • A fast-exit rule ensures the index accurately represents the performance of only the biggest and most liquid stocks

Descriptive Statistics

Index Market Cap (SEK bn) Components (SEK bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Nordic 30 9,767.1 7,864.1 262.1 218.7 771.1 80.8 9.8 1.0 7.6
STOXX Nordic 20,573.5 16,334.3 136.1 57.9 4,427.3 21.2 27.1 0.1 2.9

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 Nordic 30 4.1 7.3 13.0 32.7 77.9 N/A N/A 13.3 10.0 12.4
STOXX Nordic 6.4 11.9 20.7 40.4 94.4 N/A N/A 21.2 12.1 14.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Nordic 30 N/A N/A 10.1 14.5 16.2 N/A N/A 0.9 0.6 0.7
STOXX Nordic N/A N/A 11.3 14.8 16.2 N/A N/A 1.4 0.7 0.8
Index to benchmark Correlation Tracking error (%)
STOXX Nordic 30 0.8 0.8 0.9 1.0 1.0 7.2 5.2 4.3 3.4 3.1
Index to benchmark Beta Annualized information ratio
STOXX Nordic 30 0.6 0.7 0.8 1.0 1.0 -3.9 -3.4 -1.6 -0.6 -0.6

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

2Based on EURIBOR1M

(SEK, Net Return), all data as of March 29, 2024

BLUE CHIP INDICES

STOXX Nordic 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 Nordic 30 17.9 15.7 15.4 15.4 2.5 2.4 2.0 1,281.0
STOXX Nordic 22.7 18.5 19.3 19.3 2.9 2.4 2.1 47.2

Performance and annual returns

Methodology

The regional blue-chip indices are derived from the relevant benchmark index: STOXX Europe 50 is selected from the STOXX Europe 600 Index; STOXX Nordic 30 is selected from STOXX Nordic Total Market Index; STOXX Asia/Pacific 50 is selected from the STOXX Asia/Pacific 600 Index; STOXX North America 50 is selected from the STOXX North America 600 Index. The target is to cover the largest supersector leaders from the benchmark index. 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
Price EUR CH0006574955 DK5F DK5F INDEX .DK5F
Net Return EUR CH0006574971 DK5G DK5G INDEX .DK5G
Net Return USD CH0006574989 DK5I DK5I INDEX .DK5I
Price USD CH0006574963 DK5H DK5H INDEX .DK5H
Net Return DKK CH0037486971 DK5DY DK5DY INDEX .DK5DY
Price DKK CH0037486963 DK5DX DK5DX INDEX .DK5DX
Price NOK CH0037486146 DK5NX DK5NX INDEX .DK5NX
Net Return NOK CH0037486153 DK5NY DK5NY INDEX .DK5NY
Net Return SEK CH0037485262 DK5Y DK5Y INDEX .DK5Y
Price SEK CH0037485254 DK5X DK5X INDEX .DK5X

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components Fixed, number of stocks indicated in index name
Review frequency Annually (September)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

BLUE CHIP INDICES

STOXX Nordic 30

Top 10 Components4

Company Supersector Country Weight
NOVO NORDISK B Health Care Denmark 9.805%
INVESTOR B Financial Services Sweden 6.224%
ATLAS COPCO A Industrial Goods and Services Sweden 5.928%
VOLVO B Industrial Goods and Services Sweden 5.860%
NORDEA BANK Banks Finland 5.414%
DSV Industrial Goods and Services Denmark 3.942%
ASSA ABLOY Construction and Materials Sweden 3.870%
VESTAS WIND SYSTEMS Energy Denmark 3.837%
EQUINOR Energy Norway 3.557%
EQT Financial Services Sweden 3.512%

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

4Based on the composition as of March 29, 2024