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INDUSTRY INDICES

STOXX Canada 240 Industry Energy

Index Description

The STOXX Industry indices track industries of the relevant benchmark index. There are 11 industries according to the Industry Classification Benchmark (ICB). Companies are categorized according to their primary source of revenue. The following Industries are available: Technology, Telecommunications, Health Care, Financials, Real Estate, Consumer Discretionary, Consumer Staples, Industrials, Basic Materials, Energy, Utilities.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments

Descriptive Statistics

Index Market Cap (CAD bn) Components (CAD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Canada 240 Industry Energy 632.5 571.5 13.6 2.8 111.9 0.9 19.6 0.2 3.1
STOXX Canada 240 3,423.6 3,089.3 12.9 3.2 191.6 0.8 6.2 0.0 2.5

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 240 Industry Energy 6.5 11.9 16.3 68.3 40.2 N/A N/A 16.7 19.2 7.1
STOXX Canada 240 3.8 6.1 9.2 22.9 36.6 N/A N/A 9.5 7.2 6.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Canada 240 Industry Energy N/A N/A 17.2 21.8 30.1 N/A N/A 0.7 0.7 0.2
STOXX Canada 240 N/A N/A 10.9 12.4 18.1 N/A N/A 0.6 0.4 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Canada 240 Industry Energy 0.4 0.5 0.7 0.7 0.8 9.5 12.4 12.8 15.1 17.6
Index to benchmark Beta Annualized information ratio
STOXX Canada 240 Industry Energy 0.5 0.8 1.1 1.3 1.4 3.5 1.8 0.5 0.7 0.1

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

2Based on EURIBOR1M

(CAD, Price), all data as of March 29, 2024

INDUSTRY INDICES

STOXX Canada 240 Industry Energy

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 240 Industry Energy 13.6 13.1 13.2 13.2 1.9 4.5 1.8 16.5
STOXX Canada 240 18.1 14.8 16.4 16.4 1.8 2.8 1.6 29.2

Performance and annual returns

Methodology

Indices from the relevant benchmark index are categorized according to their primary source of revenue. The largest stocks in each industry are chosen according to free-float market cap. The detailed methodology including the calculation formula can be found in our rulebook: http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return CAD CH0462355576 S240EGA .S240EGA
Price CAD CH0462355584 S240EPA .S240EPA
Net Return CAD CH0462355592 S240ENA .S240ENA
Gross Return EUR CH0462355519 S240EGR .S240EGR
Price EUR CH0462355527 S240EP S240EP INDEX .S240EP
Net Return EUR CH0462355535 S240ER S240ER INDEX .S240ER
Price USD CH0462355550 S240EL S240EL INDEX .S240EL
Gross Return USD CH0462355543 S240EGV .S240EGV
Net Return USD CH0462355568 S240EV S240EV INDEX .S240EV

Quick Facts

Weighting Free-float market cap
Cap Factor None except for the STOXX Europe 600 Supersectors, EURO STOXX 30-15 indices where the largest company is capped at 30% and the second largest at 15%
No. of components Variable
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00 CET 18:00 CET
Base value/base date 100 as of Jun. 15, 2012
History Jun. 15, 2012
Inception date Sep. 21, 2020
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

INDUSTRY INDICES

STOXX Canada 240 Industry Energy

Top 10 Components4

Company Supersector Country Weight
Canadian Natural Resources Ltd Energy Canada 19.590%
Enbridge Inc. Energy Canada 18.207%
Suncor Energy Inc. Energy Canada 11.328%
TC ENERGY Energy Canada 9.884%
Cenovus Energy Inc. Energy Canada 6.325%
PEMBINA PIPELINE CORP Energy Canada 4.595%
Cameco Corp. Energy Canada 4.452%
TOURMALINE OIL Energy Canada 3.894%
Imperial Oil Ltd. Energy Canada 2.620%
ARC RESOURCES LTD Energy Canada 2.314%

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

4Based on the composition as of March 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.