Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Export PDF

INDUSTRY INDICES

STOXX Europe 600 Industry Financials 30-15

Index Description

The STOXX Europe 600 Financials 30-15 Index is a market cap weighted index designed to represent the performance of securities from the STOXX Europe 600 Index that belong to the Financials Industry. All securities in the index are classified in the Financials Industry as per the Industry Classification Benchmark (ICB). Companies are subject to quarterly 30-15 capping, whereas the largest company is capped at 30% and the remaining companies are capped at 15%.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments.
  • Component capping ensures that no component can dominate the index.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 600 Industry Financials 30-15 2,350.0 2,002.2 18.0 7.3 138.1 1.8 6.9 0.1 4.4
STOXX Europe 600 13,764.4 10,882.5 18.1 6.2 383.4 1.1 3.5 0.0 3.3

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 Europe 600 Industry Financials 30-15 7.7 11.6 33.0 52.7 69.6 N/A N/A 33.9 15.3 11.3
STOXX Europe 600 4.2 7.8 15.7 30.8 57.4 N/A N/A 16.1 9.5 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Industry Financials 30-15 N/A N/A 12.3 19.2 24.1 N/A N/A 2.1 0.7 0.4
STOXX Europe 600 N/A N/A 10.0 14.6 17.7 N/A N/A 1.2 0.5 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Industry Financials 30-15 0.7 0.8 0.8 0.9 0.9 5.8 6.6 6.8 9.5 11.2
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Industry Financials 30-15 0.8 1.0 1.0 1.2 1.2 7.4 2.2 2.1 0.6 0.2

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of March 29, 2024

INDUSTRY INDICES

STOXX Europe 600 Industry Financials 30-15

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 Europe 600 Industry Financials 30-15 8.8 9.0 8.6 8.6 1.1 6.9 1.4 18.5
STOXX Europe 600 17.3 14.1 15.1 15.1 2.0 3.7 1.4 19.8

Performance and annual returns

Methodology

The STOXX Europe 600 Financials 30-15 Index is a market cap weighted index designed to represent the performance of securities from the STOXX Europe 600 Index that belong to the Financials Industry. All securities in the index are classified in the Financials Industry as per the Industry Classification Benchmark (ICB). Companies are subject to quarterly 30-15 capping, whereas the largest company is capped at 30% and the remaining companies are capped at 15%.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1169656639 S60030CR S60030CR INDEX .S60030CR
Gross Return EUR CH1169656647 S60030CG S60030CG INDEX .S60030CG
Price EUR CH1169656654 S60030CP .S60030CP
Net Return USD CH1169656613 S60030CV .S60030CV
Price USD CH1169656662 S60030CL .S60030CL
Gross Return USD CH1169656621 S60030CX .S60030CX

Quick Facts

Weighting Free-float market capitalization
Cap Factor The largest company is capped at 30% and the remaining companies are capped at 15%.
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 on March. 19, 2012
History Available from March. 19, 2012
Inception date August. 30, 2022
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 Europe 600 Industry Financials 30-15

Top 10 Components4

Company Supersector Country Weight
HSBC Banks UK 6.896%
ALLIANZ Insurance Germany 5.435%
UBS GROUP Financial Services Switzerland 4.567%
UBS GROUP Financial Services USA 4.567%
ZURICH INSURANCE GROUP Insurance Switzerland 3.654%
BCO SANTANDER Banks Spain 3.574%
BNP PARIBAS Banks France 3.567%
AXA Insurance France 3.321%
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 3.219%
MUENCHENER RUECK Insurance Germany 3.083%

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.