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SIZE INDICES

EURO STOXX Small

Index Description

The EURO STOXX® Size Indices provide a broad yet liquid representation of large, mid and small cap companies of 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The indices have a variable number of components and are part of the EURO STOXX Size index family.

Key facts

  • Liquid gateway to Eurozone stocks
  • Transparent and rules-based methodology
  • Buffer rule applied on parent index level aims to reduce turnover
  • Weighted by free-float market cap
  • Serves as an underlying for a variety of financial products such as options, futures and ETFs

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
EURO STOXX Small 675.3 307.1 3.3 3.1 5.6 1.2 1.8 0.4 36.1
EURO STOXX 8,399.0 6,065.0 20.5 7.7 385.0 1.2 6.3 0.0 3.8

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
EURO STOXX Small 4.1 -0.6 6.9 3.1 44.6 N/A N/A 7.1 1.0 7.7
EURO STOXX 4.4 7.7 16.8 20.9 57.6 N/A N/A 17.3 6.6 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Small N/A N/A 16.9 21.4 21.8 N/A N/A 0.2 0.0 0.3
EURO STOXX N/A N/A 14.5 21.1 22.6 N/A N/A 0.8 0.2 0.4
Index to benchmark Correlation Tracking error (%)
EURO STOXX Small 0.9 0.9 0.9 1.0 1.0 4.3 4.5 5.8 5.8 6.1
Index to benchmark Beta Annualized information ratio
EURO STOXX Small 0.9 1.1 1.1 1.0 0.9 -0.7 -7.4 -1.5 -0.9 -0.3

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

2Based on EURIBOR1M

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

SIZE INDICES

EURO STOXX Small

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
EURO STOXX Small 26.2 12.6 12.7 12.7 1.3 3.0 0.8 13.9
EURO STOXX 17.3 13.6 15.1 15.1 1.8 3.7 1.2 26.7

Performance and annual returns

Methodology

The EURO STOXX Size indices are subsets of the STOXX Europe 600 Size indices, namely the STOXX Europe Large 200, STOXX Europe Mid 200 and STOXX Europe Small 200 indices. The size assignments are based on free-float market cap. The EURO STOXX Large Index is formed by taking all Eurozone listed companies in the STOXX Europe Large 200 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
Net Return EUR CH0009107472 SCXT SCXT INDEX .SCXT
Price EUR CH0009107456 SCXE SCXE INDEX .SCXE
Net Return USD CH0009107480 SCXU SCXU INDEX .SCXU
Price USD CH0009107464 SCXK SCXK INDEX .SCXK
Gross Return EUR CH0147787227 SCXGT SCXGT INDEX .SCXGT
Gross Return USD CH0147789785 SCXGU

Quick Facts

Weighting Free-float market cap
Cap Factor 20% on a component level for the Europe, Eurozone and Eastern Europe regions
No. of components Variable
Review frequency Quarterly in Mar., Jun., Sep., Dec.
To learn more about the inception date, currency versions, calculation hours and historical values, please see ourdata 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.

SIZE INDICES

EURO STOXX Small

Top 10 Components4

Company Supersector Country Weight
SPIE Construction and Materials France 1.822%
CTS EVENTIM Media Germany 1.703%
TALANX Insurance Germany 1.550%
D'IETEREN GROUP Automobiles and Parts Belgium 1.545%
BANKINTER Banks Spain 1.533%
BPER Banca Banks Italy 1.524%
CARL ZEISS MEDITEC Health Care Germany 1.488%
ARCADIS Construction and Materials Netherlands 1.471%
ANDRITZ Industrial Goods and Services Austria 1.448%
RATIONAL Industrial Goods and Services Germany 1.433%

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.