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BENCHMARK INDICES

STOXX Asia AC ex Japan

Index Description

The STOXX Asia AC ex Japan Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Asia excluding Japan covering approximately 85% of investable market capitalization. STOXX Asia AC ex Japan Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large and Mid cap companies that supports clients' global investment decisions whilst avoiding home biases.
  • A consistent and transparent methodology which fully embraces global standards of governance.
  • Can serve as a basis for numerous derived strategies.
  • Constructed using STOXX World Methodology.
  • Its countries follow the STOXX World Country classification framework.

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
STOXX Asia AC ex Japan 10,713.4 6,219.9 3.4 0.8 393.3 0.0 6.3 0.0 7.4
STOXX World AC 73,653.9 61,885.3 16.6 3.2 2,519.9 0.0 4.1 0.0 5.1

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 Asia AC ex Japan -2.4 1.0 11.5 -7.3 7.3 N/A N/A 11.5 -2.5 1.4
STOXX World AC -4.0 10.5 21.3 22.7 39.1 N/A N/A 21.3 7.0 6.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Asia AC ex Japan N/A N/A 17.2 17.6 18.3 N/A N/A 0.7 -0.1 0.1
STOXX World AC N/A N/A 13.7 14.6 17.4 N/A N/A 1.6 0.5 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Asia AC ex Japan 0.6 0.5 0.4 0.5 0.5 10.1 13.1 17.7 16.8 17.0
Index to benchmark Beta Annualized information ratio
STOXX Asia AC ex Japan 0.8 0.6 0.5 0.6 0.6 2.0 -1.0 -0.5 -0.6 -0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of September 29, 2023

BENCHMARK INDICES

STOXX Asia AC ex Japan

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 Asia AC ex Japan 14.7 13.4 12.4 12.4 1.4 2.5 0.7 1.4
STOXX World AC 19.0 16.7 16.7 16.7 0.1 2.6 1.6 17.0

Performance and annual returns

Methodology

The STOXX Asia AC ex Japan Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Asia excluding Japan covering approximately 85% of investable market capitalization. STOXX Asia AC ex Japan Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213335768 SWAAJR .SWAAJR
Gross Return EUR CH1213335776 SWAAJGR .SWAAJGR
Price EUR CH1213335784 SWAAJP .SWAAJP
Net Return USD CH1213335735 SWAAJV SWAAJV INDEX .SWAAJV
Gross Return USD CH1213335743 SWAAJGV .SWAAJGV
Price USD CH1213335750 SWAAJL .SWAAJL

Quick Facts

Weighting Free-float market capitalization
Cap Factor N/A
No. of components Variable
Review frequency Semi Annual
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of March. 21, 1997
History Available from Mar. 21, 1997
Inception date November. 16, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

BENCHMARK INDICES

STOXX Asia AC ex Japan

Top 10 Components4

Company Supersector Country Weight
TSMC Technology Taiwan 6.324%
Samsung Electronics Co Ltd Telecommunications South Korea 4.197%
TENCENT HOLDINGS Technology China 3.948%
ALIBABA GROUP HOLDING Retail China 3.081%
HDFC Bank Ltd Banks India 1.655%
Reliance Industries Ltd Energy India 1.582%
AIA GROUP Insurance Hong Kong 1.514%
MEITUAN Technology China 1.326%
PDD HOLDINGS ADR Technology China 1.084%
Infosys Ltd Technology India 1.062%

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

4Based on the composition as of September 29, 2023