Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

BENCHMARK INDICES

STOXX Asia AC Mid Cap

Index Description

The STOXX Asia AC Mid Cap Index is a broad market cap weighted index designed to represent the performance of the Mid Cap companies from Asia covering approximately 15% of investable market capitalization. STOXX Asia AC Mid Cap 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 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 Mid Cap 3,238.5 1,947.7 1.6 0.9 12.6 0.0 0.6 0.0 18.1
STOXX World AC Mid Cap 12,587.5 9,889.8 4.7 2.2 53.7 0.0 0.5 0.0 12.1

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 Mid Cap 8.0 9.9 10.0 -2.4 13.9 N/A N/A 10.0 -0.8 2.6
STOXX World AC Mid Cap 10.0 8.4 5.2 5.0 31.5 N/A N/A 5.2 1.6 5.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Asia AC Mid Cap N/A N/A 11.0 13.1 14.4 N/A N/A 0.6 -0.2 0.2
STOXX World AC Mid Cap N/A N/A 12.6 14.9 17.7 N/A N/A 0.3 0.0 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Asia AC Mid Cap 0.5 0.5 0.4 0.5 0.6 13.1 12.2 12.4 14.0 15.1
Index to benchmark Beta Annualized information ratio
STOXX Asia AC Mid Cap 0.4 0.4 0.4 0.4 0.5 -1.7 0.0 0.3 -0.3 -0.3

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

2Based on EURIBOR1M

(USD, Net Return), all data as of November 30, 2023

BENCHMARK INDICES

STOXX Asia AC Mid Cap

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 Mid Cap 15.9 14.3 13.0 13.0 1.1 2.1 0.6 0.5
STOXX World AC Mid Cap 21.0 15.6 15.0 15.0 1.8 1.8 1.1 2.5

Performance and annual returns

Methodology

The STOXX Asia AC Mid Cap Index is a broad market cap weighted index designed to represent the performance of the Mid Cap companies from Asia covering approximately 15% of investable market capitalization. STOXX Asia AC Mid Cap 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 CH1213344513 SWAMCR .SWAMCR
Gross Return EUR CH1213344521 SWAMCGR .SWAMCGR
Price EUR CH1213344539 SWAMCP .SWAMCP
Net Return USD CH1213344489 SWAMCV .SWAMCV
Gross Return USD CH1213344497 SWAMCGV .SWAMCGV
Price USD CH1213344505 SWAMCL .SWAMCL

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 Mid Cap

Top 10 Components4

Company Supersector Country Weight
Link Real Estate Investment Tr Real Estate Hong Kong 0.648%
New Oriental Education & Tech. Consumer Products and Services China 0.619%
Accton Telecommunications Taiwan 0.451%
Osaka Gas Co. Ltd. Utilities Japan 0.416%
TOPPAN Holdings Industrial Goods and Services Japan 0.395%
Kajima Corp. Construction and Materials Japan 0.390%
CAPITALAND ASCENDAS REIT Real Estate Singapore 0.388%
SinoPac Fin. Ho. Banks Taiwan 0.384%
Tokyu Corp. Industrial Goods and Services Japan 0.376%
Taishin Fhc Banks Taiwan 0.375%

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

4Based on the composition as of November 30, 2023