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BENCHMARK INDICES

STOXX Asia Pacific AC ex Japan

Index Description

The STOXX Asia Pacific AC ex Japan Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Asia Pacific excluding Japan covering approximately 85% of investable market capitalization. STOXX Asia Pacific 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 (GBP bn) Components (GBP bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Asia Pacific AC ex Japan 10,442.2 6,461.1 3.2 0.6 467.8 0.0 7.2 0.0 6.5
STOXX World AC 68,438.3 58,098.6 15.2 2.5 2,475.3 0.0 4.3 0.0 5.0

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 Pacific AC ex Japan 2.8 3.2 5.1 -4.8 24.1 N/A N/A 5.2 -1.6 4.4
STOXX World AC 3.3 9.2 21.2 34.0 76.1 N/A N/A 21.3 10.2 11.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Asia Pacific AC ex Japan N/A N/A 12.4 15.9 16.6 N/A N/A 0.0 -0.2 0.2
STOXX World AC N/A N/A 9.7 13.2 16.3 N/A N/A 1.6 0.6 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Asia Pacific AC ex Japan 0.6 0.6 0.6 0.4 0.5 10.2 9.7 10.5 15.4 15.7
Index to benchmark Beta Annualized information ratio
STOXX Asia Pacific AC ex Japan 0.8 0.8 0.7 0.5 0.6 -0.6 -2.4 -1.4 -0.8 -0.5

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Asia Pacific 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 Pacific AC ex Japan 18.5 14.6 16.3 16.3 1.7 2.8 0.9 22.3
STOXX World AC 22.9 18.6 21.0 21.0 3.0 2.5 1.9 2.5

Performance and annual returns

Methodology

The STOXX Asia Pacific AC ex Japan Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Asia Pacific excluding Japan covering approximately 85% of investable market capitalization. STOXX Asia Pacific 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
Price EUR CH1213335669 SWAPJP .SWAPJP
Gross Return EUR CH1213335651 SWAPJGR .SWAPJGR
Net Return EUR CH1213335644 SWAPJR .SWAPJR
Price USD CH1213335636 SWAPJL .SWAPJL
Net Return USD CH1213335610 SWAPJV SWAPJV INDEX .SWAPJV
Gross Return USD CH1213335628 SWAPJGV .SWAPJGV
Net Return GBP CH1213358455 SWAPJHB .SWAPJHB
Gross Return GBP CH1213358463 SWAPJGB .SWAPJGB
Price GBP CH1213358448 SWAPJPB .SWAPJPB

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. 24, 2023
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 Pacific AC ex Japan

Top 10 Components4

Company Supersector Country Weight
TSMC Technology Taiwan 7.165%
Samsung Electronics Co Ltd Telecommunications South Korea 4.017%
TENCENT HOLDINGS Technology China 2.980%
ALIBABA GROUP HOLDING Retail China 1.933%
BHP GROUP LTD. Basic Resources Australia 1.798%
Commonwealth Bank of Australia Banks Australia 1.615%
Reliance Industries Ltd Energy India 1.503%
HDFC Bank Ltd Banks India 1.199%
CSL Ltd. Health Care Australia 1.115%
AIA GROUP Insurance Hong Kong 0.934%

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

4Based on the composition as of March 29, 2024