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BENCHMARK INDICES

STOXX Italy All Cap

Index Description

The STOXX Italy All Cap Index is a broad market cap weighted index designed to represent the performance of the All Cap companies from Italy. STOXX Italy All 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 STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of large, mid and small 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 Italy All Cap 828.9 545.6 4.5 0.8 55.0 0.0 10.1 0.0 3.1
STOXX Developed World All Cap 72,681.1 65,148.5 10.2 1.3 2,815.2 0.0 4.3 0.0 2.4

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 Italy All Cap 11.7 32.5 32.7 36.6 74.8 N/A N/A 32.5 10.9 11.8
STOXX Developed World All Cap 9.4 17.0 12.3 20.6 59.3 N/A N/A 12.2 6.4 9.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Italy All Cap N/A N/A 19.9 23.0 24.9 N/A N/A 1.3 0.4 0.4
STOXX Developed World All Cap N/A N/A 12.5 15.4 18.4 N/A N/A 0.9 0.3 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Italy All Cap 0.7 0.7 0.7 0.7 0.7 13.2 14.5 14.2 17.0 17.4
Index to benchmark Beta Annualized information ratio
STOXX Italy All Cap 1.2 1.2 1.1 1.0 1.0 1.9 1.0 1.2 0.2 0.1

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Italy All 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 Italy All Cap 8.7 7.4 8.2 8.2 1.2 6.1 0.7 9.9
STOXX Developed World All Cap -0.9 14.1 14.4 14.4 0.1 2.4 1.4 8.5

Performance and annual returns

Methodology

The STOXX Italy All Cap Index is a broad market cap weighted index designed to represent the performance of the All Cap companies from Italy. STOXX Italy All 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 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 CH1169660037 SWITACR .SWITACR
Gross Return EUR CH1169660045 SWITACGR .SWITACGR
Price EUR CH1169660052 SWITACP .SWITACP
Net Return USD CH1169660003 SWITACV .SWITACV
Gross Return USD CH1169660011 SWITACGV .SWITACGV
Price USD CH1169660029 SWITACL .SWITACL

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 September. 24, 2001
History Available from Sep. 24, 2001
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 Italy All Cap

Top 10 Components4

Company Supersector Country Weight
ENEL Utilities Italy 10.076%
STELLANTIS Automobiles and Parts Italy 9.094%
UNICREDIT Banks Italy 8.984%
UNICREDIT Banks Germany 8.984%
INTESA SANPAOLO Banks Italy 8.522%
FERRARI Automobiles and Parts Italy 7.787%
ENI Energy Italy 6.922%
STMICROELECTRONICS Technology Italy 5.740%
ASSICURAZIONI GENERALI Insurance Italy 4.202%
MONCLER Consumer Products and Services Italy 2.131%

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

4Based on the composition as of November 30, 2023