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BENCHMARK INDICES
STOXX Saudi Arabia Small Cap
Index Description
The STOXX Saudi Arabia Small Cap Index is a broad market cap weighted index designed to represent the performance of the Small Cap companies from Saudi Arabia covering approximately 15% of investable market capitalization. STOXX Saudi Arabia Small 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 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 Saudi Arabia Small Cap | 63.0 | 37.0 | 0.7 | 0.6 | 1.6 | 0.1 | 4.3 | 0.3 | 21.5 |
STOXX Emerging Markets All Cap | 16,258.6 | 8,923.9 | 1.3 | 0.2 | 590.9 | 0.0 | 6.6 | 0.0 | 8.3 |
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 Saudi Arabia Small Cap | -1.2 | 6.6 | 29.1 | N/A | N/A | N/A | N/A | 29.2 | N/A | N/A |
STOXX Emerging Markets All Cap | 2.1 | 2.4 | 10.8 | -13.4 | 15.4 | N/A | N/A | 10.8 | -4.7 | 2.9 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX Saudi Arabia Small Cap | N/A | N/A | 11.9 | 12.6 | 12.6 | N/A | N/A | 1.7 | 1.2 | 1.2 |
STOXX Emerging Markets All Cap | N/A | N/A | 11.4 | 15.5 | 17.2 | N/A | N/A | 0.5 | -0.4 | 0.1 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX Saudi Arabia Small Cap | -0.3 | 0.0 | 0.2 | 0.2 | 0.2 | 18.8 | 17.6 | 14.9 | 17.2 | 17.2 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX Saudi Arabia Small Cap | -0.3 | 0.0 | 0.2 | 0.1 | 0.1 | -2.2 | 0.8 | 1.0 | 0.4 | 0.4 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Net Return), all data as of March 29, 2024
BENCHMARK INDICES
STOXX Saudi Arabia Small 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 Saudi Arabia Small Cap | 31.4 | 26.2 | 26.8 | 26.8 | 2.8 | 2.6 | 2.8 | 86.7 |
STOXX Emerging Markets All Cap | 18.2 | 13.3 | 14.5 | 14.5 | 1.6 | 2.5 | 0.8 | 18.2 |
Performance and annual returns
Methodology
The STOXX Saudi Arabia Small Cap Index is a broad market cap weighted index designed to represent the performance of the Small Cap companies from Saudi Arabia covering approximately 15% of investable market capitalization. STOXX Saudi Arabia Small 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.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Net Return EUR | CH1169658411 | SWSASCR | .SWSASCR | |
Price EUR | CH1169658437 | SWSASCP | .SWSASCP | |
Gross Return EUR | CH1169658429 | SWSASCGR | .SWSASCGR | |
Net Return USD | CH1169658387 | SWSASCV | .SWSASCV | |
Gross Return USD | CH1169658395 | SWSASCGV | .SWSASCGV | |
Price USD | CH1169658403 | SWSASCL | .SWSASCL |
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. 19, 2022 |
History | Available from Sep. 19, 2022 |
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 Saudi Arabia Small Cap
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
ASTRA INDUSTRIAL GROUP | Financial Services | Saudi Arabia | 4.257% |
SAUDIA DAIRY & FDSF | Food, Beverage and Tobacco | Saudi Arabia | 3.715% |
ABDULLAH AL OTHAIM MKTS | Personal Care, Drug and Grocery Stores | Saudi Arabia | 3.600% |
ARABIAN CENTRES COMPANY | Real Estate | Saudi Arabia | 3.349% |
JAMJOOM PHARMA | Health Care | Saudi Arabia | 3.325% |
ALDREES PTL& TRANSVS | Energy | Saudi Arabia | 3.282% |
CATRION CATERING HOLDING | Industrial Goods and Services | Saudi Arabia | 3.168% |
EMAAR THE ECONOMIC CITY | Real Estate | Saudi Arabia | 2.971% |
SAUDI MOBILE TELECOM | Telecommunications | Saudi Arabia | 2.965% |
AL HAMMADI HOLDING | Health Care | Saudi Arabia | 2.899% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024