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BLUE CHIP INDICES

STOXX Asia/Pacific 50

Index Description

The regional blue-chip indices are derived from regional subsets of the STOXX Global 1800 Index. The indices cover the largest supersector leaders of their region in terms of free-float market cap.

Key facts

  • Diversified, as they incorporate a capping factor to ensure that no country/component can dominate the index
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes
  • A fast-exit rule ensures the index accurately represents the performance of only the biggest and most liquid stocks

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/Pacific 50 3,636.7 3,228.7 64.6 58.6 309.1 19.4 9.6 0.6 3.3
STOXX Asia/Pacific 600 8,233.1 6,943.1 11.6 4.5 309.1 1.5 4.5 0.0 3.2

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 50 1.6 7.8 20.0 11.5 51.1 N/A N/A 20.5 3.7 8.7
STOXX Asia/Pacific 600 2.2 5.7 15.9 4.1 32.3 N/A N/A 16.3 1.4 5.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Asia/Pacific 50 N/A N/A 14.6 16.9 17.3 N/A N/A 1.1 0.1 0.5
STOXX Asia/Pacific 600 N/A N/A 13.3 15.5 16.2 N/A N/A 0.9 0.0 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Asia/Pacific 50 1.0 1.0 1.0 1.0 1.0 2.9 2.9 2.6 2.8 2.8
Index to benchmark Beta Annualized information ratio
STOXX Asia/Pacific 50 1.1 1.1 1.1 1.1 1.1 -2.8 2.8 1.4 0.9 1.0

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

BLUE CHIP INDICES

STOXX Asia/Pacific 50

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 50 18.2 17.0 17.6 17.6 2.0 2.6 1.7 24.1
STOXX Asia/Pacific 600 17.5 16.4 16.3 16.3 1.6 2.6 1.2 40.4

Performance and annual returns

Methodology

The regional blue-chip indices are derived from the relevant benchmark index: STOXX Europe 50 is selected from the STOXX Europe 600 Index; STOXX Nordic 30 is selected from STOXX Nordic Total Market Index; STOXX Asia/Pacific 50 is selected from the STOXX Asia/Pacific 600 Index; STOXX North America 50 is selected from the STOXX North America 600 Index. The target is to cover the largest supersector leaders from the benchmark index. The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0118477329 SX5PP SX5PP INDEX .SX5PP
Net Return EUR CH0118477337 SX5PR SX5PR INDEX .SX5PR
Net Return USD CH0118477352 SX5PV SX5PU INDEX .SX5PV
Price USD CH0118477345 SX5PL SX5PL INDEX .SX5PL

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components Fixed, number of stocks indicated in index name
Review frequency Annually (September)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

BLUE CHIP INDICES

STOXX Asia/Pacific 50

Top 10 Components4

Company Supersector Country Weight
Toyota Motor Corp. Automobiles and Parts Japan 9.574%
BHP GROUP LTD. Basic Resources Australia 4.534%
Commonwealth Bank of Australia Banks Australia 4.072%
Mitsubishi UFJ Financial Group Banks Japan 3.876%
SONY GROUP CORP. Consumer Products and Services Japan 3.337%
Mitsubishi Corp. Industrial Goods and Services Japan 2.979%
Keyence Corp. Industrial Goods and Services Japan 2.964%
CSL Ltd. Health Care Australia 2.810%
Tokyo Electron Ltd. Technology Japan 2.807%
Shin-Etsu Chemical Co. Ltd. Chemicals Japan 2.706%

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

4Based on the composition as of March 29, 2024