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BENCHMARK INDICES

STOXX China Total Market

Index Description

The STOXX Total Market Indices (TMI) cover 95% of the free-float market cap of the relevant investable stock universe by region or country. The STOXX Global TMI serves as the basis for all regional and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors.

Key facts

  • With 95% coverage of the free-float market cap of the relevant investable stock universe per region, the index forms a unique benchmark for a truly global investment approach

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX China Total Market 807.1 486.2 1.9 0.5 53.5 0.0 11.0 0.0 4.0
STOXX Asia Total Market 16,291.2 10,864.2 2.1 0.4 448.4 0.0 4.1 0.0 3.9

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 China Total Market -4.4 -4.4 -17.7 -8.9 -12.3 N/A N/A -17.9 -3.1 -2.6
STOXX Asia Total Market 1.4 1.4 9.8 15.1 38.9 N/A N/A 10.0 4.8 6.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX China Total Market N/A N/A 20.8 21.7 21.2 N/A N/A -1.2 -0.2 -0.1
STOXX Asia Total Market N/A N/A 12.0 13.1 14.2 N/A N/A 0.5 0.2 0.4
Index to benchmark Correlation Tracking error (%)
STOXX China Total Market 0.5 0.5 0.6 0.6 0.7 25.3 25.3 16.3 17.2 15.9
Index to benchmark Beta Annualized information ratio
STOXX China Total Market 1.1 1.1 1.1 1.0 1.0 -2.7 -2.7 -1.8 -0.5 -0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of January 31, 2024

BENCHMARK INDICES

STOXX China Total Market

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 China Total Market 4.2 5.8 3.9 3.9 0.5 4.5 0.1 0.0
STOXX Asia Total Market 15.8 6.8 13.8 13.8 1.5 2.6 0.8 3.4

Performance and annual returns

Methodology

The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. 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
Gross Return USD CH0121750803 TCCNGV TCCNGV INDEX .TCCNGV
Price EUR CH0121750753 TCCNP TCCNP INDEX .TCCNP
Net Return EUR CH0121750761 TCCNR TCCNR INDEX .TCCNR
Price USD CH0121750779 TCCNL TCCNL INDEX .TCCNL
Net Return USD CH0121750787 TCCNV TCCNV INDEX .TCCNV
Gross Return EUR CH0121750795 TCCNGR TCCNGR INDEX .TCCNGR

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
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 China Total Market

Top 10 Components4

Company Supersector Country Weight
CHINA CONSTRUCTION BANK CORP H Banks China 10.994%
ICBC H Banks China 6.753%
BANK OF CHINA 'H' Banks China 5.954%
PING AN INSUR GP CO. OF CN 'H' Insurance China 5.015%
BYD 'H' Automobiles and Parts China 4.265%
PetroChina Co Ltd 'H' Energy China 2.887%
China Merchants Bank Co Ltd'H' Banks China 2.617%
China Petroleum & Chemical 'H' Energy China 2.434%
CHINA SHENHUA EN. 'H' Energy China 2.417%
AGRICULTURAL BANK OF CHINA 'H' Banks China 2.069%

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

4Based on the composition as of January 31, 2024