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FACTSHEET/1EURO STOXX® SIZE INDICES
Stated Objective
The EURO STOXX Size indices are derived from the STOXX Europe 600 Index and are designed to provide a broad yet liquid representation of large, mid and small capitalisation companies of 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.
Unique Aspects
Comprises large, mid and small Size indices of approximately 100 components each, with the EURO STOXX Index having approximately 300 components.
Descriptive Statistics
Index Market Capitalisation (EUR Bil.) Full Free Float EURO STOXX TMI (%) EURO STOXX EURO STOXX Large EURO STOXX Mid EURO STOXX Small 3,527.52 2,628.83 594.31 304.39 2,545.41 2,054.33 335.76 155.32 94.56 12.47 5.77 8.11 3.26 1.49 3.25 11.13 3.20 1.42 88.05 88.05 7.49 2.99 0.39 4.02 1.27 0.39 3.46 4.29 2.23 1.93 0.02 0.20 0.38 0.25 0.33 1.44 4.84 6.04 76.32 19.20 Components (EUR Bil.)* Component Weights (%) Largest Smallest Largest Smallest Tracking Error vs. EURO STOXX TMI (%)
Coverage of Mean Median
Performance**
Index Change (%) Last Month EURO STOXX EURO STOXX Large EURO STOXX Mid EURO STOXX Small 5.48 5.24 5.68 8.23 -0.11 -2.05 7.48 12.53 -0.11 -2.05 7.48 12.53 23.37 21.28 30.30 43.07 -46.32 -46.28 -46.26 -47.70 4.87 6.54 -1.09 -4.49 -0.10 -2.03 7.37 12.35 -12.69 -13.72 -8.91 -5.49 -3.51 -4.26 -0.72 1.00 YTD 2010 2009 2008 Annualised (%) 2007 1 Year 3 Years 5 Years Since Incept. *** 5.38 5.61 5.32 3.29 16.40 16.88 14.54 16.10 Volatility (%) (30 days)
Fundamentals
Index Price/Earnings Incl. Negative Trailing EURO STOXX EURO STOXX Large EURO STOXX Mid EURO STOXX Small 13.75 13.11 16.65 19.02 Projected 10.26 9.84 12.18 13.22 Price/Earnings Excl. Negative Trailing 12.78 12.52 13.18 16.29 Projected 10.24 9.84 11.93 13.22 1.41 1.41 1.26 1.74 2.76 2.91 2.04 2.29 0.77 0.78 0.69 0.82 6.61 6.80 5.40 7.35 Price/ Dividend Book Yield (%) Price/ Price/ Sales Cash Flow
* Based on free float Mcap