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Euro Stoxx 50








Euro Stoxx 50


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EURO STOXX 50 Index
Foundation26 February 1998
OperatorSTOXX
Constituents50
TypeMega cap
Market cap€1.962 trillion (March 2016)[1]
Weighting methodFree-float market capitalization
Related indicesSTOXX Europe 50
Websitestoxx.com

The EURO STOXX 50 is a stock index of Eurozone stocks designed by STOXX, an index provider owned by Deutsche Börse Group. According to STOXX, its goal is "to provide a blue-chip representation of Supersector leaders in the Eurozone". It is made up of fifty of the largest and most liquid stocks. The index futures and options on the EURO STOXX 50, traded on Eurex, are among the most liquid such products in Europe and the world.


The EURO STOXX 50 was introduced on 26 February 1998. Its composition is reviewed annually in September. The index is available in several currency (EUR, USD, CAD, GBP, JPY) and return (Price, Net Return, Gross Return) variant combinations. Calculation takes place every 15 seconds between 09:00 CET and 18:00 CET for the EUR and USD variants of any return type, while the CAD, GBP and JPY variants are available as end-of-day calculation only (18:00 CET).


The EURO STOXX 50 Index is derived from the 19 EURO STOXX regional Supersector indices and represents the largest super-sector leaders in the Eurozone in terms of free-float market capitalization.
The index captures about 60% of the free-float market capitalization of the EURO STOXX Total Market Index (TMI), which in turn covers about 95% of the free-float market capitalization of the represented countries.


The EURO STOXX 50 serves as the basis for single sub-indices such as the EURO STOXX 50 ex Financials, which excludes all companies assigned to the ICB code 8000.
It is one of the most liquid indices for the Eurozone: an ideal underlying for financial products or for benchmarking purposes. Additionally, the index serves as an underlying for many strategy indices, such as the EURO STOXX 50 Risk Control Indices. Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes. Selection methodology ensures a stable and up-to-date index composition. Fast-entry and fast-exit rules ensure the index accurately represents the performance of only the biggest and most liquid stocks.




Contents





  • 1 Development


  • 2 Calculation


  • 3 Composition


  • 4 See also


  • 5 References


  • 6 External links




Development[edit]





Performance of the Euro Stoxx 50 stock market index since 1998 (end-of-year points)[2]


The following table shows the end-of-year values of the Euro Stoxx 50 index since 1986.[3]


A record closing high of 5,464.43 was recorded on 6 March 2000.






































































































































Year
Year end
value
Change,
in points
Change,
in %
1986900.82
1987648.13−252.69−28.05
1988861.36213.2332.90
19891098.49237.1327.53
1990858.72−239.77−21.83
19911000.00141.2816.45
19921033.5133.513.35
19931433.34399.8338.69
19941320.59−112.75−7.87
19951506.82186.2314.10
19961850.32343.5022.80
19972531.99681.6736.84
19983342.32810.3332.00
19994904.461562.1446.74
20004772.39−132.07−2.69
20013806.13−966.26−20.25
20022386.41−1419.72−37.30
20032760.66374.2515.68
20042951.24190.586.90
20053578.93627.6921.27
20064119.94541.0115.12
20074399.72279.786.79
20082451.48−1948.24−44.28
20092966.24514.7621.00
20102792.82−173.42−5.85
20112316.55−476.27−17.05
20122635.93319.3813.79
20133109.00473.0717.95
20143146.4337.431.20
20153267.52121.093.85
20163291230.7
201735042136.4777В


Calculation[edit]


The calculation of the indices employ the Laspeyres formula, which measures price changes against a fixed base quantity weight:[4]


Indext=∑i=1n(pit⋅sit⋅ffit⋅cfit⋅xit)Dt=MtDtdisplaystyle Index_t=frac displaystyle sum _i=1^n(p_itcdot s_itcdot ff_itcdot cf_itcdot x_it)D_t=frac M_tD_tIndex_t=frac displaystyle sum _i=1^n(p_itcdot s_itcdot ff_itcdot cf_itcdot x_it)D_t=frac M_tD_t

where:


t = Time the index is computed

n = Number of companies in the index

pit = Price of company (i) at time (t)

sit = Number of shares of company (i) at time (t)

ffit = Free float factor of company (i) at time (t)

cfit = Weighting cap factor of company (i) at time (t)

xit = Exchange rate from local currency into index currency for company (i) at time (t)

Mt = Free-float market capitalization of the index at time (t)

Dt = Divisor of the index at time (t)

Changes in weights due to corporate actions are distributed proportionally across all index components. The index divisors, which is adjusted to maintain the continuity of the values of the index across changes due to corporate actions, are calculated as follows:


Dt+1=Dt⋅∑i=1n(pit⋅sit⋅ffit⋅cfit⋅xit)±ΔMCt+1∑i=1n(pit⋅sit⋅ffit⋅cfit⋅xit)displaystyle D_t+1=D_tcdot frac displaystyle sum _i=1^n(p_itcdot s_itcdot ff_itcdot cf_itcdot x_it)pm Delta MC_t+1displaystyle sum _i=1^n(p_itcdot s_itcdot ff_itcdot cf_itcdot x_it)D_t+1=D_tcdot frac displaystyle sum _i=1^n(p_itcdot s_itcdot ff_itcdot cf_itcdot x_it)pm Delta MC_t+1displaystyle sum _i=1^n(p_itcdot s_itcdot ff_itcdot cf_itcdot x_it)

where ΔMCt+1 = The difference between the closing market capitalization of the index and the adjusted closing market capitalization of the index: for companies with corporate actions effective at time (t+1), the free-float market capitalization is calculated with adjusted closing prices, the new number of shares at time (t+1) and the free-float factor at time (t+1) minus the free-float market capitalization calculated with closing prices, number of shares at time (t) and free-float factor at time (t).



Composition[edit]


As of May 2018[update], Euro Stoxx 50 consists of the following companies:[citation needed]
































































































































































































































































































































































TickerMain listingNameCorporate formRegistered
office
IndustryFounded
ADS.DE
FWB: ADS
Adidas
Germany Aktiengesellschaft

 Germany
Sportwear1924
AD.AS
Euronext: AD
Ahold Delhaize
Netherlands Naamloze vennootschap

 Netherlands
Retail2016 (1867)
AI.PA
Euronext: AI
Air Liquide
France Société Anonyme

 France
Chemistry1902
AIR.PA
Euronext: AIR
Airbus
European Union Societas Europaea

 Netherlands
Aerospace1970
ALV.DE
FWB: ALV
Allianz
European Union Societas Europaea

 Germany
Insurance1890
ABI.BR
Euronext: ABI
Anheuser-Busch InBev
Belgium Société Anonyme/
Naamloze vennootschap

 Belgium
Food and beverage2008 (1366/1888/1852/1895)
ASML.AS
Euronext: ASML
ASML Holding
Netherlands Naamloze vennootschap

 Netherlands
Technology1984
CS.PA
Euronext: CS
AXA
France Société Anonyme

 France
Insurance1816
BBVA.MC
BMAD: BBVA
Banco Bilbao Vizcaya Argentaria
Spain Sociedad Anónima

 Spain
Banking1857
SAN.MC
BMAD: SAN
Banco Santander
Spain Sociedad Anónima

 Spain
Banking1857
BAS.DE
FWB: BAS
BASF
European Union Societas Europaea

 Germany
Chemistry1865
BAYN.DE
FWB: BAYN
Bayer
Germany Aktiengesellschaft

 Germany
Chemistry1863
BMW3.DE
FWB: BMW
BMW
Germany Aktiengesellschaft

 Germany
Automotive industry1916
BNP.PA
Euronext: BNP
BNP Paribas
France Société Anonyme

 France
Banking2002 (1848/1872)
CRG.IR
ISEQ: CRG
CRH
Republic of Ireland Public Limited Company

 Ireland
Construction and materials1970 (1936)
SGO.PA
Euronext: SGO
Compagnie de Saint-Gobain
France Société Anonyme

 France
Construction and materials1665
DAI.DE
FWB: DAI
Daimler AG
Germany Aktiengesellschaft

 Germany
Automotive industry2007 (1926)
DPW.DE
FWB: DPW
Deutsche Post
Germany Aktiengesellschaft

 Germany
Logistics1995
DTE.DE
FWB: DTE
Deutsche Telekom
Germany Aktiengesellschaft

 Germany
Telecommunication1995
ENEL.MI
BIT: ENEL
Enel
Italy Società per azioni

 Italy
Electric utility1962
ENGI.PA
Euronext: ENGI
Engie
France Société Anonyme

 France
Electric utility2008
ENI.MI
BIT: ENI
Eni
Italy Società per azioni

 Italy
Petroleum1953
EOAN.DE
FWB: EOAN
E.ON
European Union Societas Europaea

 Germany
Electric utility2000
EI.PA
Euronext: EI
Essilor International
France Société Anonyme

 France
Pharmaceutical industry1849
FRE.DE
FWB: FRE
Fresenius SE
European Union Societas Europaea

 Germany
Health care equipment1912
BN.PA
Euronext: BN
Groupe Danone
France Société Anonyme

 France
Food and beverage1919
IBE.MC
BMAD: IBE
Iberdrola
Spain Sociedad Anónima

 Spain
Electric utility1992 (1907/1944)
ITX.MC
BMAD: ITX
Inditex
Spain Sociedad Anónima

 Spain
Retail1985
INGA.AS
Euronext: INGA
ING Group NV
Netherlands Naamloze vennootschap

 Netherlands
Banking1991
ISP.MI
BIT: ISP
Intesa Sanpaolo
Italy Società per azioni

 Italy
Banking2007 (1563)
OR.PA
Euronext: OR
L'Oréal
France Société Anonyme

 France
Personal and household goods1909
MC.PA
Euronext: MC
LVMH Moët Hennessy Louis Vuitton
European Union Societas Europaea

 France
Personal and household goods1987 (1743 / 1765 / 1854)
MUV2.DE
FWB: MUV2
Munich Re
Germany Aktiengesellschaft

 Germany
Insurance1880
NOKIA.HE
Nasdaq Helsinki: NOKIA
Nokia
Finland Julkinen osakeyhtiö

 Finland
Technology1865
ORA.PA
Euronext: ORA
Orange S.A.
France Société Anonyme

 France
Telecommunication1988
PHIA.AS
Euronext: PHIA
Philips
Netherlands Naamloze vennootschap

 Netherlands
Personal and household goods1891
SAF.PA
Euronext: SAF
Safran
France Société Anonyme

 France
Aerospace2005
SAN.PA
Euronext: SAN
Sanofi
France Société Anonyme

 France
Pharmaceutical industry2004 (1834/1899/1973)
SAP.DE
FWB: SAP
SAP SE
European Union Societas Europaea

 Germany
Technology1972
SU.PA
Euronext: SU
Schneider Electric
European Union Societas Europaea

 France
Goods and Services1836
SIE.DE
FWB: SIE
Siemens
Germany Aktiengesellschaft

 Germany
Goods and Services1847
GLE.PA
Euronext: GLE
Société Générale SA
France Société Anonyme

 France
Banking1864
TEF.MC
BMAD: TEF
Telefónica
Spain Sociedad Anónima

 Spain
Telecommunication1924
FP.PA
Euronext: FP
TOTAL S.A.
France Société Anonyme

 France
Petroleum1924
UL.PA
Euronext: UL
Unibail-Rodamco
European Union Societas Europaea

 France
Real estate2018 (1960)
UNA.AS
Euronext: UNA
Unilever
Netherlands Naamloze vennootschap

 Netherlands
Food and beverage1930 (1867/1885)
DG.PA
Euronext: DG
Vinci SA
France Société Anonyme

 France
Construction and materials1899
VIV.PA
Euronext: VIV
Vivendi
France Société Anonyme

 France
Media1853
VOW.DE
FWB: VOW
Volkswagen Group
Germany Aktiengesellschaft

 Germany
Automotive industry1937


See also[edit]



  • STOXX Europe 50 (a similar index not limited to the Eurozone)

  • S&P Europe 350


References[edit]




  1. ^ "EURO STOXX 50 website". STOXX. Retrieved 26 March 2016..mw-parser-output cite.citationfont-style:inherit.mw-parser-output .citation qquotes:"""""""'""'".mw-parser-output .citation .cs1-lock-free abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/6/65/Lock-green.svg/9px-Lock-green.svg.png")no-repeat;background-position:right .1em center.mw-parser-output .citation .cs1-lock-limited a,.mw-parser-output .citation .cs1-lock-registration abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/d/d6/Lock-gray-alt-2.svg/9px-Lock-gray-alt-2.svg.png")no-repeat;background-position:right .1em center.mw-parser-output .citation .cs1-lock-subscription abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/a/aa/Lock-red-alt-2.svg/9px-Lock-red-alt-2.svg.png")no-repeat;background-position:right .1em center.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registrationcolor:#555.mw-parser-output .cs1-subscription span,.mw-parser-output .cs1-registration spanborder-bottom:1px dotted;cursor:help.mw-parser-output .cs1-ws-icon abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/4/4c/Wikisource-logo.svg/12px-Wikisource-logo.svg.png")no-repeat;background-position:right .1em center.mw-parser-output code.cs1-codecolor:inherit;background:inherit;border:inherit;padding:inherit.mw-parser-output .cs1-hidden-errordisplay:none;font-size:100%.mw-parser-output .cs1-visible-errorfont-size:100%.mw-parser-output .cs1-maintdisplay:none;color:#33aa33;margin-left:0.3em.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registration,.mw-parser-output .cs1-formatfont-size:95%.mw-parser-output .cs1-kern-left,.mw-parser-output .cs1-kern-wl-leftpadding-left:0.2em.mw-parser-output .cs1-kern-right,.mw-parser-output .cs1-kern-wl-rightpadding-right:0.2em


  2. ^ http://www.boerse.de/historische-kurse/Euro-Stoxx-50/EU0009658145


  3. ^ http://www.boerse.de/historische-kurse/Euro-Stoxx-50/EU0009658145


  4. ^ http://www.stoxx.com/download/indices/rulebooks/stoxx_calculation_guide.pdf




External links[edit]


  • EURO STOXX 50 page

  • EURO STOXX 50 Fact sheet

  • STOXX Index Methodology Guide

  • Bloomberg page for SX5E:IND

  • Yahoo! Finance page for ^STOXX50E

  • Euro Stoxx 50 | Index | 965814 | EU0009658145 | Börse Frankfurt (Frankfurt Stock Exchange)










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