EURO STOXX® INSURANCE INDEX

1
SUPERSECTOR INDICES
EURO STOXX® INSURANCE INDEX
Stated objective
Key facts
The STOXX Supersector indices track supersectors of the relevant
benchmark index. There are 19 supersectors according to the
Industry Classification Benchmark (ICB). Companies are categorized
according to their primary source of revenue. The following
supersectors are available: automobile and parts, banks, basic
resources, chemicals, construction and materials, financial services,
food and beverage, health care, industrial goods and services,
insurance, media, oil and gas, personal and household goods, real
estate, communications, retail, technology, travel and leisure and
utilities.
» Categorization according to their primary source of revenue
guarantees an accurate classification of companies in their respective
business environments
» Component capping ensures that no component can dominate the
index
Descriptive statistics
Index
EURO STOXX Insurance Index
EURO STOXX Index
Market cap (EUR bn.)
Components ( EUR bn.)
Full
261.2
Free-float
211.5
Mean
14.1
4,423.2
3,279.0
11.2
Component weight (%)
Median Largest Smallest
4.5
62.8
1.4
4.8
101.1
Largest
29.7
1.0
3.1
Turnover (%)
Smallest Last 12 months
0.7
20.9
0.0
3.8
Country weighting
Supersector weighting (top 10)
Risk and return figures1
Index returns
Return (%)
Annualized return (%)
Last month
YTD
1Y
3Y
5Y
Last month
YTD
1Y
3Y
5Y
EURO STOXX Insurance Index
-0.9
7.4
7.4
108.3
69.6
-10.5
7.2
7.2
26.9
10.8
EURO STOXX Index
-2.3
5.0
5.0
58.1
40.0
-23.8
4.8
4.8
16.1
6.8
Index volatility and risk
Annualized Sharpe ratio2
Annualized volatility (%)
EURO STOXX Insurance Index
21.0
15.9
15.9
20.9
27.1
-0.3
0.4
0.4
1.2
0.4
EURO STOXX Index
22.9
15.5
15.5
16.5
20.0
-1.1
0.3
0.3
0.9
0.3
Index to benchmark
EURO STOXX Insurance Index
Correlation
1.0
0.9
0.9
0.9
1
2
4.7
6.5
3.7
0.3
Beta
Index to benchmark
EURO STOXX Insurance Index
0.9
Tracking error (%)
0.9
For information on data calculation, please refer to STOXX calculation reference guide.
Based on Euribor1m
0.9
0.9
1.2
1.3
6.5
8.6
10.9
Annualized information ratio
0.3
1.1
0.4
(EUR, gross return), all data as of Dec. 31, 2014
INNOVATIVE. GLOBAL. INDICES.
2
SUPERSECTOR INDICES
EURO STOXX® INSURANCE INDEX
Fundamentals (for last 12 months)
Price/earnings
incl. negative
Index
Price/earnings
excl. negative
Price/
book
Dividend
yield (%)
Price/
sales
Price/
cash flow
Trailing
Trailing
Projected
Trailing
Projected
Trailing
Trailing
Trailing
EURO STOXX Insurance Index
2.0
10.2
2.0
10.2
0.1
2.7
0.5
3.1
EURO STOXX Index
14.1
15.4
10.5
15.1
0.9
2.4
0.8
0.6
Methodology
Performance and annual returns3
Indices from the relevant benchmark index are categorized according
to their primary source of revenue. The largest stocks in each
supersector are chosen according to free-float market cap. The
detailed methodology including the calculation formula can be found
in our rulebook : http://www.stoxx.com/indices/rulebooks.html
Quick facts
Version and symbols
Index
ISIN
Symbol
Bloomberg
Reuters
Gross Return EUR
CH0102631386
SXIGT
SXIGT
.SXIGT
Net Return
EUR
EU0009658459
SXIT
SXIT Index
.SXIT
Price
EUR
EU0009658442
SXIE
SXIE Index
.SXIE
Net Return
USD
EU0009659291
SXIU
SXIU Index
.SXIU
Price
USD
EU0009659283
SXIK
SXIK Index
.SXIK
Complete list available here: www.stoxx.com/data/vendor_codes.html
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Weighting
Free-float market cap
Cap factor
None except for the STOXX Europe 600 Supersectors, where the
largest company is capped at 30% and the second largest at 15%
No. of components
Variable
Review frequency
Quarterly (March, June, September, December )
To learn more about the inception date, currency versions, calculation hours and
historical values, please see our data vendor code sheet.
STOXX data from Dec. 31, 2000 to Dec. 31, 2014
CONTACT DETAILS
STOXX customer support
P +41 58 399 5900
[email protected]
www.stoxx.com
Zurich/headquarters:
P +41 58 399 5300
(EUR, gross return), all data as of Dec. 31, 2014
Frankfurt: P +49 69 211 13243
Hong Kong: P +852 6307 9316
London: P +44 207 862 7680
Madrid: P +34 91 369 1229
New York: P +1 212 669 6426
STOXX is part of Deutsche Boerse and SIX
CUSTOMIZATION
The index can be used as a basis for the definition of STOXX® Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of
customization, in terms of component selection, weighting schemes and personalized calculation methodologies.
DISCLAIMER
STOXX® indices are protected through intellectual property rights. STOXX and EURO STOXX 50 are registered trademarks. The use of STOXX® indices for financial products or for other
purposes requires a license from STOXX. STOXX does not make any warranties or representations, express or implied with respect to the timeliness, sequence, accuracy, completeness,
currentness, merchantability, quality or fitness for any particular purpose of its index data. STOXX® is not providing investment advice through the publication of the STOXX® indices or in
connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX
on the merits of that company. Financial instruments based on the STOXX® indices are in no way sponsored, endorsed, sold or promoted by STOXX.
BACKTESTED PERFORMANCE
This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index
methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes.
Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.
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SUPERSECTOR INDICES
EURO STOXX® INSURANCE INDEX
Top 10 Components4
Company
Supersector
Country
ALLIANZ
AXA
MUENCHENER RUECK
ASSICURAZIONI GENERALI
SAMPO
AEGON
AGEAS
HANNOVER RUECK
SCOR
DELTA LLOYD
Insurance
Insurance
Insurance
Insurance
Insurance
Insurance
Insurance
Insurance
Insurance
Insurance
DE
FR
DE
IT
FI
NL
NL
DE
FR
NL
4
Based on the composition as of Dec. 31, 2014
Weight (%)
29.68
18.88
11.98
10.86
9.03
5.48
3.05
2.13
2.11
1.71