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EURO iSTOXX® 50 Style Weighted
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The EURO iSTOXX 50 Style Weighted Index, using three style factors – value, quality and size – reweights the components of the prominent EURO STOXX 50 benchmark. The index includes all the components of the EURO STOXX 50 but with a weighting scheme that is based not only on free-float market cap but also on a score calculated using style factors.
The score is based on return on equity, price-to-book ratio and free-float market cap. Companies ranked 1 to 10 get a weight of 5%, from 11 to 20 get a weight of 2.5%, from 21 to 30 get a weight of 1.5%, from 31 to 40 get a weight of 0.75% and from 41 to 50 get a weight of 0.25%.
Index Guides, Benchmark statement, and other reports are available under the Data tab.