Summary
The STOXX North America Select 50 USD Index captures the performance of stocks with low volatility and high dividends from the STOXX North America 600 Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.
Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXA1SEV
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298407039
Last Value
397.4
+2.00 (+0.51%)
As of CET
Week to Week Change
1.51%
52 Week Change
17.40%
Year to Date Change
10.65%
Daily Low
397.4
Daily High
397.4
52 Week Low
316.49 — 27 Oct 2023
52 Week High
397.4 — 21 Aug 2024
Top 10 Components
| Philip Morris International In | US |
| PEMBINA PIPELINE CORP | CA |
| Duke Energy Corp. | US |
| KINDER MORGAN | US |
| Johnson & Johnson | US |
| National Bank of Canada | CA |
| Fortis Inc. | CA |
| Royal Bank of Canada | CA |
| Consolidated Edison Inc. | US |
| CME Group Inc. Cl A | US |
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Low
High
Featured indices
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€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
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1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
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1Y Volatility
0.12%