Summary
The STOXX North America Select 50 EUR 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
SXA1SEP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0321940170
Last Value
218.51
+1.07 (+0.49%)
As of CET
Week to Week Change
1.18%
52 Week Change
2.96%
Year to Date Change
4.28%
Daily Low
217.22
Daily High
218.74
52 Week Low
192.32 — 27 Oct 2023
52 Week High
218.51 — 22 Jul 2024
Top 10 Components
| PEMBINA PIPELINE CORP | CA |
| Royal Bank of Canada | CA |
| Philip Morris International In | US |
| Fortis Inc. | CA |
| KINDER MORGAN | US |
| Duke Energy Corp. | US |
| National Bank of Canada | CA |
| GAMING AND LEISURE PROPERTIES | US |
| Johnson & Johnson | US |
| BCE Inc. | CA |
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Low
High
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€312.17
+1.50
1Y Return
9.09%
1Y Volatility
0.08%
STOXX® U.S. Equity Factor
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1Y Return
24.49%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
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1Y Return
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1Y Volatility
0.12%