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
Top 10 Components
Enbridge Inc. | CA |
Royal Bank of Canada | CA |
Fortis Inc. | CA |
Bank of Nova Scotia | CA |
Johnson & Johnson | US |
Sun Life Financial Inc. | CA |
FirstEnergy Corp. | US |
PEMBINA PIPELINE CORP | CA |
Rogers Communications Inc. Cl | CA |
EVERGY | US |