Summary
The iSTOXX Europe Longevity Select 50 Index is derived from the STOXX Europe 600 and selects stocks from sectors that might potentially benefit from the ageing population in Europe and which pay high dividends and display low volatility. In a first step, all companies are ranked into seven groups according to their ICB subsector code: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom & Media & Tech. All stocks whose ICB subsector is not relevant are excluded. In each group, the top dividend payers are selected. In a second step, all remaining companies are ranked in ascending order by their 12-month historical volatility. The top 50 constituents are selected while applying a 40-60 buffer rule and a cap of maximum of 15 stocks per group. Country caps also apply. All se-lected stocks are weighted according to the inverse of their 12-month historical volatility with a 5% cap.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXEL50P
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0576722331
Bloomberg
SXEL50P INDEX
Last Value
188.6
+0.11 (+0.06%)
As of CET
Week to Week Change
-0.46%
52 Week Change
14.97%
Year to Date Change
7.75%
Daily Low
188.02
Daily High
189.28
52 Week Low
160.46 — 27 Oct 2023
52 Week High
190.3899 — 27 Sep 2024
Top 10 Components
| KPN | NL |
| DEUTSCHE TELEKOM | DE |
| SWISSCOM | CH |
| IBERDROLA | ES |
| ORANGE | FR |
| Redeia Corporacion | ES |
| TELEFONICA | ES |
| NOVARTIS | CH |
| TERNA | IT |
| ENGIE | FR |
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