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
SXA1SEL
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0298407021
Last Value
191.62
-0.91 (-0.47%)
As of CET
Week to Week Change
1.56%
52 Week Change
0.38%
Year to Date Change
3.52%
Daily Low
191.23
Daily High
192.8
52 Week Low
164.36 — 27 Oct 2023
52 Week High
192.95 — 17 Jul 2024
Top 10 Components
| KINDER MORGAN | US |
| PEMBINA PIPELINE CORP | CA |
| Duke Energy Corp. | US |
| Johnson & Johnson | US |
| Williams Cos. | US |
| Philip Morris International In | US |
| Fortis Inc. | CA |
| Consolidated Edison Inc. | US |
| Royal Bank of Canada | CA |
| CME Group Inc. Cl A | US |
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Low
High
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