Summary
The STOXX Asia/Pacific Diversification Select 50 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Asia/Pacific 600 Index.
The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes 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
| NETLINK | SG |
| CLP Holdings Ltd. | HK |
| DAIWA HOUSE REIT INVESTMENT | JP |
| Orix JREIT Inc. | JP |
| FRASERS CENTREPOINT TST. | SG |
| CAPITALAND INT COMM TRUST | SG |
| SEKISUI HOUSE REIT | JP |
| Japan Metropolitan Fund Invest | JP |
| GLP J-REIT | JP |
| Hong Kong & China Gas Co. Ltd. | HK |