Summary
The STOXX Europe Select 50 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Europe 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
SXXSEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407013
Bloomberg
SXXSEGR INDEX
Last Value
442.74
+3.42 (+0.78%)
As of CET
Week to Week Change
0.63%
52 Week Change
19.51%
Year to Date Change
12.25%
Daily Low
442.74
Daily High
442.74
52 Week Low
359.94 — 3 Oct 2023
52 Week High
442.74 — 23 Aug 2024
Top 10 Components
| ORANGE | FR |
| ASSICURAZIONI GENERALI | IT |
| ZURICH INSURANCE GROUP | CH |
| ALLREAL HLDG | CH |
| ALLIANZ | DE |
| ENGIE | FR |
| Redeia Corporacion | ES |
| LA FRANCAISE DES JEUX | FR |
| INWIT | IT |
| BRITISH AMERICAN TOBACCO | GB |
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