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
SXXSEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0298406999
Bloomberg ID
BBG00B6QWNW0
Last Value
147.93
-0.14 (-0.09%)
As of CET
Week to Week Change
1.02%
52 Week Change
4.36%
Year to Date Change
5.89%
Daily Low
147.68
Daily High
147.97
52 Week Low
128.56 — 3 Oct 2023
52 Week High
148.07 — 16 May 2024
Top 10 Components
| KPN | NL |
| Naturgy Energy Group | ES |
| ORANGE | FR |
| IBERDROLA | ES |
| SWISSCOM | CH |
| Redeia Corporacion | ES |
| ASSICURAZIONI GENERALI | IT |
| RUBIS | FR |
| TERNA | IT |
| SWISS PRIME SITE | CH |
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Low
High
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STOXX® International Equity Factor
€316.53
-0.31
1Y Return
13.45%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€704.45
-0.23
1Y Return
33.22%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$388.49
-0.01
1Y Return
47.56%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$376.16
-0.03
1Y Return
41.58%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€206.81
-0.40
1Y Return
11.03%
1Y Volatility
0.12%