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Indices

STOXX® Nordic Diversification Select 30 SEK

Summary

The STOXX Nordic Diversification Select 30 SEK Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Nordic Total Market Index.

The component selection process first excludes all stocks whose 3-month ADTV is below SEK 10 Mln and stocks with the highest 12-month average correlation with all other stocks in the benchmark. It then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 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.

Symbol
BDXDSSZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940881
Last Value
1,329.31 -2.64 (-0.20%)
As of 05:50 pm CET
Week to Week Change
-0.32%
52 Week Change
23.22%
Year to Date Change
18.12%
Daily Low
1329.31
Daily High
1329.31
52 Week Low
1070.218 Nov 2023
52 Week High
1343.5728 Oct 2024

Top 10 Components

SPAR NORD BANK DK
SPAREBANK 1 SMN NO
SAMPO FI
TRYG DK
CLOETTA 'B' SE
MOWI NO
TELENOR NO
DNB BANK NO
ALM BRAND DK
ERICSSON LM B SE
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