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Indices

STOXX® Emerging Markets Diversification Select 100 EUR

Summary

The STOXX Emerging Markets Diversification Select 100 EUR Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Emerging Markets 1500 Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 100 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
EDEDSGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298436921
Bloomberg
EDEDSGR INDEX
Last Value
1,016.85 +2.41 (+0.24%)
As of 10:30 pm CET
Week to Week Change
0.87%
52 Week Change
5.84%
Year to Date Change
-5.05%
Daily Low
1016.85
Daily High
1016.85
52 Week Low
942.84 — 5 Aug 2024
52 Week High
1105.67 — 19 Feb 2025
Data
Factsheet

Top 10 Components

Petronas Gas BHD MY
OPAP GR
RHB BANK BHD MY
IGB REAL ESTATE INV.TST. MY
CEZ CZ
MOL Hungarian Oil and Gas HU
KOMERCNI BANKA CZ
BURSA MALAYSIA MY
Public Bank Bhd MY
MISC Bhd MY
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
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  • 6M
  • YTD
  • 1Y
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Low
High

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