Summary
The STOXX Emerging Markets Select 100 EUR Index captures the performance of liquid stocks with low volatility and high dividends from the STOXX Emerging Markets 1500 Index.
The component selection process first excludes all 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
EDESEGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298407138
Bloomberg
EDESEGR INDEX
Last Value
977.78
+1.48 (+0.15%)
As of CET
Week to Week Change
0.25%
52 Week Change
27.37%
Year to Date Change
18.55%
Daily Low
977.78
Daily High
977.78
52 Week Low
767.05 — 23 Oct 2023
52 Week High
977.78 — 30 Aug 2024
Top 10 Components
| Malayan Banking Bhd | MY |
| CIMB Group Holdings Bhd | MY |
| TISCO FINANCIAL GROUP | TH |
| AMMB Holdings Bhd | MY |
| SK TELECOM | KR |
| KT&G Corp | KR |
| PTT PCL | TH |
| THANACHART CAPITAL | TH |
| MONETA MONEY BANK | CZ |
| LG Uplus | KR |
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Low
High
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