Summary
The STOXX Emerging Markets Select 100 USD 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
Top 10 Components
TISCO FINANCIAL GROUP | TH |
Malayan Banking Bhd | MY |
LG Uplus | KR |
HUATAI SECURITIES 'H' | CN |
CHINA ZHESHANG BANK 'H' | CN |
Ggzhou Auto Grp 'H' | CN |
CHINA CONSTRUCTION BANK CORP H | CN |
MONETA MONEY BANK | CZ |
KOMERCNI BANKA | CZ |
PEOPLE'S INSURANCE CO. H | CN |