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
EDESEP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0298407112
Bloomberg
EDESEP INDEX
Last Value
356.41
+1.43 (+0.40%)
As of CET
Week to Week Change
0.85%
52 Week Change
17.08%
Year to Date Change
0.70%
Daily Low
352.84
Daily High
357.36
52 Week Low
294.02 — 22 Jan 2024
52 Week High
372.93 — 7 Oct 2024
Top 10 Components
| Malayan Banking Bhd | MY |
| TISCO FINANCIAL GROUP | TH |
| KOMERCNI BANKA | CZ |
| MOL Hungarian Oil and Gas | HU |
| VIETNAM DAIRY PRODUCTS | VN |
| OPAP | GR |
| MONETA MONEY BANK | CZ |
| CEZ | CZ |
| HELLENIQ ENERGY HOLDINGS | GR |
| SAI GON - HANOI | VN |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€323.03
+0.14
1Y Return
11.47%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€829.27
+11.80
1Y Return
34.78%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$448.37
-0.47
1Y Return
48.47%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$434.5
+3.46
1Y Return
46.66%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€198.42
+0.77
1Y Return
1.45%
1Y Volatility
0.11%