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
00:00-22:00 CET
ISIN
CH0298407112
Bloomberg
EDESEP INDEX
Last Value
345.33
+0.01 (+0.00%)
As of CET
Week to Week Change
1.95%
52 Week Change
16.67%
Year to Date Change
13.44%
Daily Low
345.24
Daily High
345.98
52 Week Low
284.26 — 23 Oct 2023
52 Week High
345.77 — 18 Sep 2024
Top 10 Components
| Malayan Banking Bhd | MY |
| CIMB Group Holdings Bhd | MY |
| TISCO FINANCIAL GROUP | TH |
| SK TELECOM | KR |
| AMMB Holdings Bhd | MY |
| KT&G Corp | KR |
| THANACHART CAPITAL | TH |
| PTT PCL | TH |
| MONETA MONEY BANK | CZ |
| LG Uplus | KR |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€315.13
-0.16
1Y Return
11.40%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€725.09
+0.80
1Y Return
23.34%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$418.55
+0.08
1Y Return
49.54%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$403.45
+0.09
1Y Return
46.42%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€205.67
+1.88
1Y Return
12.93%
1Y Volatility
0.12%