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 ID
BBG00C5YXHS9
Last Value
332.9
+0.20 (+0.06%)
As of CET
Week to Week Change
1.15%
52 Week Change
14.22%
Year to Date Change
9.36%
Daily Low
332.15
Daily High
333.79
52 Week Low
279.77 — 10 Jul 2023
52 Week High
332.7 — 6 May 2024
Top 10 Components
| Huaku | TW |
| Malayan Banking Bhd | MY |
| Hon Hai Precision Industry Co | TW |
| Taiwan Goldsun Building Mat. | TW |
| RHB BANK BHD | MY |
| Formosa Plastics Corp | TW |
| TISCO FINANCIAL GROUP | TH |
| WAH LEE INDUS | TW |
| Transcend Info | TW |
| MONETA MONEY BANK | CZ |
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Low
High
Featured indices
STOXX® International Equity Factor
€312.32
+0.38
1Y Return
11.90%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€690.41
-0.09
1Y Return
31.23%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$381.5
+6.64
1Y Return
44.92%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$365.8
+4.33
1Y Return
37.55%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€200.39
+1.03
1Y Return
6.22%
1Y Volatility
0.12%