Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® Europe ESG Social Leaders Diversification Select 30 EUR

Summary

The STOXX Europe ESG Social Leaders Diversification Select 30 EUR Index captures the performance of European stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Social Leaders Index.

The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 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.

Symbol
SESOCDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940568
Last Value
317.03 -2.23 (-0.70%)
As of 05:50 pm CET
Week to Week Change
1.38%
52 Week Change
13.64%
Year to Date Change
10.53%
Daily Low
317.03
Daily High
317.03
52 Week Low
278.449 Feb 2024
52 Week High
330.1418 Oct 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
SWISS LIFE HLDG CH
SAMPO FI
TELEFONICA ES
NOVARTIS CH
TERNA IT
ENI IT
Redeia Corporacion ES
AENA SME ES
ENGIE FR
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High