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Indices

STOXX® True Exposure Europe 50% Select 30 EUR

Summary

The STOXX True Exposure Europe 50% Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX True Exposure Europe 50% Index.

The component selection process first excludes all 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
STREMSEG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407468
Last Value
439.06 -1.91 (-0.43%)
As of 05:50 pm CET
Week to Week Change
1.35%
52 Week Change
22.26%
Year to Date Change
10.41%
Daily Low
439.06
Daily High
439.06
52 Week Low
357.774 Oct 2023
52 Week High
440.9719 Aug 2024

Top 10 Components

ORANGE FR
ZURICH INSURANCE GROUP CH
ENGIE FR
Redeia Corporacion ES
TRYG DK
AXA FR
ENEL IT
POSTE ITALIANE IT
AGEAS BE
SNAM RETE GAS IT
Zoom
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