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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
STREMSER
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407450
Bloomberg ID
BBG00B6QWPN5
Last Value
328.85 +1.91 (+0.58%)
As of 05:50 pm CET
Week to Week Change
-0.58%
52 Week Change
2.40%
Year to Date Change
2.42%
Daily Low
328.85
Daily High
328.85
52 Week Low
289.664 Oct 2023
52 Week High
333.0623 Apr 2024

Top 10 Components

ORANGE FR
Naturgy Energy Group ES
Redeia Corporacion ES
ENGIE FR
FREENET DE
ENEL IT
SNAM RETE GAS IT
POSTE ITALIANE IT
ELISA CORPORATION FI
ZURICH INSURANCE GROUP CH
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
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  • 6M
  • YTD
  • 1Y
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