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Indices

STOXX® North America Diversification Select 50 EUR

Summary

The STOXX North America Diversification Select 50 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX North America 600 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 50 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
SXA1DSR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0321940212
Last Value
595.05 -2.19 (-0.37%)
As of 10:15 pm CET
Week to Week Change
0.12%
52 Week Change
11.56%
Year to Date Change
8.88%
Daily Low
595.05
Daily High
595.05
52 Week Low
501.3527 Oct 2023
52 Week High
597.2423 Sep 2024

Top 10 Components

PEMBINA PIPELINE CORP CA
Coca-Cola Co. US
Fortis Inc. CA
Enbridge Inc. CA
Lockheed Martin Corp. US
Johnson & Johnson US
BCE Inc. CA
TC ENERGY CA
Consolidated Edison Inc. US
CME Group Inc. Cl A US
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