Summary
The STOXX North America Select 50 USD Index captures the performance of stocks with low volatility and high dividends from the STOXX North America 600 Index.
The component selection process first excludes all 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.
Details
Symbol
SXA1SEGV
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298407047
Last Value
464.65
+3.02 (+0.65%)
As of CET
Week to Week Change
0.80%
52 Week Change
7.70%
Year to Date Change
7.38%
Daily Low
464.65
Daily High
464.65
52 Week Low
380.19 — 27 Oct 2023
52 Week High
464.65 — 26 Jul 2024
Top 10 Components
| KINDER MORGAN | US |
| PEMBINA PIPELINE CORP | CA |
| Duke Energy Corp. | US |
| Philip Morris International In | US |
| Johnson & Johnson | US |
| Consolidated Edison Inc. | US |
| Fortis Inc. | CA |
| ALLIANT ENERGY CORP. | US |
| Royal Bank of Canada | CA |
| Southern Co. | US |
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Low
High
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