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
SXA1SEL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0298407021
Last Value
207.53
-0.38 (-0.18%)
As of CET
Week to Week Change
-0.37%
52 Week Change
15.15%
Year to Date Change
12.11%
Daily Low
206.94
Daily High
208.63
52 Week Low
164.36 — 27 Oct 2023
52 Week High
209.31 — 16 Sep 2024
Top 10 Components
| PEMBINA PIPELINE CORP | CA |
| KINDER MORGAN | US |
| Enbridge Inc. | CA |
| Entergy Corp. | US |
| Williams Cos. | US |
| Sun Life Financial Inc. | CA |
| TC ENERGY | CA |
| Fortis Inc. | CA |
| Philip Morris International In | US |
| Royal Bank of Canada | CA |
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Low
High
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