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
Top 10 Components
Duke Energy Corp. | US |
Philip Morris International In | US |
PEMBINA PIPELINE CORP | CA |
Fortis Inc. | CA |
KINDER MORGAN | US |
Johnson & Johnson | US |
Royal Bank of Canada | CA |
Consolidated Edison Inc. | US |
National Bank of Canada | CA |
ALLIANT ENERGY CORP. | US |