Summary
The STOXX North America Select 50 EUR 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
SXA1SEP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0321940170
Last Value
235.08
+2.07 (+0.89%)
As of CET
Daily Low
234.05
Daily High
235.81
Top 10 Components
| PEMBINA PIPELINE CORP | CA |
| Fortis Inc. | CA |
| Royal Bank of Canada | CA |
| Enbridge Inc. | CA |
| Sun Life Financial Inc. | CA |
| Duke Energy Corp. | US |
| Bank of Nova Scotia | CA |
| KINDER MORGAN | US |
| Toronto-Dominion Bank | CA |
| BCE Inc. | CA |
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Low
High
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