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
SXA1SER
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0321940188
Last Value
483.7
-2.10 (-0.43%)
As of CET
Week to Week Change
-0.70%
52 Week Change
20.72%
Year to Date Change
18.28%
Daily Low
483.7
Daily High
483.7
52 Week Low
395.8 — 20 Dec 2023
52 Week High
505.97 — 22 Nov 2024
Top 10 Components
| PEMBINA PIPELINE CORP | CA |
| Royal Bank of Canada | CA |
| KINDER MORGAN | US |
| Sun Life Financial Inc. | CA |
| Enbridge Inc. | CA |
| Fortis Inc. | CA |
| Bank of Nova Scotia | CA |
| Philip Morris International In | US |
| Entergy Corp. | US |
| TC ENERGY | CA |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€315.37
-2.13
1Y Return
9.27%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€821.33
+8.86
1Y Return
33.71%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.26
+2.71
1Y Return
48.71%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$436.76
+4.39
1Y Return
47.46%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.34
-1.55
1Y Return
-0.65%
1Y Volatility
0.11%