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
SXA1SEV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298407039
Last Value
417.11
+0.91 (+0.22%)
As of CET
Week to Week Change
0.93%
52 Week Change
28.00%
Year to Date Change
16.14%
Daily Low
417.11
Daily High
417.11
52 Week Low
325.87 — 13 Nov 2023
52 Week High
422.97 — 18 Oct 2024
Top 10 Components
| Enbridge Inc. | CA |
| Fortis Inc. | CA |
| Johnson & Johnson | US |
| Royal Bank of Canada | CA |
| FirstEnergy Corp. | US |
| National Bank of Canada | CA |
| PEMBINA PIPELINE CORP | CA |
| Sun Life Financial Inc. | CA |
| Southern Co. | US |
| EVERGY | US |
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Low
High
Featured indices
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€318.15
-0.08
1Y Return
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1Y Volatility
0.11%
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€820.29
-5.56
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1Y Volatility
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.4
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1Y Return
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1Y Volatility
0.11%