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
414.57
+3.00 (+0.73%)
As of CET
Week to Week Change
0.10%
52 Week Change
25.42%
Year to Date Change
15.43%
Daily Low
414.57
Daily High
414.57
52 Week Low
316.49 — 27 Oct 2023
52 Week High
419.8 — 1 Oct 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
Featured indices
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1Y Volatility
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1Y Volatility
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