Summary
The STOXX Europe Christian Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Europe Christian index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 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
SXCHSEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407401
Last Value
450.12
-0.47 (-0.10%)
As of CET
Week to Week Change
1.06%
52 Week Change
20.04%
Year to Date Change
14.21%
Daily Low
450.12
Daily High
450.12
52 Week Low
359.72 — 3 Oct 2023
52 Week High
450.59 — 28 Aug 2024
Top 10 Components
| ORANGE | FR |
| ASSICURAZIONI GENERALI | IT |
| ZURICH INSURANCE GROUP | CH |
| ALLIANZ | DE |
| ENGIE | FR |
| Redeia Corporacion | ES |
| INWIT | IT |
| IG GRP HLDG | GB |
| TRYG | DK |
| AXA | FR |
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