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Indices

EURO STOXX® Diversification Select 50 EUR

Summary

The EURO STOXX Diversification Select 50 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the EURO STOXX Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes 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.

Symbol
SXXDSGT
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298436897
Last Value
415.45 -0.91 (-0.22%)
As of 05:50 pm CET
Week to Week Change
-2.12%
52 Week Change
6.85%
Year to Date Change
6.20%
Daily Low
415.45
Daily High
415.45
52 Week Low
384.149 Feb 2024
52 Week High
437.327 Sep 2024

Top 10 Components

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