Summary
The STOXX Europe Select 50 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Europe 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
SXXSEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407013
Bloomberg
SXXSEGR INDEX
Last Value
452.09
-2.11 (-0.46%)
As of CET
Week to Week Change
-0.84%
52 Week Change
25.60%
Year to Date Change
14.62%
Daily Low
452.09
Daily High
452.09
52 Week Low
359.94 — 3 Oct 2023
52 Week High
458.8 — 27 Sep 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| ALLIANZ | DE |
| TELEFONICA | ES |
| ENEL | IT |
| TRYG | DK |
| CEMBRA MONEY BANK | CH |
| ITALGAS | IT |
| Redeia Corporacion | ES |
| ENI | IT |
| ORANGE | FR |
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Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€319.89
+1.13
1Y Return
17.42%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€751.72
+10.44
1Y Return
30.15%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$432
+0.83
1Y Return
59.23%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$415.36
+4.44
1Y Return
55.08%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€205.6
+1.45
1Y Return
18.49%
1Y Volatility
0.12%