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Indices

STOXX® Canada Diversification Select 30 CAD

Summary

The STOXX Canada Diversification Select 30 CAD Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Canada Total Market 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 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.

Symbol
TCCADSGA
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298437044
Last Value
583.21 +3.37 (+0.58%)
As of 10:15 pm CET
Week to Week Change
-1.29%
52 Week Change
1.51%
Year to Date Change
0.85%
Daily Low
583.21
Daily High
583.21
52 Week Low
518.9527 Oct 2023
52 Week High
611.915 May 2023

Top 10 Components

TMX GROUP CA
Metro Inc. Cl A CA
Fortis Inc. CA
HYDRO ONE CA
PRAIRIESKY ROYALTY CA
BCE Inc. CA
INTACT FINANCIAL CA
RESTAURANT BRANDS INTL CA
Agnico-Eagle Mines Ltd. CA
PRIMO WATER CA
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