Summary
The STOXX Canada Select 30 CAD Index captures the performance of liquid stocks with low volatility and high dividends from the STOXX Canada Total Market 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
TCCASEDA
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298407245
Last Value
400.64
-0.75 (-0.19%)
As of CET
Daily Low
400.64
Daily High
400.64
Top 10 Components
| Great-West Lifeco Inc. | CA |
| Enbridge Inc. | CA |
| CHOICE PROPS REIT | CA |
| CANADIAN UTILITIES 'A' | CA |
| KEYERA CORP | CA |
| SMART CENTRES | CA |
| BCE Inc. | CA |
| TC ENERGY | CA |
| EMERA | CA |
| Bank of Nova Scotia | CA |
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