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
TCCASEGA
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298407252
Last Value
552.55
+1.12 (+0.20%)
As of CET
Week to Week Change
1.06%
52 Week Change
28.33%
Year to Date Change
19.57%
Daily Low
552.55
Daily High
552.55
52 Week Low
426.88 — 13 Nov 2023
52 Week High
563.8 — 18 Oct 2024
Top 10 Components
| Enbridge Inc. | CA |
| TC ENERGY | CA |
| KEYERA CORP | CA |
| Bank of Nova Scotia | CA |
| CANADIAN UTILITIES 'A' | CA |
| GIBSON ENERGY | CA |
| Power Corp. of Canada | CA |
| IGM Financial Inc. | CA |
| EXCHANGE INCOME | CA |
| CAPITAL POWER | CA |
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