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
561.06
-4.41 (-0.78%)
As of CET
Week to Week Change
-1.19%
52 Week Change
26.58%
Year to Date Change
21.41%
Daily Low
561.06
Daily High
561.06
52 Week Low
440.81 — 12 Dec 2023
52 Week High
571.34 — 5 Dec 2024
Top 10 Components
| Enbridge Inc. | CA |
| CANADIAN UTILITIES 'A' | CA |
| PEMBINA PIPELINE CORP | CA |
| Bank of Nova Scotia | CA |
| GIBSON ENERGY | CA |
| CHOICE PROPS REIT | CA |
| Power Corp. of Canada | CA |
| SMART CENTRES | CA |
| TELUS | CA |
| CROMBIE REIT | CA |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€320.68
+1.09
1Y Return
9.77%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€829.27
+11.80
1Y Return
34.78%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$448.37
-0.47
1Y Return
48.47%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$431.07
+0.03
1Y Return
45.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€198.42
+0.77
1Y Return
1.45%
1Y Volatility
0.11%