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
SXXSEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0298406999
Bloomberg ID
BBG00B6QWNW0
Last Value
128.75
+0.19 (+0.15%)
As of CET
Week to Week Change
-2.42%
52 Week Change
0.66%
Year to Date Change
-4.57%
Daily Low
128.11
Daily High
129.84
52 Week Low
120.74 — 12 Oct 2022
52 Week High
146.18 — 1 May 2023
Top 10 Components
| KPN | Telecommunications | NL |
| ELISA CORPORATION | Telecommunications | FI |
| ORANGE | Telecommunications | FR |
| ZURICH INSURANCE GROUP | Insurance | CH |
| IBERDROLA | Utilities | ES |
| VINCI | Construction and Materials | FR |
| TRYG | Insurance | DK |
| ALLIANZ | Insurance | DE |
| SAMPO | Insurance | FI |
| FREENET | Telecommunications | DE |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€270.1
-2.47
1Y Return
6.39%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€571.2
-6.88
1Y Return
7.40%
1Y Volatility
0.17%
STOXX® Global 1800 Ax Momentum
$271.31
-0.70
1Y Return
16.26%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%