Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® Nordic Diversification Select 30 SEK

Summary

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

The component selection process first excludes all stocks whose 3-month ADTV is below SEK 10 Mln and stocks with the highest 12-month average correlation with all other stocks in the benchmark. It 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
BDXDSX
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0321940865
Bloomberg ID
BBG00CRCTM16
Last Value
498 -1.97 (-0.39%)
As of 05:50 pm CET
Week to Week Change
0.13%
52 Week Change
0.61%
Year to Date Change
-2.62%
Daily Low
497.73
Daily High
503.7
52 Week Low
472.226 Oct 2023
52 Week High
533.099 Mar 2023

Top 10 Components

SAMPO FI
SPAREBANK 1 SMN NO
SVENSKA HANDBKN.'B' SE
SVENSKA HANDELSBANKEN A SE
DNB BANK NO
ELISA CORPORATION FI
TRYG DK
SYDBANK DK
DANSKE BANK DK
TOPDANMARK DK
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High