Summary
The STOXX Emerging Markets Select 100 EUR Index captures the performance of liquid stocks with low volatility and high dividends from the STOXX Emerging Markets 1500 Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 100 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
EDESEP
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0298407112
Bloomberg ID
BBG00C5YXHS9
Last Value
292.06
+0.80 (+0.27%)
As of CET
Week to Week Change
-0.85%
52 Week Change
9.06%
Year to Date Change
7.14%
Daily Low
291.31
Daily High
292.57
52 Week Low
257.18 — 26 Oct 2022
52 Week High
301.44 — 9 Jun 2023
Top 10 Components
| Malayan Banking Bhd | Banks | MY |
| Huaku | Real Estate | TW |
| MISC Bhd | Industrial Goods and Services | MY |
| RHB BANK BHD | Banks | MY |
| TISCO FINANCIAL GROUP | Banks | TH |
| Chong Hong Const | Real Estate | TW |
| Formosa Plastics Corp | Industrial Goods and Services | TW |
| LAO FENG XIANG 'B' | Consumer Products and Services | CN |
| Samsung Card | Financial Services | KR |
| WT Microelectron | Technology | TW |
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Low
High
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€277.72
+0.19
1Y Return
13.06%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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1Y Volatility
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STOXX® Global 1800 Ax Momentum
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STOXX® Europe 600 Ax Size
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1Y Volatility
0.15%