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Indices

STOXX® True Exposure Europe 50% Diversification Select 30 USD

Summary

The STOXX True Exposure Europe 50% Diversification Select 30 USD Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX True Exposure Europe 50% Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, 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
STREMDSH
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298587822
Last Value
339.47 +0.75 (+0.22%)
As of 05:50 pm CET
Week to Week Change
1.23%
52 Week Change
8.76%
Year to Date Change
7.13%
Daily Low
338.27
Daily High
338.27
52 Week Low
260.529912 Oct 2022
52 Week High
368.2528 Apr 2023

Top 10 Components

ORANGE Telecommunications FR
ELISA CORPORATION Telecommunications FI
ZURICH INSURANCE GROUP Insurance CH
TRYG Insurance DK
SAMPO Insurance FI
EDP ENERGIAS DE PORTUGAL Utilities PT
ENGIE Utilities FR
TELEFONICA Telecommunications ES
TELENOR Telecommunications NO
CEMBRA MONEY BANK Banks CH
Zoom
  • 1D
  • 5D
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  • 1M
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