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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
STREMDSL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0298587806
Last Value
145.28 -1.89 (-1.28%)
As of 05:50 pm CET
Week to Week Change
-0.96%
52 Week Change
1.99%
Year to Date Change
-2.19%
Daily Low
145.24
Daily High
146.2
52 Week Low
129.563 Oct 2023
52 Week High
154.7428 Apr 2023

Top 10 Components

SWISSCOM CH
ZURICH INSURANCE GROUP CH
ORANGE FR
CEMBRA MONEY BANK CH
SAMPO FI
TRYG DK
E.ON DE
HELVETIA HLDG CH
ENGIE FR
ELISA CORPORATION FI
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