Summary
The STOXX True Exposure Europe 50% Select 30 USD Index captures the performance of stocks with low volatility and high dividends from the STOXX True Exposure Europe 50% Index.
The component selection process first excludes all 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.
Details
Top 10 Components
ORANGE | Telecommunications | FR |
ZURICH INSURANCE GROUP | Insurance | CH |
TRYG | Insurance | DK |
BOUYGUES | Construction and Materials | FR |
ALLIANZ | Insurance | DE |
ENAGAS | Energy | ES |
Redeia Corporacion | Utilities | ES |
FREENET | Telecommunications | DE |
BALOISE | Insurance | CH |
Naturgy Energy Group | Utilities | ES |