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Indices

STOXX® True Exposure Europe 50% Select 30 EUR

Summary

The STOXX True Exposure Europe 50% Select 30 EUR 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.

Symbol
STREMSER
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407450
Bloomberg ID
BBG00B6QWPN5
Last Value
298.14 -5.47 (-1.80%)
As of 05:50 pm CET
Week to Week Change
-1.39%
52 Week Change
-2.50%
Year to Date Change
3.43%
Daily Low
298.14
Daily High
298.14
52 Week Low
258.5712 Oct 2022
52 Week High
321.1528 Apr 2023

Top 10 Components

ORANGE Telecommunications FR
ZURICH INSURANCE GROUP Insurance CH
TRYG Insurance DK
ALLIANZ Insurance DE
FREENET Telecommunications DE
Redeia Corporacion Utilities ES
ENAGAS Energy ES
BOUYGUES Construction and Materials FR
Naturgy Energy Group Utilities ES
ASR NEDERLAND NV Insurance NL
Zoom
  • 1D
  • 5D
  • 1W
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  • 1M
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  • YTD
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