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.
Top 10 Components
|ZURICH INSURANCE GROUP||Insurance||CH|
|BOUYGUES||Construction and Materials||FR|
|Naturgy Energy Group||Utilities||ES|
|ASR NEDERLAND NV||Insurance||NL|