Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® North America Diversification Select 50 EUR

Summary

The STOXX North America Diversification Select 50 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX North America 600 Index.

The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 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
SXA1DSGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0321940220
Last Value
654.73 +14.75 (+2.30%)
As of 10:15 pm CET
Week to Week Change
3.33%
52 Week Change
-4.51%
Year to Date Change
-6.16%
Daily Low
654.73
Daily High
654.73
52 Week Low
599.2127 Oct 2023
52 Week High
699.376 Jan 2023

Top 10 Components

Procter & Gamble Co. US
INTACT FINANCIAL CA
Colgate-Palmolive Co. US
Coca-Cola Co. US
Merck & Co. Inc. US
Kimberly-Clark Corp. US
Johnson & Johnson US
Darden Restaurants Inc. US
BCE Inc. CA
PepsiCo Inc. US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High