Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® North America Diversification Select 50 USD

Summary

The STOXX North America Diversification Select 50 USD 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-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 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
SXA1DSL
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0298407658
Last Value
249.46 +0.20 (+0.08%)
As of 10:15 pm CET
Week to Week Change
1.14%
52 Week Change
-2.66%
Year to Date Change
-0.45%
Daily Low
249.09
Daily High
250.93
52 Week Low
226.3927 Oct 2023
52 Week High
270.2125 Apr 2023

Top 10 Components

Coca-Cola Co. US
PepsiCo Inc. US
Johnson & Johnson US
Lockheed Martin Corp. US
Procter & Gamble Co. US
Merck & Co. Inc. US
Keurig Dr Pepper US
Duke Energy Corp. US
Kimberly-Clark Corp. US
Consolidated Edison Inc. US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High