Summary
The STOXX North America Select 50 USD Index captures the performance of stocks with low volatility and high dividends from the STOXX North America 600 Index.
The component selection process first excludes all 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.
Details
Symbol
SXA1SEGV
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298407047
Last Value
394.18
-0.19 (-0.05%)
As of CET
Week to Week Change
-3.31%
52 Week Change
-0.06%
Year to Date Change
-8.25%
Daily Low
394.18
Daily High
394.18
52 Week Low
381.37 — 12 Oct 2022
52 Week High
444.57 — 2 Feb 2023
Top 10 Components
| Kimberly-Clark Corp. | Personal Care, Drug and Grocery Stores | US |
| KRAFT HEINZ COMPANY | Food, Beverage and Tobacco | US |
| BCE Inc. | Telecommunications | CA |
| Sun Life Financial Inc. | Insurance | CA |
| Royal Bank of Canada | Banks | CA |
| Kellogg Co. | Food, Beverage and Tobacco | US |
| Bristol-Myers Squibb Co. | Health Care | US |
| Conagra Brands Inc. | Food, Beverage and Tobacco | US |
| Fortis Inc. | Utilities | CA |
| Altria Group Inc. | Food, Beverage and Tobacco | US |
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Low
High
Featured indices
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€277.72
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1Y Return
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1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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STOXX® Global 1800 Ax Momentum
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1Y Volatility
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