Summary
The STOXX Europe Christian Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Europe Christian 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.
Details
Symbol
SXCHSEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0298407385
Bloomberg ID
BBG00C5YXHR0
Last Value
140.75
-1.32 (-0.93%)
As of CET
Week to Week Change
-0.40%
52 Week Change
-2.35%
Year to Date Change
2.71%
Daily Low
140.11
Daily High
142.13
52 Week Low
125.81 — 3 Oct 2023
52 Week High
145.68 — 28 Apr 2023
Top 10 Components
| SWISSCOM | CH |
| ORANGE | FR |
| Naturgy Energy Group | ES |
| RUBIS | FR |
| IBERDROLA | ES |
| FREENET | DE |
| Redeia Corporacion | ES |
| ENGIE | FR |
| ASSICURAZIONI GENERALI | IT |
| ELISA CORPORATION | FI |
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