Summary
The iSTOXX Europe Longevity Select 50 Index is derived from the STOXX Europe 600 and selects stocks from sectors that might potentially benefit from the ageing population in Europe and which pay high dividends and display low volatility. In a first step, all companies are ranked into seven groups according to their ICB subsector code: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom & Media & Tech. All stocks whose ICB subsector is not relevant are excluded. In each group, the top dividend payers are selected. In a second step, all remaining companies are ranked in ascending order by their 12-month historical volatility. The top 50 constituents are selected while applying a 40-60 buffer rule and a cap of maximum of 15 stocks per group. Country caps also apply. All se-lected stocks are weighted according to the inverse of their 12-month historical volatility with a 5% cap.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXEL50GV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0576209495
Last Value
393.79
+2.01 (+0.51%)
As of
CETWeek to Week Change
1.45%
52 Week Change
9.66%
Year to Date Change
9.35%
Daily Low
393.79
Daily High
393.79
52 Week Low
353.07 — 30 Nov 2022
52 Week High
417.22 — 28 Apr 2023
Top 10 Components
KPN | NL |
ORANGE | FR |
IBERDROLA | ES |
ELISA CORPORATION | FI |
SWISSCOM | CH |
FREENET | DE |
DEUTSCHE TELEKOM | DE |
VINCI | FR |
BOUYGUES | FR |
ENAGAS | ES |
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