Summary
The STOXX Global Select 100 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global 1800 Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 100 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
SXW1SEE
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0298406924
Bloomberg ID
BBG00B6QWNT4
Last Value
164.13
-0.65 (-0.39%)
As of CET
Week to Week Change
-1.29%
52 Week Change
-10.25%
Year to Date Change
-0.43%
Daily Low
164.1
Daily High
165.08
52 Week Low
157.1399 — 24 Oct 2022
52 Week High
183.62 — 18 Aug 2022
Top 10 Components
| Oversea-Chinese Banking Corp. | Banks | SG |
| KPN | Telecommunications | NL |
| Singapore Technologies Enginee | Industrial Goods and Services | SG |
| NETLINK | Telecommunications | SG |
| SEKISUI HOUSE REIT | Real Estate | JP |
| ORANGE | Telecommunications | FR |
| BCE Inc. | Telecommunications | CA |
| EXEO GROUP | Construction and Materials | JP |
| Sun Life Financial Inc. | Insurance | CA |
| Coles Group | Personal Care, Drug and Grocery Stores | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€275.49
-2.04
1Y Return
-1.72%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€551.03
+8.51
1Y Return
1.62%
1Y Volatility
0.21%
STOXX® Global 1800 Ax Momentum
$261.1
+0.88
1Y Return
-4.10%
1Y Volatility
0.19%
STOXX® Global 1800 ESG-X Ax Momentum
$262.34
-0.08
1Y Return
-7.03%
1Y Volatility
0.20%
STOXX® Europe 600 Ax Size
€184.48
+1.63
1Y Return
-4.95%
1Y Volatility
0.18%