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Indices

STOXX® Canada Diversification Select 30 CAD

Summary

The STOXX Canada Diversification Select 30 CAD Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Canada Total Market 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 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.

Symbol
TCCADSCA
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0298437028
Last Value
237.37 +2.75 (+1.17%)
As of 10:15 pm CET
Week to Week Change
0.15%
52 Week Change
-3.77%
Year to Date Change
0.39%
Daily Low
235.48
Daily High
237.49
52 Week Low
214.3527 Oct 2023
52 Week High
257.8915 May 2023

Top 10 Components

TMX GROUP CA
INTACT FINANCIAL CA
CCL INDS.'B' CA
Fortis Inc. CA
RESTAURANT BRANDS INTL CA
EMPIRE 'A' CA
EXCHANGE INCOME CA
HYDRO ONE CA
Element Fleet Management Corp. CA
PARKLAND CA
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