STOXX® Global Low Carbon Select 100
The STOXX Global Low Carbon Select 100 EUR Index captures the performance of low carbon emissions stocks with low volatility and high dividends from the STOXX Global 1800 Index.
The component selection process first excludes all stocks that belong to the ICB Subsector 1771 (Coal), then selects in each ICB industry all stocks whose Carbon Intensity is the lowest. Next, it 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.
|Dissemination period||22:15 CET-22:15 CET|
|Free Float Mcap||1'042.626 MEUR|
|Daily change (absolute)|
|Week to week change|
|52 week change|
|Year to date change|
|52 week low|
|52 week high|