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
SXCHSEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407401
Last Value
395.87
-3.40 (-0.85%)
As of CET
Week to Week Change
-0.19%
52 Week Change
5.67%
Year to Date Change
0.44%
Daily Low
395.87
Daily High
395.87
52 Week Low
359.72 — 3 Oct 2023
52 Week High
401.51 — 28 Apr 2023
Top 10 Components
| SWISSCOM | CH |
| ORANGE | FR |
| RUBIS | FR |
| Naturgy Energy Group | ES |
| IBERDROLA | ES |
| Redeia Corporacion | ES |
| FREENET | DE |
| ASSICURAZIONI GENERALI | IT |
| ENGIE | FR |
| ALLREAL HLDG | CH |
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