Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JMVGF
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0225791828
Last Value
364.21
+1.56 (+0.43%)
As of
CETWeek to Week Change
1.44%
52 Week Change
19.24%
Year to Date Change
18.74%
Daily Low
334.26
Daily High
334.26
52 Week Low
299.88 — 16 Jan 2023
52 Week High
364.21 — 1 Sep 2023
Top 10 Components
MCDONALD'S HOLDINGS | Travel and Leisure | JP |
SOFTBANK | Telecommunications | JP |
SKYLARK HOLDINGS | Travel and Leisure | JP |
Secom Co. Ltd. | Industrial Goods and Services | JP |
Tobu Railway Co. Ltd. | Industrial Goods and Services | JP |
YAMADA HOLDINGS | Retail | JP |
Chubu Electric Power Co. Inc. | Utilities | JP |
Mitsui O.S.K. Lines Ltd. | Industrial Goods and Services | JP |
JAPAN POST BANK | Banks | JP |
East Japan Railway Co. | Industrial Goods and Services | JP |
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