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
SA6JUNGF
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0225791885
Bloomberg ID
BBG00837QWD0
Last Value
325.37
+1.34 (+0.41%)
As of CET
Week to Week Change
1.54%
52 Week Change
18.20%
Year to Date Change
18.84%
Daily Low
274.04
Daily High
274.04
52 Week Low
264.5899 — 24 Oct 2022
52 Week High
325.37 — 15 Sep 2023
Top 10 Components
| SOFTBANK | Telecommunications | JP |
| MCDONALD'S HOLDINGS | Travel and Leisure | JP |
| SKYLARK HOLDINGS | Travel and Leisure | JP |
| Meiji Holdings Co. Ltd. | Food, Beverage and Tobacco | JP |
| GLP J-REIT | Real Estate | JP |
| NH FOODS | Food, Beverage and Tobacco | JP |
| Nissin Foods Holdings Co. Ltd. | Food, Beverage and Tobacco | JP |
| NOMURA REIT.MASTER FUND | Real Estate | JP |
| Nippon Yusen K.K. | Industrial Goods and Services | JP |
| Japan Tobacco Inc. | Food, Beverage and Tobacco | JP |
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