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
SA9UMVGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138841
Bloomberg ID
BBG009H5BHK8
Last Value
299.49
-3.57 (-1.18%)
As of CET
Week to Week Change
-1.02%
52 Week Change
11.19%
Year to Date Change
3.89%
Daily Low
299.49
Daily High
299.49
52 Week Low
259.88 — 30 Sep 2022
52 Week High
306.79 — 26 Jul 2023
Top 10 Components
| WALMART INC. | Retail | US |
| Check Point Software Technolog | Technology | US |
| Roper Technologies Inc. | Technology | US |
| Johnson & Johnson | Health Care | US |
| Merck & Co. Inc. | Health Care | US |
| Republic Services Inc. | Utilities | US |
| Verizon Communications Inc. | Telecommunications | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| Costco Wholesale Corp. | Retail | US |
| ALPHABET CLASS C | Technology | US |
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