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
SA9UMVL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0180138528
Bloomberg ID
BBG009H5BHM6
Last Value
228.08
+0.56 (+0.25%)
As of CET
Week to Week Change
-1.36%
52 Week Change
-1.22%
Year to Date Change
-1.51%
Daily Low
227.27
Daily High
228.83
52 Week Low
209.85 — 30 Sep 2022
52 Week High
242.2 — 2 Dec 2022
Top 10 Components
| WALMART INC. | Retail | US |
| Johnson & Johnson | Health Care | US |
| Check Point Software Technolog | Technology | US |
| Merck & Co. Inc. | Health Care | US |
| Verizon Communications Inc. | Telecommunications | US |
| Roper Technologies Inc. | Technology | US |
| Republic Services Inc. | Utilities | US |
| Costco Wholesale Corp. | Retail | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| VERISK ANALYTICS CL.A | Industrial Goods and Services | US |
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