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
236.8
+0.07 (+0.03%)
As of CET
Week to Week Change
-1.06%
52 Week Change
10.19%
Year to Date Change
2.26%
Daily Low
236.74
Daily High
238.03
52 Week Low
209.85 — 30 Sep 2022
52 Week High
243.42 — 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 |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€279.99
-0.63
1Y Return
12.22%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€572.18
-0.42
1Y Return
6.29%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%